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YCL vs. BNKU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YCL and BNKU is 1.00, 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.


Performance

YCL vs. BNKU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Yen (YCL) and MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

YCL:

23.48%

BNKU:

50.01%

Max Drawdown

YCL:

-86.82%

BNKU:

-2.45%

Current Drawdown

YCL:

-84.69%

BNKU:

-0.41%

Returns By Period


YCL

YTD

13.91%

1M

-2.73%

6M

6.72%

1Y

6.28%

5Y*

-16.31%

10Y*

-9.10%

BNKU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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YCL vs. BNKU - Expense Ratio Comparison

Both YCL and BNKU have an expense ratio of 0.95%.


Risk-Adjusted Performance

YCL vs. BNKU — Risk-Adjusted Performance Rank

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

YCL
The Risk-Adjusted Performance Rank of YCL is 3434
Overall Rank
The Sharpe Ratio Rank of YCL is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of YCL is 4242
Sortino Ratio Rank
The Omega Ratio Rank of YCL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of YCL is 2525
Calmar Ratio Rank
The Martin Ratio Rank of YCL is 2929
Martin Ratio Rank

BNKU
The Risk-Adjusted Performance Rank of BNKU is 6464
Overall Rank
The Sharpe Ratio Rank of BNKU is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BNKU is 6464
Sortino Ratio Rank
The Omega Ratio Rank of BNKU is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BNKU is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BNKU is 6464
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.

YCL vs. BNKU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU). 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.



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Dividends

YCL vs. BNKU - Dividend Comparison

Neither YCL nor BNKU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YCL vs. BNKU - Drawdown Comparison

The maximum YCL drawdown since its inception was -86.82%, which is greater than BNKU's maximum drawdown of -2.45%. Use the drawdown chart below to compare losses from any high point for YCL and BNKU. For additional features, visit the drawdowns tool.


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Volatility

YCL vs. BNKU - Volatility Comparison


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