ProShares Ultra Nasdaq Biotechnology

10-Year Study

BIB.US · · US · ETF

Executive Summary: ProShares Ultra Nasdaq Biotechnology has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 60.5% and an annualized volatility of 46.1%.

1Y CAGR
+100.2%
3Y CAGR
+19.9%
5Y CAGR
-2.2%
10Y CAGR
+8.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
60.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +59.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.26.1-7.50.15.4———————7.8%
20259.8-1.1-12.2-1.5-9.46.910.29.58.120.117.0-4.559.2%
20240.11.2-0.4-12.311.26.112.70.9-5.1-5.6-1.0-14.2-9.8%
20236.8-13.31.52.5-6.0-0.41.9-1.2-8.3-13.39.125.9-1.1%
2022-23.2-8.18.4-19.4-3.70.47.9-3.0-5.917.310.9-6.9-28.8%
202112.3-5.2-9.05.8-4.416.5-1.07.8-9.7-4.2-7.7-3.4-6.0%
2020-11.3-0.2-15.330.717.02.6-3.81.5-1.3-7.522.29.239.8%
201928.45.1-2.3-10.2-12.218.6-6.5-5.9-6.815.524.01.446.7%
201813.5-10.9-2.9-7.19.32.311.99.6-0.7-28.08.5-22.7-24.9%
20179.413.5-2.62.7-8.017.25.68.60.0-11.60.82.740.5%
2016————8.1-16.125.9-6.25.6-21.712.6-6.6-6.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 46.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.7% of variance. Idiosyncratic stock-specific factors contribute 22.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110809.806300624885
2016-06-019064.18599743908
2016-07-0111409.559800305966
2016-08-0110707.105827286723
2016-09-0111309.20923273179
2016-10-018854.133196495282
2016-11-019969.66703274042
2016-12-019313.875474177412
2017-01-0110186.697615085435
2017-02-0111563.598520998086
2017-03-0111262.546818275552
2017-04-0111563.598520998086
2017-05-0110634.762299838383
2017-06-0112462.077796267966
2017-07-0113157.530009255748
2017-08-0114291.719219831288
2017-09-0114294.045146965023
2017-10-0112630.096058392759
2017-11-0112735.12245886466
2017-12-0113085.186481807414
2018-01-0114854.137992221333
2018-02-0113232.199463837827
2018-03-0112849.476546501759
2018-04-0111941.645605436435
2018-05-0113050.177681650113
2018-06-0113348.879478608664
2018-07-0114940.48503973259
2018-08-0116368.7241929992
2018-09-0116256.720011126085
2018-10-0111705.959648761023
2018-11-0112704.789491605083
2018-12-019822.630072079763
2019-01-0112613.766611196103
2019-02-0113257.880576829928
2019-03-0112947.501186942196
2019-04-0111621.938528383504
2019-05-0110203.027062282094
2019-06-0112098.010253262293
2019-07-0111313.885065629509
2019-08-0110651.115725665286
2019-09-019925.330545417924
2019-10-0111460.898047659926
2019-11-0114212.373932351487
2019-12-0114410.72516173586
2020-01-0112781.784873320896
2020-02-0112751.45190606132
2020-03-0110800.454634829439
2020-04-0114121.351051942507
2020-05-0116515.761153659856
2020-06-0116940.494631184687
2020-07-0116301.056498448583
2020-08-0116543.744215155453
2020-09-0116326.713632810439
2020-10-0115099.175614692187
2020-11-0118455.080831962554
2020-12-0120144.687054896676
2021-01-0122618.442444093824
2021-02-0121439.91674619579
2021-03-0119512.250682192032
2021-04-0120646.439892767565
2021-05-0119736.283024568504
2021-06-0122996.489528532173
2021-07-0122756.12773895904
2021-08-0124541.43267519986
2021-09-0122154.02433351397
2021-10-0121229.863945251993
2021-11-0119593.921896805565
2021-12-0118931.152556841345
2022-01-0114532.08100940442
2022-02-0113355.881238640124
2022-03-0114476.066929152737
2022-04-0111668.600942839741
2022-05-0111239.215611047435
2022-06-0111288.203952637408
2022-07-0112182.031373639813
2022-08-0111817.96383063414
2022-09-0111120.185690512613
2022-10-0113040.849994484915
2022-11-0114466.739241987541
2022-12-0113470.067475865508
2023-01-0114382.861993391489
2023-02-0112463.900172166565
2023-03-0112648.319817378753
2023-04-0112970.49669334689
2023-05-0112197.761355080353
2023-06-0112144.07320196241
2023-07-0112372.853313127342
2023-08-0112218.790613804977
2023-09-0111198.595811412868
2023-10-019704.511339494242
2023-11-0110589.298816894383
2023-12-0113327.658390842082
2024-01-0113341.685889535243
2024-02-0113502.870242040295
2024-03-0113451.723823728293
2024-04-0111794.22498669186
2024-05-0113112.737927958602
2024-06-0113913.576220871959
2024-07-0115682.719560327836
2024-08-0115817.719248605645
2024-09-0115004.891640569924
2024-10-0114158.805672384771
2024-11-0114010.521822951385
2024-12-0112015.499786590191
2025-01-0113194.289249420915
2025-02-0113044.854425735783
2025-03-0111456.00640709
2025-04-0111284.79898714266
2025-05-0110229.09183335811
2025-06-0110932.504951587145
2025-07-0112047.46330070641
2025-08-0113188.558356792426
2025-09-0114260.331192840938
2025-10-0117120.861887885516
2025-11-0120032.58695850258
2025-12-0119130.15120924232
2026-01-0119931.03745941617
2026-02-0121137.162560725883
2026-03-0119544.981512476083
2026-04-0119571.358005745282
2026-05-0120621.669967724763
Annual Return Matrix
YearAnnual Return
20170.4049131876506087
2018-0.2493320530252775
20190.4670943582307434
20200.3978954444559071
2021-0.060240920831795663
2022-0.28847081890966575
2023-0.010572262186405723
2024-0.09845379929256914
20250.5921228037965085
20260.07796690899974945
Total Factor Risk
0.46055114171554906
VTI.US Exposure
0.20158212171968604
VEA.US Exposure
0.07690904558509228
VWO.US Exposure
-0.03845038728854812
QQQ.US Exposure
-0.06927484529754403
VTV.US Exposure
-0.05625151243409312
IJR.US Exposure
0.029320582420682206
QUAL.US Exposure
-0.0068294201675336555
SHV.US Exposure
0.3366632265711768
TLT.US Exposure
-0.016293976166907184
LQD.US Exposure
0.17111913105527643
HYG.US Exposure
-0.006713049807916972
GLD.US Exposure
0.008032689120551923
USO.US Exposure
0.005702778768545893
VNQ.US Exposure
0.11487509910223508
BTC-USD.CC Exposure
-0.009716072683686029
CPER.US Exposure
0.008671138472478562
VIX.INDX Exposure
0.03228332129701754
UUP.US Exposure
-0.012969959434893683
TIP.US Exposure
0.002676391231178059
Idiosyncratic Exposure
0.22866369793720212
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.680.02%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.54
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
53
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+22.2%
50.0% retracement+33.4%
61.8% retracement+46.8%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is ProShares Ultra Nasdaq Biotechnology a high-risk investment?

ProShares Ultra Nasdaq Biotechnology (BIB.US) has an annualized volatility of 46.1% and experienced a maximum drawdown of 60.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BIB.US?

Over the past 10 years, BIB.US has generated a Compound Annual Growth Rate (CAGR) of 8.6%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on ProShares Ultra Nasdaq Biotechnology

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest