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UYM vs. PYZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UYM and PYZ is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

UYM vs. PYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Basic Materials (UYM) and Invesco DWA Basic Materials Momentum ETF (PYZ). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
57.33%
246.29%
UYM
PYZ

Key characteristics

Sharpe Ratio

UYM:

-0.45

PYZ:

-0.23

Sortino Ratio

UYM:

-0.43

PYZ:

-0.17

Omega Ratio

UYM:

0.94

PYZ:

0.98

Calmar Ratio

UYM:

-0.40

PYZ:

-0.20

Martin Ratio

UYM:

-1.14

PYZ:

-0.66

Ulcer Index

UYM:

15.54%

PYZ:

8.34%

Daily Std Dev

UYM:

39.16%

PYZ:

23.61%

Max Drawdown

UYM:

-92.77%

PYZ:

-65.15%

Current Drawdown

UYM:

-31.09%

PYZ:

-17.53%

Returns By Period

In the year-to-date period, UYM achieves a -6.50% return, which is significantly lower than PYZ's -4.68% return. Both investments have delivered pretty close results over the past 10 years, with UYM having a 5.55% annualized return and PYZ not far behind at 5.36%.


UYM

YTD

-6.50%

1M

-11.38%

6M

-25.40%

1Y

-18.96%

5Y*

19.67%

10Y*

5.55%

PYZ

YTD

-4.68%

1M

-5.20%

6M

-12.78%

1Y

-4.51%

5Y*

13.87%

10Y*

5.36%

*Annualized

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UYM vs. PYZ - Expense Ratio Comparison

UYM has a 0.95% expense ratio, which is higher than PYZ's 0.60% expense ratio.


Expense ratio chart for UYM: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UYM: 0.95%
Expense ratio chart for PYZ: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PYZ: 0.60%

Risk-Adjusted Performance

UYM vs. PYZ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UYM
The Risk-Adjusted Performance Rank of UYM is 55
Overall Rank
The Sharpe Ratio Rank of UYM is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of UYM is 66
Sortino Ratio Rank
The Omega Ratio Rank of UYM is 66
Omega Ratio Rank
The Calmar Ratio Rank of UYM is 33
Calmar Ratio Rank
The Martin Ratio Rank of UYM is 44
Martin Ratio Rank

PYZ
The Risk-Adjusted Performance Rank of PYZ is 1010
Overall Rank
The Sharpe Ratio Rank of PYZ is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PYZ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PYZ is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PYZ is 99
Calmar Ratio Rank
The Martin Ratio Rank of PYZ is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UYM vs. PYZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Basic Materials (UYM) and Invesco DWA Basic Materials Momentum ETF (PYZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for UYM, currently valued at -0.45, compared to the broader market-1.000.001.002.003.004.00
UYM: -0.45
PYZ: -0.23
The chart of Sortino ratio for UYM, currently valued at -0.43, compared to the broader market-2.000.002.004.006.008.00
UYM: -0.43
PYZ: -0.17
The chart of Omega ratio for UYM, currently valued at 0.94, compared to the broader market0.501.001.502.00
UYM: 0.94
PYZ: 0.98
The chart of Calmar ratio for UYM, currently valued at -0.40, compared to the broader market0.002.004.006.008.0010.0012.00
UYM: -0.40
PYZ: -0.20
The chart of Martin ratio for UYM, currently valued at -1.14, compared to the broader market0.0020.0040.0060.00
UYM: -1.14
PYZ: -0.66

The current UYM Sharpe Ratio is -0.45, which is lower than the PYZ Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of UYM and PYZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.45
-0.23
UYM
PYZ

Dividends

UYM vs. PYZ - Dividend Comparison

UYM's dividend yield for the trailing twelve months is around 1.19%, less than PYZ's 1.21% yield.


TTM20242023202220212020201920182017201620152014
UYM
ProShares Ultra Basic Materials
1.19%0.98%0.28%0.88%0.52%0.56%1.24%0.94%0.38%0.55%0.42%0.42%
PYZ
Invesco DWA Basic Materials Momentum ETF
1.21%1.13%1.19%1.18%0.33%1.04%1.38%1.20%0.53%1.07%1.25%1.02%

Drawdowns

UYM vs. PYZ - Drawdown Comparison

The maximum UYM drawdown since its inception was -92.77%, which is greater than PYZ's maximum drawdown of -65.15%. Use the drawdown chart below to compare losses from any high point for UYM and PYZ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.09%
-17.53%
UYM
PYZ

Volatility

UYM vs. PYZ - Volatility Comparison

ProShares Ultra Basic Materials (UYM) has a higher volatility of 28.16% compared to Invesco DWA Basic Materials Momentum ETF (PYZ) at 15.08%. This indicates that UYM's price experiences larger fluctuations and is considered to be riskier than PYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.16%
15.08%
UYM
PYZ