BCS vs. SDS
Compare and contrast key facts about Barclays PLC (BCS) and ProShares UltraShort S&P500 (SDS).
SDS is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (-200%). It was launched on Jul 11, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCS or SDS.
Key characteristics
| BCS | SDS | |
|---|---|---|
| YTD Return | 75.22% | -32.41% |
| 1Y Return | 99.82% | -39.28% |
| 3Y Return (Ann) | 12.21% | -16.86% |
| 5Y Return (Ann) | 12.55% | -30.73% |
| 10Y Return (Ann) | 2.21% | -26.15% |
| Sharpe Ratio | 3.34 | -1.71 |
| Sortino Ratio | 3.90 | -2.79 |
| Omega Ratio | 1.52 | 0.70 |
| Calmar Ratio | 1.32 | -0.42 |
| Martin Ratio | 24.74 | -1.67 |
| Ulcer Index | 4.27% | 24.84% |
| Daily Std Dev | 31.66% | 24.32% |
| Max Drawdown | -94.39% | -99.76% |
| Current Drawdown | -60.05% | -99.76% |
Correlation
The correlation between BCS and SDS is -0.60. 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.
Performance
BCS vs. SDS - Performance Comparison
In the year-to-date period, BCS achieves a 75.22% return, which is significantly higher than SDS's -32.41% return. Over the past 10 years, BCS has outperformed SDS with an annualized return of 2.21%, while SDS has yielded a comparatively lower -26.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
BCS vs. SDS - Dividend Comparison
BCS's dividend yield for the trailing twelve months is around 3.15%, less than SDS's 8.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCS Barclays PLC | 3.15% | 4.87% | 4.17% | 1.60% | 3.90% | 3.72% | 3.21% | 1.39% | 2.25% | 3.09% | 2.87% | 2.09% |
SDS ProShares UltraShort S&P500 | 8.89% | 5.77% | 0.35% | 0.00% | 0.55% | 1.84% | 1.28% | 0.09% | 0.00% | 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 -99.76%. Use the drawdown chart below to compare losses from any high point for BCS and SDS. For additional features, visit the drawdowns tool.
Volatility
BCS vs. SDS - Volatility Comparison
Barclays PLC (BCS) has a higher volatility of 11.50% compared to ProShares UltraShort S&P500 (SDS) at 7.61%. This indicates that BCS's price experiences larger fluctuations and is considered to be riskier than SDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.