BPTRX vs. SSO
Compare and contrast key facts about Baron Partners Fund (BPTRX) and ProShares Ultra S&P 500 (SSO).
BPTRX is managed by Baron Capital Group, Inc.. It was launched on Apr 30, 2003. SSO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (200%). It was launched on Jun 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPTRX or SSO.
Performance
BPTRX vs. SSO - Performance Comparison
Returns By Period
In the year-to-date period, BPTRX achieves a 16.97% return, which is significantly lower than SSO's 47.55% return. Over the past 10 years, BPTRX has underperformed SSO with an annualized return of 17.66%, while SSO has yielded a comparatively higher 20.02% annualized return.
BPTRX
16.97%
19.56%
33.71%
25.90%
23.85%
17.66%
SSO
47.55%
2.86%
23.76%
61.14%
22.74%
20.02%
Key characteristics
| BPTRX | SSO | |
|---|---|---|
| Sharpe Ratio | 0.92 | 2.56 |
| Sortino Ratio | 1.50 | 3.14 |
| Omega Ratio | 1.18 | 1.43 |
| Calmar Ratio | 0.58 | 3.23 |
| Martin Ratio | 2.51 | 15.65 |
| Ulcer Index | 9.80% | 3.98% |
| Daily Std Dev | 26.59% | 24.30% |
| Max Drawdown | -68.06% | -84.67% |
| Current Drawdown | -17.64% | -1.90% |
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BPTRX vs. SSO - Expense Ratio Comparison
BPTRX has a 1.36% expense ratio, which is higher than SSO's 0.90% expense ratio.
Correlation
The correlation between BPTRX and SSO is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BPTRX vs. SSO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Partners Fund (BPTRX) and ProShares Ultra S&P 500 (SSO). 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
BPTRX vs. SSO - Dividend Comparison
BPTRX has not paid dividends to shareholders, while SSO's dividend yield for the trailing twelve months is around 0.69%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPTRX Baron Partners Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 0.00% | 0.00% |
SSO ProShares Ultra S&P 500 | 0.69% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% | 0.32% | 0.26% |
Drawdowns
BPTRX vs. SSO - Drawdown Comparison
The maximum BPTRX drawdown since its inception was -68.06%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for BPTRX and SSO. For additional features, visit the drawdowns tool.
Volatility
BPTRX vs. SSO - Volatility Comparison
Baron Partners Fund (BPTRX) has a higher volatility of 13.44% compared to ProShares Ultra S&P 500 (SSO) at 7.96%. This indicates that BPTRX's price experiences larger fluctuations and is considered to be riskier than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.