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UYM vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UYM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Basic Materials (UYM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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UYM vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UYM
ProShares Ultra Basic Materials
19.41%9.46%-8.00%17.47%-23.10%54.58%16.56%35.09%-35.68%51.51%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, UYM achieves a 19.41% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, UYM has underperformed VOO with an annualized return of 12.56%, while VOO has yielded a comparatively higher 14.05% annualized return.


UYM

1D
3.66%
1M
-12.40%
YTD
19.41%
6M
21.51%
1Y
26.73%
3Y*
9.18%
5Y*
6.29%
10Y*
12.56%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UYM vs. VOO - Expense Ratio Comparison

UYM has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

UYM vs. VOO — Risk / Return Rank

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

UYM
UYM Risk / Return Rank: 3838
Overall Rank
UYM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UYM Sortino Ratio Rank: 4242
Sortino Ratio Rank
UYM Omega Ratio Rank: 3838
Omega Ratio Rank
UYM Calmar Ratio Rank: 4040
Calmar Ratio Rank
UYM Martin Ratio Rank: 3535
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UYM vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Basic Materials (UYM) and Vanguard S&P 500 ETF (VOO). 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.


UYMVOODifference

Sharpe ratio

Return per unit of total volatility

0.64

0.98

-0.34

Sortino ratio

Return per unit of downside risk

1.16

1.50

-0.34

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.02

1.53

-0.51

Martin ratio

Return relative to average drawdown

3.16

7.29

-4.13

UYM vs. VOO - Sharpe Ratio Comparison

The current UYM Sharpe Ratio is 0.64, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of UYM and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UYMVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.98

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.70

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.78

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.83

-0.75

Correlation

The correlation between UYM and VOO 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.


Dividends

UYM vs. VOO - Dividend Comparison

UYM's dividend yield for the trailing twelve months is around 1.27%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
UYM
ProShares Ultra Basic Materials
1.27%1.47%0.98%0.28%0.88%0.52%0.56%1.24%0.94%0.38%0.55%0.42%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

UYM vs. VOO - Drawdown Comparison

The maximum UYM drawdown since its inception was -92.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UYM and VOO.


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Drawdown Indicators


UYMVOODifference

Max Drawdown

Largest peak-to-trough decline

-92.77%

-33.99%

-58.78%

Max Drawdown (1Y)

Largest decline over 1 year

-28.11%

-11.98%

-16.13%

Max Drawdown (5Y)

Largest decline over 5 years

-48.25%

-24.52%

-23.73%

Max Drawdown (10Y)

Largest decline over 10 years

-73.31%

-33.99%

-39.32%

Current Drawdown

Current decline from peak

-13.51%

-6.29%

-7.22%

Average Drawdown

Average peak-to-trough decline

-42.41%

-3.72%

-38.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.09%

2.52%

+6.57%

Volatility

UYM vs. VOO - Volatility Comparison

ProShares Ultra Basic Materials (UYM) has a higher volatility of 12.63% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that UYM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UYMVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.63%

5.29%

+7.34%

Volatility (6M)

Calculated over the trailing 6-month period

24.94%

9.44%

+15.50%

Volatility (1Y)

Calculated over the trailing 1-year period

42.02%

18.10%

+23.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.32%

16.82%

+22.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.73%

17.99%

+24.74%