PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
YCL vs. TTT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YCL and TTT is -0.43. 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.


-0.50.00.51.0-0.4

Performance

YCL vs. TTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Yen (YCL) and UltraPro Short 20+ Year Treasury (TTT). The values are adjusted to include any dividend payments, if applicable.

-84.00%-82.00%-80.00%-78.00%-76.00%JulyAugustSeptemberOctoberNovemberDecember
-83.79%
-75.86%
YCL
TTT

Key characteristics

Sharpe Ratio

YCL:

-1.05

TTT:

0.79

Sortino Ratio

YCL:

-1.54

TTT:

1.37

Omega Ratio

YCL:

0.83

TTT:

1.15

Calmar Ratio

YCL:

-0.26

TTT:

0.39

Martin Ratio

YCL:

-1.32

TTT:

1.90

Ulcer Index

YCL:

17.27%

TTT:

17.55%

Daily Std Dev

YCL:

21.87%

TTT:

42.10%

Max Drawdown

YCL:

-86.75%

TTT:

-94.00%

Current Drawdown

YCL:

-86.46%

TTT:

-77.69%

Returns By Period

In the year-to-date period, YCL achieves a -25.43% return, which is significantly lower than TTT's 30.92% return. Over the past 10 years, YCL has underperformed TTT with an annualized return of -10.11%, while TTT has yielded a comparatively higher -6.02% annualized return.


YCL

YTD

-25.43%

1M

-3.12%

6M

-0.63%

1Y

-24.13%

5Y*

-18.01%

10Y*

-10.11%

TTT

YTD

30.92%

1M

4.56%

6M

14.37%

1Y

28.95%

5Y*

7.59%

10Y*

-6.02%

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. TTT - Expense Ratio Comparison

Both YCL and TTT 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 TTT: 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. TTT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Yen (YCL) and UltraPro Short 20+ Year Treasury (TTT). 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 market0.002.004.00-1.050.79
The chart of Sortino ratio for YCL, currently valued at -1.54, compared to the broader market-2.000.002.004.006.008.0010.00-1.541.37
The chart of Omega ratio for YCL, currently valued at 0.83, compared to the broader market0.501.001.502.002.503.000.831.15
The chart of Calmar ratio for YCL, currently valued at -0.27, compared to the broader market0.005.0010.0015.00-0.270.39
The chart of Martin ratio for YCL, currently valued at -1.32, compared to the broader market0.0020.0040.0060.0080.00100.00-1.321.90
YCL
TTT

The current YCL Sharpe Ratio is -1.05, which is lower than the TTT Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of YCL and TTT, 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-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.05
0.79
YCL
TTT

Dividends

YCL vs. TTT - Dividend Comparison

YCL has not paid dividends to shareholders, while TTT's dividend yield for the trailing twelve months is around 0.51%.


TTM202320222021202020192018
YCL
ProShares Ultra Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TTT
UltraPro Short 20+ Year Treasury
0.51%12.15%0.34%0.00%0.29%1.88%0.44%

Drawdowns

YCL vs. TTT - Drawdown Comparison

The maximum YCL drawdown since its inception was -86.75%, smaller than the maximum TTT drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for YCL and TTT. For additional features, visit the drawdowns tool.


-86.00%-84.00%-82.00%-80.00%-78.00%JulyAugustSeptemberOctoberNovemberDecember
-85.56%
-77.69%
YCL
TTT

Volatility

YCL vs. TTT - Volatility Comparison

The current volatility for ProShares Ultra Yen (YCL) is 6.79%, while UltraPro Short 20+ Year Treasury (TTT) has a volatility of 12.86%. This indicates that YCL experiences smaller price fluctuations and is considered to be less risky than TTT 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%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.79%
12.86%
YCL
TTT
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab