VST vs. USD
VST (Vistra Corp.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 5 years, VST returned 54.75%/yr vs 65.20%/yr for USD. At a 0.31 correlation, their price movements are largely independent.
Performance
VST vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, VST achieves a -8.82% return, which is significantly lower than USD's 81.60% return.
VST
- 1D
- -1.25%
- 1M
- -0.56%
- YTD
- -8.82%
- 6M
- -11.33%
- 1Y
- -14.96%
- 3Y*
- 83.12%
- 5Y*
- 54.75%
- 10Y*
- —
USD
- 1D
- 7.41%
- 1M
- -0.05%
- YTD
- 81.60%
- 6M
- 69.12%
- 1Y
- 218.18%
- 3Y*
- 115.96%
- 5Y*
- 65.20%
- 10Y*
- 59.63%
VST vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VST Vistra Corp. | -8.82% | 17.66% | 261.52% | 70.73% | 5.08% | 19.57% | -11.87% | 2.46% | 24.95% | 18.19% |
USD ProShares Ultra Semiconductors | 81.60% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between VST and USD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2016 | 0.31 |
The correlation between VST and USD shifts across timeframes, from 0.31 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VST vs. USD — Risk / Return Rank
VST
USD
VST vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) and ProShares Ultra Semiconductors (USD). 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.
| VST | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.28 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.43 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 6.91 | -7.30 |
| Martin ratioReturn relative to average drawdown | -0.74 | 19.73 | -20.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VST | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 3.43 | -3.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.85 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.47 | +0.24 |
Drawdowns
VST vs. USD - Drawdown Comparison
The maximum VST drawdown since its inception was -53.32%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for VST and USD.
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Drawdown Indicators
| VST | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.32% | -88.63% | +35.31% |
Max Drawdown (1Y)Largest decline over 1 year | -38.01% | -31.80% | -6.21% |
Max Drawdown (3Y)Largest decline over 3 years | -48.80% | -64.46% | +15.66% |
Max Drawdown (5Y)Largest decline over 5 years | -48.80% | -77.85% | +29.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.85% | — |
Current DrawdownCurrent decline from peak | -32.40% | -16.10% | -16.30% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -32.34% | +18.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.31% | 11.11% | +9.20% |
Volatility
VST vs. USD - Volatility Comparison
The current volatility for Vistra Corp. (VST) is 14.60%, while ProShares Ultra Semiconductors (USD) has a volatility of 28.47%. This indicates that VST experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VST | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.60% | 28.47% | -13.87% |
Volatility (6M)Calculated over the trailing 6-month period | 37.50% | 50.89% | -13.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.38% | 64.16% | -15.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.87% | 77.00% | -29.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.18% | 69.51% | -27.33% |
Dividends
VST vs. USD - Dividend Comparison
VST's dividend yield for the trailing twelve months is around 0.62%, more than USD's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 0.25% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
VST Vistra Corp. | 0.62% | 0.56% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% |
Frequently Asked Questions
VST and USD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (28.47%) compared to VST (14.60%). In terms of maximum drawdown, VST dropped -53.32% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (3.43 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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