SNDG vs UCO: Returns, Risk & Full Comparison | Redstone

SNDG vs UCO: Returns, Risk & Full Comparison | Redstone

Performance

SNDG-57.30%UCO+222.96%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
SNDG	-13.98%	—	—	—	—	—
UCO	+4.45%	+229.99%	+222.96%	+21.55%	-38.55%	2.17

Current Drawdown

SNDG-80.64%UCO+0.00%

Rolling Volatility

SNDG+8.27%UCO+2.20%

METRICS

Correlation Matrix

	SNDG	UCO
SNDG	1.00	-0.04
UCO	-0.04	1.00

Metrics

Risk Indicators

SNDGUCO

Alpha

—

149.26%

Beta

—

-1.71x

Sharpe

—

2.17

Sortino

—

3.30

Omega

—

1.43

Calmar

—

5.78

Martin

—

9.82

Comparisons

More SNDG comparisons

More UCO comparisons