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WGS vs. UPRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WGS and UPRO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

WGS vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GeneDx Holdings Corp. (WGS) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WGS:

1.70

UPRO:

0.09

Sortino Ratio

WGS:

2.69

UPRO:

0.57

Omega Ratio

WGS:

1.37

UPRO:

1.08

Calmar Ratio

WGS:

2.11

UPRO:

0.14

Martin Ratio

WGS:

13.87

UPRO:

0.47

Ulcer Index

WGS:

14.89%

UPRO:

14.84%

Daily Std Dev

WGS:

114.04%

UPRO:

57.28%

Max Drawdown

WGS:

-99.85%

UPRO:

-76.82%

Current Drawdown

WGS:

-93.06%

UPRO:

-28.49%

Returns By Period

In the year-to-date period, WGS achieves a -23.05% return, which is significantly lower than UPRO's -19.89% return.


WGS

YTD

-23.05%

1M

-39.21%

6M

-23.98%

1Y

191.04%

5Y*

N/A

10Y*

N/A

UPRO

YTD

-19.89%

1M

9.30%

6M

-25.66%

1Y

5.38%

5Y*

30.55%

10Y*

20.38%

*Annualized

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Risk-Adjusted Performance

WGS vs. UPRO — Risk-Adjusted Performance Rank

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

WGS
The Risk-Adjusted Performance Rank of WGS is 9494
Overall Rank
The Sharpe Ratio Rank of WGS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of WGS is 9292
Sortino Ratio Rank
The Omega Ratio Rank of WGS is 9292
Omega Ratio Rank
The Calmar Ratio Rank of WGS is 9494
Calmar Ratio Rank
The Martin Ratio Rank of WGS is 9797
Martin Ratio Rank

UPRO
The Risk-Adjusted Performance Rank of UPRO is 3434
Overall Rank
The Sharpe Ratio Rank of UPRO is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of UPRO is 4242
Sortino Ratio Rank
The Omega Ratio Rank of UPRO is 4444
Omega Ratio Rank
The Calmar Ratio Rank of UPRO is 3030
Calmar Ratio Rank
The Martin Ratio Rank of UPRO is 2929
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.

WGS vs. UPRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GeneDx Holdings Corp. (WGS) and ProShares UltraPro S&P 500 (UPRO). 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 current WGS Sharpe Ratio is 1.70, which is higher than the UPRO Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of WGS and UPRO, 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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Dividends

WGS vs. UPRO - Dividend Comparison

WGS has not paid dividends to shareholders, while UPRO's dividend yield for the trailing twelve months is around 1.25%.


TTM20242023202220212020201920182017201620152014
WGS
GeneDx Holdings Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
1.25%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%0.22%

Drawdowns

WGS vs. UPRO - Drawdown Comparison

The maximum WGS drawdown since its inception was -99.85%, which is greater than UPRO's maximum drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for WGS and UPRO. For additional features, visit the drawdowns tool.


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Volatility

WGS vs. UPRO - Volatility Comparison


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