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UCO vs QMOM

Comparison between ProShares Ultra Bloomberg Crude Oil 2x Shares (UCO, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF).

5-Year PerformanceUCO has outperformed QMOM, delivering a return of +18.8% compared to +8.9%

UCO vs QMOM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
UCO
$421M
Winner
QMOM
$421M
Expense Ratio
UCO
N/A
QMOM
0.28%
Max Drawdown
UCO
99.95%
Winner
QMOM
39.92%
Sharpe Ratio
Winner
UCO
1.25
QMOM
0.71
5Y Beta
Winner
UCO
0.13
QMOM
1.20
P/E Ratio
UCO
N/A
QMOM
63.69
Forward P/E
UCO
N/A
QMOM
20.42
5Y Dividends CAGR
UCO
N/A
QMOM
95.10%
5Y EPS CAGR
UCO
N/A
QMOM
14.63%
Debt to Equity
UCO
N/A
QMOM
-4.17%
P/S Ratio
UCO
N/A
QMOM
1.53
P/B Ratio
UCO
N/A
QMOM
4.75

UCO vs QMOM - Historical Returns

Returns include dividend reinvestment.

1M
Winner
UCO
+7.29%
QMOM
+1.16%
3M
Winner
UCO
-1.97%
QMOM
-5.11%
6M
Winner
UCO
+67.15%
QMOM
+2.81%
1Y
Winner
UCO
+83.85%
QMOM
+20.53%
5Y(CAGR)
Winner
UCO
+18.76%
QMOM
+8.89%
10Y(CAGR)
UCO
-10.72%
Winner
QMOM
+12.57%
Max(CAGR)
UCO
-23.89%
Winner
QMOM
+12.38%

UCO vs QMOM - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

YearUCOQMOM
2026+121.54%+13.15%
2025-31.54%+1.42%
2024+7.72%+32.17%
2023-7.84%+13.84%
2022+36.75%-6.63%
2021+147.94%-2.71%
2020-92.92%+59.91%
2019+48.58%+29.03%
2018-43.64%-11.66%
2017+5.02%+16.06%
2016-6.63%+8.32%
2015-74.69%N/A
2014-65.71%N/A
2013+7.11%N/A
2012-33.90%N/A
2011-18.64%N/A
2010-5.98%N/A
2009-19.03%N/A
2008-37.00%N/A

UCO vs QMOM Drawdown Comparison

The maximum drawdown for UCO was -99.95%, occurring on Apr 28, 2020. This drawdown has not yet recovered.

The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current UCO drawdown is -99.31%. The current QMOM drawdown is -7.91%.

RankUCOQMOM
#1-99.95%
Nov 26, 2008 - Apr 28, 2020
-39.11%
Feb 19, 2020 - Jul 6, 2020
#2N/A-38.89%
Feb 12, 2021 - Oct 11, 2024
#3N/A-31.88%
Sep 13, 2018 - Jan 13, 2020
#4N/A-26.48%
Nov 26, 2024 - Jan 15, 2026
#5N/A-15.68%
Jan 5, 2016 - Apr 14, 2016
#6N/A-12.76%
Jun 2, 2026 - Jul 29, 2026
#7N/A-12.65%
Mar 2, 2026 - Apr 13, 2026
#8N/A-11.75%
Oct 13, 2020 - Nov 6, 2020
#9N/A-11.65%
Sep 1, 2020 - Oct 5, 2020
#10N/A-10.90%
Jan 26, 2018 - Mar 12, 2018
#11N/A-8.59%
Nov 6, 2020 - Nov 20, 2020
#12N/A-8.25%
Jun 20, 2018 - Aug 27, 2018
#13N/A-8.17%
Mar 12, 2018 - May 18, 2018
#14N/A-8.08%
Feb 21, 2017 - Sep 20, 2017
#15N/A-7.88%
Dec 22, 2020 - Jan 7, 2021

Correlation

Correlation between UCO and QMOM is -0.69 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.69
-101

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