BCS vs. SDS
BCS (Barclays PLC) is a stock, while SDS (ProShares UltraShort S&P500) is Leveraged Equities fund tracking the S&P 500 Index (-200%). Over the past 10 years, BCS returned 16.89%/yr vs -27.05%/yr for SDS. Their -0.60 correlation means they have often moved in opposite directions in the past.
Performance
BCS vs. SDS - Performance Comparison
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Returns By Period
In the year-to-date period, BCS achieves a 9.35% return, which is significantly higher than SDS's -15.25% return. Over the past 10 years, BCS has outperformed SDS with an annualized return of 16.89%, while SDS has yielded a comparatively lower -27.05% annualized return.
BCS
- 1D
- -0.72%
- 1M
- -0.97%
- 6M
- 4.04%
- YTD
- 9.35%
- 1Y
- 46.89%
- 3Y*
- 57.44%
- 5Y*
- 27.36%
- 10Y*
- 16.89%
- ALL TIME*
- 7.92%
SDS
- 1D
- -1.30%
- 1M
- -0.07%
- 6M
- -13.26%
- YTD
- -15.25%
- 1Y
- -28.08%
- 3Y*
- -25.42%
- 5Y*
- -20.30%
- 10Y*
- -27.05%
- ALL TIME*
- -24.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BCS Barclays PLC | $176.15M | $156.99M | $139.51M |
| $155.74M | $150.04M | $195.27M |
BCS vs. SDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCS Barclays PLC | 9.35% | 96.49% | 76.26% | 6.01% | -21.90% | 31.71% | -12.84% | 31.90% | -29.25% | 0.44% |
SDS ProShares UltraShort S&P500 | -15.25% | -26.79% | -29.45% | -31.53% | 30.69% | -43.02% | -49.91% | -41.17% | 6.04% | -32.02% |
Correlation
The correlation between BCS and SDS is -0.63, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.63 |
Correlation (3Y) Balances recent behavior with more history. | -0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.51 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2006 | -0.60 |
The correlation between BCS and SDS shifts across timeframes, from -0.63 (1 year) to -0.51 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
BCS vs. SDS — Risk / Return Rank
BCS
SDS
BCS vs. SDS - Risk-Adjusted Trends 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.
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.
| BCS | SDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.40 | ||
| Sortino ratioReturn per unit of downside risk | +3.44 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.84 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | -0.84 | +2.49 |
| Martin ratioReturn relative to average drawdown | 4.64 | -1.42 | +6.06 |
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Drawdowns
BCS vs. SDS - Drawdown Comparison
The maximum BCS drawdown since its inception was -94.36%, smaller than the maximum SDS drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for BCS and SDS.
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Drawdown Indicators
| BCS | SDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.36% | -99.85% | +5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -26.20% | -30.56% | +4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -68.14% | +41.94% |
Max Drawdown (5Y)Largest decline over 5 years | -48.14% | -75.54% | +27.40% |
Max Drawdown (10Y)Largest decline over 10 years | -66.10% | -96.08% | +29.98% |
Current DrawdownCurrent decline from peak | -18.68% | -99.84% | +81.16% |
Average DrawdownAverage peak-to-trough decline | -38.36% | -82.85% | +44.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 18.14% | -8.85% |
Volatility
BCS vs. SDS - Volatility Comparison
Barclays PLC (BCS) has a higher volatility of 12.35% compared to ProShares UltraShort S&P500 (SDS) at 7.16%. 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.
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Volatility by Period
| BCS | SDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.35% | 7.16% | +5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 26.59% | 20.17% | +6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.04% | 25.61% | +5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.18% | 33.87% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.41% | 35.84% | +0.57% |
Dividends
BCS vs. SDS - Dividend Comparison
BCS's dividend yield for the trailing twelve months is around 1.70%, less than SDS's 5.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCS Barclays PLC | 1.70% | 1.70% | 3.13% | 4.86% | 4.18% | 1.61% | 3.91% | 3.68% | 3.21% | 1.37% | 2.26% | 2.95% |
SDS ProShares UltraShort S&P500 | 5.30% | 5.88% | 7.89% | 5.77% | 0.35% | 0.00% | 0.92% | 1.84% | 1.28% | 0.09% | 0.00% | 0.00% |
Frequently Asked Questions
BCS and SDS have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCS has higher volatility (12.35%) compared to SDS (7.16%). In terms of maximum drawdown, BCS dropped -94.36% vs SDS's -99.85%.
BCS currently has the higher Sharpe Ratio (1.39 vs -1.01), 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.
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