^DJUSEN vs. BOIL
Compare and contrast key facts about Dow Jones U.S. Oil & Gas Index (^DJUSEN) and ProShares Ultra Bloomberg Natural Gas (BOIL).
BOIL is a passively managed fund by ProShares that tracks the performance of the Dow Jones-UBS Natural Gas Subindex (200%). It was launched on Oct 4, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSEN or BOIL.
Correlation
The correlation between ^DJUSEN and BOIL is 0.06, 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
^DJUSEN vs. BOIL - Performance Comparison
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Key characteristics
^DJUSEN:
-0.30
BOIL:
-0.35
^DJUSEN:
-0.25
BOIL:
0.27
^DJUSEN:
0.96
BOIL:
1.03
^DJUSEN:
-0.31
BOIL:
-0.32
^DJUSEN:
-0.97
BOIL:
-0.64
^DJUSEN:
7.97%
BOIL:
50.00%
^DJUSEN:
24.81%
BOIL:
108.09%
^DJUSEN:
-77.35%
BOIL:
-100.00%
^DJUSEN:
-16.35%
BOIL:
-99.99%
Returns By Period
In the year-to-date period, ^DJUSEN achieves a -0.74% return, which is significantly lower than BOIL's 0.25% return. Over the past 10 years, ^DJUSEN has outperformed BOIL with an annualized return of 0.72%, while BOIL has yielded a comparatively lower -57.24% annualized return.
^DJUSEN
-0.74%
7.07%
-8.98%
-7.36%
19.56%
0.72%
BOIL
0.25%
-0.39%
39.31%
-37.58%
-56.66%
-57.24%
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Risk-Adjusted Performance
^DJUSEN vs. BOIL — Risk-Adjusted Performance Rank
^DJUSEN
BOIL
^DJUSEN vs. BOIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Oil & Gas Index (^DJUSEN) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.
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Drawdowns
^DJUSEN vs. BOIL - Drawdown Comparison
The maximum ^DJUSEN drawdown since its inception was -77.35%, smaller than the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ^DJUSEN and BOIL. For additional features, visit the drawdowns tool.
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Volatility
^DJUSEN vs. BOIL - Volatility Comparison
The current volatility for Dow Jones U.S. Oil & Gas Index (^DJUSEN) is 6.90%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 26.45%. This indicates that ^DJUSEN experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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