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

Correlation

The correlation between YCL and SLV is 0.23, 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.


-0.50.00.51.00.2

Performance

YCL vs. SLV - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
-80.10%
164.18%
YCL
SLV

Key characteristics

Sharpe Ratio

YCL:

-1.05

SLV:

0.72

Sortino Ratio

YCL:

-1.54

SLV:

1.20

Omega Ratio

YCL:

0.83

SLV:

1.14

Calmar Ratio

YCL:

-0.26

SLV:

0.39

Martin Ratio

YCL:

-1.32

SLV:

2.96

Ulcer Index

YCL:

17.27%

SLV:

7.48%

Daily Std Dev

YCL:

21.87%

SLV:

30.73%

Max Drawdown

YCL:

-86.75%

SLV:

-76.28%

Current Drawdown

YCL:

-86.46%

SLV:

-43.04%

Returns By Period

In the year-to-date period, YCL achieves a -25.43% return, which is significantly lower than SLV's 23.60% return. Over the past 10 years, YCL has underperformed SLV with an annualized return of -10.11%, while SLV has yielded a comparatively higher 5.97% annualized return.


YCL

YTD

-25.43%

1M

-3.12%

6M

-0.63%

1Y

-24.13%

5Y*

-18.01%

10Y*

-10.11%

SLV

YTD

23.60%

1M

-3.99%

6M

-0.22%

1Y

21.70%

5Y*

10.61%

10Y*

5.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YCL vs. SLV - Expense Ratio Comparison

YCL has a 0.95% expense ratio, which is higher than SLV's 0.50% expense ratio.


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 SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

YCL vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and iShares Silver Trust (SLV). 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 market0.002.004.00-1.050.72
The chart of Sortino ratio for YCL, currently valued at -1.54, compared to the broader market-2.000.002.004.006.008.0010.00-1.541.20
The chart of Omega ratio for YCL, currently valued at 0.83, compared to the broader market0.501.001.502.002.503.000.831.14
The chart of Calmar ratio for YCL, currently valued at -0.26, compared to the broader market0.005.0010.0015.00-0.260.39
The chart of Martin ratio for YCL, currently valued at -1.32, compared to the broader market0.0020.0040.0060.0080.00100.00-1.322.96
YCL
SLV

The current YCL Sharpe Ratio is -1.05, which is lower than the SLV Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of YCL and SLV, 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
0.72
YCL
SLV

Dividends

YCL vs. SLV - Dividend Comparison

Neither YCL nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YCL vs. SLV - Drawdown Comparison

The maximum YCL drawdown since its inception was -86.75%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for YCL and SLV. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-86.46%
-43.04%
YCL
SLV

Volatility

YCL vs. SLV - Volatility Comparison

The current volatility for ProShares Ultra Yen (YCL) is 6.79%, while iShares Silver Trust (SLV) has a volatility of 7.56%. This indicates that YCL experiences smaller price fluctuations and is considered to be less risky than SLV 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%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.79%
7.56%
YCL
SLV
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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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