YCS vs. BCSF
Compare and contrast key facts about ProShares UltraShort Yen (YCS) and Bain Capital Specialty Finance, Inc. (BCSF).
YCS is a passively managed fund by ProShares that tracks the performance of the USD/JPY Exchange Rate (-200%). It was launched on Nov 25, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YCS or BCSF.
Performance
YCS vs. BCSF - Performance Comparison
Returns By Period
In the year-to-date period, YCS achieves a 32.10% return, which is significantly higher than BCSF's 19.90% return.
YCS
32.10%
5.34%
1.85%
18.77%
19.28%
7.63%
BCSF
19.90%
-1.25%
9.55%
22.98%
8.83%
N/A
Key characteristics
| YCS | BCSF | |
|---|---|---|
| Sharpe Ratio | 0.90 | 1.56 |
| Sortino Ratio | 1.28 | 2.11 |
| Omega Ratio | 1.18 | 1.28 |
| Calmar Ratio | 0.90 | 2.48 |
| Martin Ratio | 2.19 | 10.01 |
| Ulcer Index | 9.41% | 2.26% |
| Daily Std Dev | 22.85% | 14.56% |
| Max Drawdown | -49.56% | -62.45% |
| Current Drawdown | -5.74% | -2.35% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between YCS and BCSF is 0.02, 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.
Risk-Adjusted Performance
YCS vs. BCSF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and Bain Capital Specialty Finance, Inc. (BCSF). 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.
Dividends
YCS vs. BCSF - Dividend Comparison
YCS has not paid dividends to shareholders, while BCSF's dividend yield for the trailing twelve months is around 10.64%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BCSF Bain Capital Specialty Finance, Inc. | 10.64% | 10.62% | 11.60% | 8.94% | 11.73% | 8.14% | 2.40% |
Drawdowns
YCS vs. BCSF - Drawdown Comparison
The maximum YCS drawdown since its inception was -49.56%, smaller than the maximum BCSF drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for YCS and BCSF. For additional features, visit the drawdowns tool.
Volatility
YCS vs. BCSF - Volatility Comparison
ProShares UltraShort Yen (YCS) has a higher volatility of 7.99% compared to Bain Capital Specialty Finance, Inc. (BCSF) at 4.47%. This indicates that YCS's price experiences larger fluctuations and is considered to be riskier than BCSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.