CSCS vs. DOG
CSCS (Direxion Daily CSCO Bear 1X Shares) and DOG (ProShares Short Dow30) are both Inverse Equities funds. Over the past year, CSCS returned -46.14% vs -14.25% for DOG. At a 0.31 correlation, their price movements are largely independent. CSCS charges 1.00%/yr vs 0.95%/yr for DOG.
Performance
CSCS vs. DOG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSCS achieves a -39.33% return, which is significantly lower than DOG's -6.76% return.
CSCS
- 1D
- 0.93%
- 1M
- 0.03%
- YTD
- -39.33%
- 6M
- -38.37%
- 1Y
- -46.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DOG
- 1D
- -1.04%
- 1M
- -3.02%
- YTD
- -6.76%
- 6M
- -5.39%
- 1Y
- -14.25%
- 3Y*
- -9.29%
- 5Y*
- -5.96%
- 10Y*
- -11.59%
CSCS vs. DOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSCS Direxion Daily CSCO Bear 1X Shares | -39.33% | -11.22% |
DOG ProShares Short Dow30 | -6.76% | -8.04% |
Correlation
The correlation between CSCS and DOG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025 | 0.31 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSCS vs. DOG — Risk / Return Rank
CSCS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DOG
CSCS vs. DOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSCO Bear 1X Shares (CSCS) and ProShares Short Dow30 (DOG). 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.
| CSCS | DOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.82 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.99 | — |
| Martin ratioReturn relative to average drawdown | — | -1.80 | — |
Loading charts...
Drawdowns
CSCS vs. DOG - Drawdown Comparison
The maximum CSCS drawdown since its inception was -51.58%, smaller than the maximum DOG drawdown of -92.81%. Use the drawdown chart below to compare losses from any high point for CSCS and DOG.
Loading charts...
Drawdown Indicators
| CSCS | DOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.58% | -92.81% | +41.23% |
Max Drawdown (1Y)Largest decline over 1 year | -51.58% | -14.40% | -37.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.27% | — |
Current DrawdownCurrent decline from peak | -47.68% | -92.81% | +45.13% |
Average DrawdownAverage peak-to-trough decline | -15.57% | -66.45% | +50.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.93% | — |
Volatility
CSCS vs. DOG - Volatility Comparison
Loading charts...
Volatility by Period
| CSCS | DOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.24% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.11% | 12.46% | +18.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.11% | 14.84% | +16.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.11% | 17.49% | +13.62% |
CSCS vs. DOG - Expense Ratio Comparison
CSCS has a 1.00% expense ratio, which is higher than DOG's 0.95% expense ratio.
Dividends
CSCS vs. DOG - Dividend Comparison
CSCS's dividend yield for the trailing twelve months is around 4.70%, more than DOG's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CSCS Direxion Daily CSCO Bear 1X Shares | 4.70% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DOG ProShares Short Dow30 | 3.59% | 3.65% | 5.72% | 4.54% | 0.41% | 0.00% | 0.14% | 1.54% | 0.86% | 0.04% |
Frequently Asked Questions
CSCS and DOG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, DOG leads with -14.25% vs -46.14% for CSCS. On fees, DOG is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DOG has performed better with a -14.25% return vs -46.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DOG is cheaper with a 0.95% expense ratio, compared with 1.00% for CSCS.
CSCS has the higher dividend yield at 4.70%, compared with 3.59% for DOG.
They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.00% for CSCS and 0.95% for DOG.
Find the right allocation for CSCS and DOG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer