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

Correlation

The correlation between YCL and BNKU is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

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.

-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-62.68%
-28.91%
YCL
BNKU

Key characteristics

Returns By Period


YCL

YTD

-25.43%

1M

-3.12%

6M

-0.63%

1Y

-24.13%

5Y*

-18.01%

10Y*

-10.11%

BNKU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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YCL vs. BNKU - Expense Ratio Comparison

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


YCL
ProShares Ultra Yen
Expense ratio chart for YCL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for BNKU: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for YCL, currently valued at -1.05, compared to the broader market0.002.004.00-1.051.57
The chart of Sortino ratio for YCL, currently valued at -1.54, compared to the broader market-2.000.002.004.006.008.0010.00-1.542.18
The chart of Omega ratio for YCL, currently valued at 0.83, compared to the broader market0.501.001.502.002.503.000.831.35
The chart of Calmar ratio for YCL, currently valued at -0.34, compared to the broader market0.005.0010.0015.00-0.340.79
The chart of Martin ratio for YCL, currently valued at -1.32, compared to the broader market0.0020.0040.0060.0080.00100.00-1.328.67
YCL
BNKU


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
-1.05
1.57
YCL
BNKU

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


-68.00%-66.00%-64.00%-62.00%-60.00%-58.00%-56.00%JulyAugustSeptemberOctoberNovemberDecember
-67.01%
-55.71%
YCL
BNKU

Volatility

YCL vs. BNKU - Volatility Comparison

ProShares Ultra Yen (YCL) has a higher volatility of 6.79% compared to MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU) at 0.00%. This indicates that YCL's price experiences larger fluctuations and is considered to be riskier than BNKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.79%
0
YCL
BNKU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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