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

Correlation

The correlation between YCL and EUO is -0.30. 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.


-0.50.00.51.0-0.3

Performance

YCL vs. EUO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Yen (YCL) and ProShares UltraShort Euro (EUO). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-80.10%
39.19%
YCL
EUO

Key characteristics

Sharpe Ratio

YCL:

-1.05

EUO:

1.33

Sortino Ratio

YCL:

-1.54

EUO:

2.05

Omega Ratio

YCL:

0.83

EUO:

1.24

Calmar Ratio

YCL:

-0.26

EUO:

0.78

Martin Ratio

YCL:

-1.32

EUO:

5.11

Ulcer Index

YCL:

17.27%

EUO:

3.19%

Daily Std Dev

YCL:

21.87%

EUO:

12.21%

Max Drawdown

YCL:

-86.75%

EUO:

-38.58%

Current Drawdown

YCL:

-86.46%

EUO:

-5.12%

Returns By Period

In the year-to-date period, YCL achieves a -25.43% return, which is significantly lower than EUO's 18.18% return. Over the past 10 years, YCL has underperformed EUO with an annualized return of -10.11%, while EUO has yielded a comparatively higher 4.92% annualized return.


YCL

YTD

-25.43%

1M

-3.12%

6M

-0.63%

1Y

-24.13%

5Y*

-18.01%

10Y*

-10.11%

EUO

YTD

18.18%

1M

2.59%

6M

7.96%

1Y

17.70%

5Y*

4.69%

10Y*

4.92%

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YCL vs. EUO - Expense Ratio Comparison

YCL has a 0.95% expense ratio, which is lower than EUO's 0.99% expense ratio.


EUO
ProShares UltraShort Euro
Expense ratio chart for EUO: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
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%

Risk-Adjusted Performance

YCL vs. EUO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and ProShares UltraShort Euro (EUO). 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 market0.002.004.00-1.051.33
The chart of Sortino ratio for YCL, currently valued at -1.54, compared to the broader market-2.000.002.004.006.008.0010.00-1.542.05
The chart of Omega ratio for YCL, currently valued at 0.83, compared to the broader market0.501.001.502.002.503.000.831.24
The chart of Calmar ratio for YCL, currently valued at -0.26, compared to the broader market0.005.0010.0015.00-0.260.78
The chart of Martin ratio for YCL, currently valued at -1.32, compared to the broader market0.0020.0040.0060.0080.00100.00-1.325.11
YCL
EUO

The current YCL Sharpe Ratio is -1.05, which is lower than the EUO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of YCL and EUO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.05
1.33
YCL
EUO

Dividends

YCL vs. EUO - Dividend Comparison

Neither YCL nor EUO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YCL vs. EUO - Drawdown Comparison

The maximum YCL drawdown since its inception was -86.75%, which is greater than EUO's maximum drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for YCL and EUO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.46%
-5.12%
YCL
EUO

Volatility

YCL vs. EUO - Volatility Comparison

ProShares Ultra Yen (YCL) has a higher volatility of 6.79% compared to ProShares UltraShort Euro (EUO) at 4.72%. This indicates that YCL's price experiences larger fluctuations and is considered to be riskier than EUO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.79%
4.72%
YCL
EUO
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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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