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^SP100 vs. SPXU
Performance
Return for Risk
Drawdowns
Volatility

Performance

^SP100 vs. SPXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 100 Index (^SP100) and ProShares UltraPro Short S&P500 (SPXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^SP100 achieves a 8.64% return, which is significantly higher than SPXU's -26.27% return. Over the past 10 years, ^SP100 has outperformed SPXU with an annualized return of 14.64%, while SPXU has yielded a comparatively lower -41.43% annualized return.


^SP100

1D
0.54%
1M
2.29%
6M
7.61%
YTD
8.64%
1Y
21.31%
3Y*
21.89%
5Y*
13.20%
10Y*
14.64%

SPXU

1D
-1.13%
1M
-5.48%
6M
-22.51%
YTD
-26.27%
1Y
-42.27%
3Y*
-41.31%
5Y*
-33.63%
10Y*
-41.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SP100 vs. SPXU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^SP100
S&P 100 Index
8.64%18.76%29.25%30.83%-22.12%27.55%19.30%29.47%-5.86%19.34%
SPXU
ProShares UltraPro Short S&P500
-26.27%-41.73%-43.31%-46.02%36.05%-57.94%-70.39%-56.27%3.97%-44.23%

Correlation

The correlation between ^SP100 and SPXU is -0.96, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.96

Correlation (3Y)
Calculated over the trailing 3-year period

-0.97

Correlation (5Y)
Calculated over the trailing 5-year period

-0.98

Correlation (10Y)
Calculated over the trailing 10-year period

-0.98

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2009

-0.98

The correlation between ^SP100 and SPXU has been stable across timeframes, ranging from -0.98 to -0.96 - a consistent structural relationship.

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Return for Risk

^SP100 vs. SPXU — Risk / Return Rank

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

^SP100
^SP100 Risk / Return Rank: 6060
Overall Rank
^SP100 Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^SP100 Sortino Ratio Rank: 6565
Sortino Ratio Rank
^SP100 Omega Ratio Rank: 6969
Omega Ratio Rank
^SP100 Calmar Ratio Rank: 4646
Calmar Ratio Rank
^SP100 Martin Ratio Rank: 5555
Martin Ratio Rank

SPXU
SPXU Risk / Return Rank: 11
Overall Rank
SPXU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXU Sortino Ratio Rank: 11
Sortino Ratio Rank
SPXU Omega Ratio Rank: 11
Omega Ratio Rank
SPXU Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXU Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^SP100 vs. SPXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^SP100) and ProShares UltraPro Short S&P500 (SPXU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^SP100SPXUDifference
Sharpe ratioReturn per unit of total volatility

+2.69

Sortino ratioReturn per unit of downside risk

+3.92

Omega ratioGain probability vs. loss probability

1.29

0.81

+0.48

Calmar ratioReturn relative to maximum drawdown

1.87

-0.95

+2.82

Martin ratioReturn relative to average drawdown

7.25

-1.66

+8.92

^SP100 vs. SPXU - Sharpe Ratio Comparison

The current ^SP100 Sharpe Ratio is 1.58, which is higher than the SPXU Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of ^SP100 and SPXU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^SP100 vs. SPXU - Drawdown Comparison

The maximum ^SP100 drawdown since its inception was -61.31%, smaller than the maximum SPXU drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for ^SP100 and SPXU.


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Drawdown Indicators


^SP100SPXUDifference

Max Drawdown

Largest peak-to-trough decline

-61.31%

-99.99%

+38.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-43.83%

+32.53%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-84.36%

+64.47%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

-90.23%

+63.00%

Max Drawdown (10Y)

Largest decline over 10 years

-31.53%

-99.56%

+68.03%

Current Drawdown

Current decline from peak

-1.42%

-99.99%

+98.57%

Average Drawdown

Average peak-to-trough decline

-12.64%

-93.35%

+80.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

25.04%

-22.13%

Volatility

^SP100 vs. SPXU - Volatility Comparison

The current volatility for S&P 100 Index (^SP100) is 4.54%, while ProShares UltraPro Short S&P500 (SPXU) has a volatility of 13.32%. This indicates that ^SP100 experiences smaller price fluctuations and is considered to be less risky than SPXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^SP100SPXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

13.32%

-8.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

29.88%

-19.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

37.43%

-24.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

50.64%

-32.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

53.33%

-34.85%

Frequently Asked Questions


^SP100 and SPXU have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXU has higher volatility (13.32%) compared to ^SP100 (4.54%). In terms of maximum drawdown, ^SP100 dropped -61.31% vs SPXU's -99.99%.

^SP100 currently has the higher Sharpe Ratio (1.58 vs -1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^SP100 and SPXU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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