YCS vs. UNH
YCS (ProShares UltraShort Yen) is Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%), while UNH (UnitedHealth Group Incorporated) is a stock. Over the past 10 years, YCS returned 13.01%/yr vs 13.22%/yr for UNH. At a 0.13 correlation, their price movements are largely independent.
Performance
YCS vs. UNH - Performance Comparison
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Returns By Period
In the year-to-date period, YCS achieves a 11.53% return, which is significantly lower than UNH's 29.43% return. Both investments have delivered pretty close results over the past 10 years, with YCS having a 13.01% annualized return and UNH not far ahead at 13.22%.
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%
UNH
- 1D
- -1.07%
- 1M
- 5.14%
- 6M
- 29.07%
- YTD
- 29.43%
- 1Y
- 53.14%
- 3Y*
- -4.02%
- 5Y*
- 2.11%
- 10Y*
- 13.22%
- ALL TIME*
- 23.05%
YCS vs. UNH - 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% |
UNH UnitedHealth Group Incorporated | 29.43% | -33.14% | -2.41% | 0.80% | 6.94% | 45.20% | 21.25% | 20.00% | 14.52% | 39.83% |
Correlation
The correlation between YCS and UNH is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.13 |
The correlation between YCS and UNH shifts across timeframes, from -0.06 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
YCS vs. UNH — Risk / Return Rank
YCS
UNH
YCS vs. UNH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and UnitedHealth Group Incorporated (UNH). 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 | UNH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.28 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 1.84 | +1.55 |
| Martin ratioReturn relative to average drawdown | 10.82 | 4.38 | +6.44 |
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Drawdowns
YCS vs. UNH - Drawdown Comparison
The maximum YCS drawdown since its inception was -49.56%, smaller than the maximum UNH drawdown of -74.37%. Use the drawdown chart below to compare losses from any high point for YCS and UNH.
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Drawdown Indicators
| YCS | UNH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.56% | -74.37% | +24.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.30% | -28.96% | +20.66% |
Max Drawdown (3Y)Largest decline over 3 years | -23.05% | -61.39% | +38.34% |
Max Drawdown (5Y)Largest decline over 5 years | -27.32% | -61.39% | +34.07% |
Max Drawdown (10Y)Largest decline over 10 years | -27.32% | -61.39% | +34.07% |
Current DrawdownCurrent decline from peak | 0.00% | -29.72% | +29.72% |
Average DrawdownAverage peak-to-trough decline | -19.79% | -14.81% | -4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 12.16% | -9.54% |
Volatility
YCS vs. UNH - Volatility Comparison
The current volatility for ProShares UltraShort Yen (YCS) is 2.48%, while UnitedHealth Group Incorporated (UNH) has a volatility of 7.16%. This indicates that YCS experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCS | UNH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 7.16% | -4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 31.06% | -19.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 39.54% | -23.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 31.99% | -10.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 30.27% | -11.59% |
Dividends
YCS vs. UNH - Dividend Comparison
YCS has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 2.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UNH UnitedHealth Group Incorporated | 2.12% | 2.64% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% |
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 UNH have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UNH has higher volatility (7.16%) compared to YCS (2.48%). In terms of maximum drawdown, YCS dropped -49.56% vs UNH's -74.37%.
YCS currently has the higher Sharpe Ratio (1.72 vs 1.35), 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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