YCS vs. FICO
YCS (ProShares UltraShort Yen) is Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%), while FICO (Fair Isaac Corporation) is a stock. Over the past 10 years, YCS returned 13.01%/yr vs 26.66%/yr for FICO. At a 0.11 correlation, their price movements are largely independent.
Performance
YCS vs. FICO - Performance Comparison
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Returns By Period
In the year-to-date period, YCS achieves a 11.53% return, which is significantly higher than FICO's -25.24% return. Over the past 10 years, YCS has underperformed FICO with an annualized return of 13.01%, while FICO has yielded a comparatively higher 26.66% annualized return.
YCS
- 1D
- 0.16%
- 1M
- 1.99%
- 6M
- 9.13%
- YTD
- 11.53%
- 1Y
- 28.09%
- 3Y*
- 19.82%
- 5Y*
- 24.23%
- 10Y*
- 13.01%
- ALL TIME*
- 6.68%
FICO
- 1D
- 0.53%
- 1M
- 15.26%
- 6M
- -19.36%
- YTD
- -25.24%
- 1Y
- -18.02%
- 3Y*
- 14.38%
- 5Y*
- 18.50%
- 10Y*
- 26.66%
- ALL TIME*
- 20.55%
YCS vs. FICO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCS ProShares UltraShort Yen | 11.53% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
FICO Fair Isaac Corporation | -25.24% | -15.08% | 71.04% | 94.46% | 38.03% | -15.14% | 36.39% | 100.36% | 22.06% | 28.52% |
Correlation
The correlation between YCS and FICO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.11 |
The correlation between YCS and FICO shifts across timeframes, from -0.04 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
YCS vs. FICO — Risk / Return Rank
YCS
FICO
YCS vs. FICO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and Fair Isaac Corporation (FICO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| YCS | FICO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.97 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | -0.36 | +3.75 |
| Martin ratioReturn relative to average drawdown | 10.82 | -0.68 | +11.50 |
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Drawdowns
YCS vs. FICO - Drawdown Comparison
The maximum YCS drawdown since its inception was -49.56%, smaller than the maximum FICO drawdown of -79.26%. Use the drawdown chart below to compare losses from any high point for YCS and FICO.
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Drawdown Indicators
| YCS | FICO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.56% | -79.26% | +29.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -50.93% | +42.63% |
Max Drawdown (3Y)Largest decline over 3 years | -23.05% | -61.28% | +38.23% |
Max Drawdown (5Y)Largest decline over 5 years | -27.32% | -61.28% | +33.96% |
Max Drawdown (10Y)Largest decline over 10 years | -27.32% | -61.28% | +33.96% |
Current DrawdownCurrent decline from peak | 0.00% | -46.95% | +46.95% |
Average DrawdownAverage peak-to-trough decline | -19.79% | -18.12% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 26.42% | -23.80% |
Volatility
YCS vs. FICO - Volatility Comparison
The current volatility for ProShares UltraShort Yen (YCS) is 2.48%, while Fair Isaac Corporation (FICO) has a volatility of 11.12%. This indicates that YCS experiences smaller price fluctuations and is considered to be less risky than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCS | FICO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 11.12% | -8.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 39.98% | -28.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 50.30% | -33.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 41.04% | -19.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 38.21% | -19.53% |
Dividends
YCS vs. FICO - Dividend Comparison
Neither YCS nor FICO has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YCS and FICO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FICO has higher volatility (11.12%) compared to YCS (2.48%). In terms of maximum drawdown, YCS dropped -49.56% vs FICO's -79.26%.
YCS currently has the higher Sharpe Ratio (1.72 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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