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YCS vs. YCL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YCS and YCL is -0.92. 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.


-0.50.00.51.0-0.9

Performance

YCS vs. YCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Yen (YCS) and ProShares Ultra Yen (YCL). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
158.44%
-80.10%
YCS
YCL

Key characteristics

Sharpe Ratio

YCS:

1.41

YCL:

-1.05

Sortino Ratio

YCS:

1.91

YCL:

-1.54

Omega Ratio

YCS:

1.27

YCL:

0.83

Calmar Ratio

YCS:

1.37

YCL:

-0.26

Martin Ratio

YCS:

3.36

YCL:

-1.32

Ulcer Index

YCS:

9.41%

YCL:

17.27%

Daily Std Dev

YCS:

22.42%

YCL:

21.87%

Max Drawdown

YCS:

-49.56%

YCL:

-86.75%

Current Drawdown

YCS:

-3.06%

YCL:

-86.46%

Returns By Period

In the year-to-date period, YCS achieves a 35.85% return, which is significantly higher than YCL's -25.43% return. Over the past 10 years, YCS has outperformed YCL with an annualized return of 7.59%, while YCL has yielded a comparatively lower -10.11% annualized return.


YCS

YTD

35.85%

1M

2.84%

6M

0.32%

1Y

33.78%

5Y*

19.45%

10Y*

7.59%

YCL

YTD

-25.43%

1M

-3.12%

6M

-0.63%

1Y

-24.13%

5Y*

-18.01%

10Y*

-10.11%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YCS vs. YCL - Expense Ratio Comparison

YCS has a 1.00% expense ratio, which is higher than YCL's 0.95% expense ratio.


YCS
ProShares UltraShort Yen
Expense ratio chart for YCS: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
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%

Risk-Adjusted Performance

YCS vs. YCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and ProShares Ultra Yen (YCL). 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 YCS, currently valued at 1.41, compared to the broader market0.002.004.001.41-1.05
The chart of Sortino ratio for YCS, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.001.91-1.54
The chart of Omega ratio for YCS, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.270.83
The chart of Calmar ratio for YCS, currently valued at 1.37, compared to the broader market0.005.0010.0015.001.37-0.26
The chart of Martin ratio for YCS, currently valued at 3.36, compared to the broader market0.0020.0040.0060.0080.00100.003.36-1.32
YCS
YCL

The current YCS Sharpe Ratio is 1.41, which is higher than the YCL Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of YCS and YCL, 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-2.00-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.41
-1.05
YCS
YCL

Dividends

YCS vs. YCL - Dividend Comparison

Neither YCS nor YCL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YCS vs. YCL - Drawdown Comparison

The maximum YCS drawdown since its inception was -49.56%, smaller than the maximum YCL drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for YCS and YCL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.06%
-86.46%
YCS
YCL

Volatility

YCS vs. YCL - Volatility Comparison

ProShares UltraShort Yen (YCS) and ProShares Ultra Yen (YCL) have volatilities of 7.00% and 6.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.00%
6.79%
YCS
YCL
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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.

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