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^DJUSSC vs. USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJUSSC and USD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

^DJUSSC vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Semiconductors Index (^DJUSSC) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
1,266.48%
3,837.83%
^DJUSSC
USD

Key characteristics

Sharpe Ratio

^DJUSSC:

0.33

USD:

-0.02

Sortino Ratio

^DJUSSC:

0.79

USD:

0.67

Omega Ratio

^DJUSSC:

1.10

USD:

1.09

Calmar Ratio

^DJUSSC:

0.47

USD:

-0.03

Martin Ratio

^DJUSSC:

1.31

USD:

-0.07

Ulcer Index

^DJUSSC:

12.78%

USD:

28.49%

Daily Std Dev

^DJUSSC:

50.37%

USD:

99.55%

Max Drawdown

^DJUSSC:

-86.02%

USD:

-87.94%

Current Drawdown

^DJUSSC:

-22.68%

USD:

-51.72%

Returns By Period

In the year-to-date period, ^DJUSSC achieves a -15.86% return, which is significantly higher than USD's -39.07% return. Over the past 10 years, ^DJUSSC has underperformed USD with an annualized return of 24.52%, while USD has yielded a comparatively higher 38.87% annualized return.


^DJUSSC

YTD

-15.86%

1M

1.72%

6M

-17.26%

1Y

9.37%

5Y*

32.39%

10Y*

24.52%

USD

YTD

-39.07%

1M

-2.89%

6M

-42.55%

1Y

-12.36%

5Y*

46.95%

10Y*

38.87%

*Annualized

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Risk-Adjusted Performance

^DJUSSC vs. USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJUSSC
The Risk-Adjusted Performance Rank of ^DJUSSC is 6060
Overall Rank
The Sharpe Ratio Rank of ^DJUSSC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSSC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSSC is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSSC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSSC is 5757
Martin Ratio Rank

USD
The Risk-Adjusted Performance Rank of USD is 3232
Overall Rank
The Sharpe Ratio Rank of USD is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 5151
Sortino Ratio Rank
The Omega Ratio Rank of USD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of USD is 1919
Calmar Ratio Rank
The Martin Ratio Rank of USD is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DJUSSC vs. USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Semiconductors Index (^DJUSSC) and ProShares Ultra Semiconductors (USD). 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.


The chart of Sharpe ratio for ^DJUSSC, currently valued at 0.33, compared to the broader market-0.500.000.501.001.50
^DJUSSC: 0.33
USD: -0.00
The chart of Sortino ratio for ^DJUSSC, currently valued at 0.79, compared to the broader market-1.00-0.500.000.501.001.502.00
^DJUSSC: 0.79
USD: 0.70
The chart of Omega ratio for ^DJUSSC, currently valued at 1.10, compared to the broader market0.901.001.101.201.30
^DJUSSC: 1.10
USD: 1.09
The chart of Calmar ratio for ^DJUSSC, currently valued at 0.47, compared to the broader market-0.500.000.501.00
^DJUSSC: 0.47
USD: -0.00
The chart of Martin ratio for ^DJUSSC, currently valued at 1.31, compared to the broader market0.002.004.006.00
^DJUSSC: 1.31
USD: -0.01

The current ^DJUSSC Sharpe Ratio is 0.33, which is higher than the USD Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of ^DJUSSC and USD, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.33
-0.00
^DJUSSC
USD

Drawdowns

^DJUSSC vs. USD - Drawdown Comparison

The maximum ^DJUSSC drawdown since its inception was -86.02%, roughly equal to the maximum USD drawdown of -87.94%. Use the drawdown chart below to compare losses from any high point for ^DJUSSC and USD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.68%
-51.72%
^DJUSSC
USD

Volatility

^DJUSSC vs. USD - Volatility Comparison

The current volatility for Dow Jones U.S. Semiconductors Index (^DJUSSC) is 25.43%, while ProShares Ultra Semiconductors (USD) has a volatility of 49.02%. This indicates that ^DJUSSC experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
25.43%
49.02%
^DJUSSC
USD