YCS vs. NVDA
Compare and contrast key facts about ProShares UltraShort Yen (YCS) and NVIDIA Corporation (NVDA).
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 NVDA.
Key characteristics
| YCS | NVDA | |
|---|---|---|
| YTD Return | 22.29% | 79.30% |
| 1Y Return | 46.02% | 222.25% |
| 3Y Return (Ann) | 30.67% | 83.85% |
| 5Y Return (Ann) | 16.90% | 81.29% |
| 10Y Return (Ann) | 9.95% | 70.46% |
| Sharpe Ratio | 2.37 | 4.43 |
| Daily Std Dev | 18.62% | 49.51% |
| Max Drawdown | -49.56% | -89.72% |
| Current Drawdown | -6.38% | -6.54% |
Correlation
The correlation between YCS and NVDA is 0.13, 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.
Performance
YCS vs. NVDA - Performance Comparison
In the year-to-date period, YCS achieves a 22.29% return, which is significantly lower than NVDA's 79.30% return. Over the past 10 years, YCS has underperformed NVDA with an annualized return of 9.95%, while NVDA has yielded a comparatively higher 70.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
YCS vs. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and NVIDIA Corporation (NVDA). 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. NVDA - Dividend Comparison
YCS has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
Drawdowns
YCS vs. NVDA - Drawdown Comparison
The maximum YCS drawdown since its inception was -49.56%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for YCS and NVDA. For additional features, visit the drawdowns tool.
Volatility
YCS vs. NVDA - Volatility Comparison
The current volatility for ProShares UltraShort Yen (YCS) is 7.86%, while NVIDIA Corporation (NVDA) has a volatility of 17.94%. This indicates that YCS experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.