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BCS vs. SDS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCS and SDS is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -1.0

Performance

BCS vs. SDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barclays PLC (BCS) and ProShares UltraShort S&P500 (SDS). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-29.12%
-99.46%
BCS
SDS

Key characteristics

Sharpe Ratio

BCS:

1.86

SDS:

-0.41

Sortino Ratio

BCS:

2.38

SDS:

-0.35

Omega Ratio

BCS:

1.32

SDS:

0.95

Calmar Ratio

BCS:

0.96

SDS:

-0.16

Martin Ratio

BCS:

14.07

SDS:

-0.78

Ulcer Index

BCS:

4.84%

SDS:

20.13%

Daily Std Dev

BCS:

36.72%

SDS:

38.53%

Max Drawdown

BCS:

-94.39%

SDS:

-99.77%

Current Drawdown

BCS:

-51.19%

SDS:

-99.73%

Returns By Period

In the year-to-date period, BCS achieves a 21.15% return, which is significantly higher than SDS's 8.30% return. Over the past 10 years, BCS has outperformed SDS with an annualized return of 3.07%, while SDS has yielded a comparatively lower -24.40% annualized return.


BCS

YTD

21.15%

1M

-1.49%

6M

27.89%

1Y

57.39%

5Y*

33.39%

10Y*

3.07%

SDS

YTD

8.30%

1M

1.49%

6M

6.45%

1Y

-16.59%

5Y*

-27.61%

10Y*

-24.40%

*Annualized

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Risk-Adjusted Performance

BCS vs. SDS — Risk-Adjusted Performance Rank

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

BCS
The Risk-Adjusted Performance Rank of BCS is 9191
Overall Rank
The Sharpe Ratio Rank of BCS is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BCS is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BCS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BCS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BCS is 9797
Martin Ratio Rank

SDS
The Risk-Adjusted Performance Rank of SDS is 77
Overall Rank
The Sharpe Ratio Rank of SDS is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SDS is 77
Sortino Ratio Rank
The Omega Ratio Rank of SDS is 77
Omega Ratio Rank
The Calmar Ratio Rank of SDS is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SDS is 88
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.

BCS vs. SDS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays PLC (BCS) and ProShares UltraShort S&P500 (SDS). 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 BCS, currently valued at 1.86, compared to the broader market-2.00-1.000.001.002.003.00
BCS: 1.86
SDS: -0.41
The chart of Sortino ratio for BCS, currently valued at 2.38, compared to the broader market-6.00-4.00-2.000.002.004.00
BCS: 2.38
SDS: -0.35
The chart of Omega ratio for BCS, currently valued at 1.32, compared to the broader market0.501.001.502.00
BCS: 1.32
SDS: 0.95
The chart of Calmar ratio for BCS, currently valued at 0.96, compared to the broader market0.001.002.003.004.005.00
BCS: 0.96
SDS: -0.16
The chart of Martin ratio for BCS, currently valued at 14.07, compared to the broader market-5.000.005.0010.0015.0020.00
BCS: 14.07
SDS: -0.78

The current BCS Sharpe Ratio is 1.86, which is higher than the SDS Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of BCS and SDS, 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 Ratio-2.00-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.86
-0.41
BCS
SDS

Dividends

BCS vs. SDS - Dividend Comparison

BCS's dividend yield for the trailing twelve months is around 2.67%, less than SDS's 6.84% yield.


TTM20242023202220212020201920182017201620152014
BCS
Barclays PLC
2.67%3.13%4.87%4.17%1.60%3.90%3.72%3.21%1.39%2.25%3.09%2.87%
SDS
ProShares UltraShort S&P500
6.84%7.89%5.77%0.35%0.00%0.55%1.84%1.28%0.09%0.00%0.00%0.00%

Drawdowns

BCS vs. SDS - Drawdown Comparison

The maximum BCS drawdown since its inception was -94.39%, smaller than the maximum SDS drawdown of -99.77%. Use the drawdown chart below to compare losses from any high point for BCS and SDS. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-51.19%
-99.73%
BCS
SDS

Volatility

BCS vs. SDS - Volatility Comparison

The current volatility for Barclays PLC (BCS) is 19.00%, while ProShares UltraShort S&P500 (SDS) has a volatility of 29.55%. This indicates that BCS experiences smaller price fluctuations and is considered to be less risky than SDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
19.00%
29.55%
BCS
SDS