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DDM vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DDM and ^SP500TR is 0.93, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DDM vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Dow30 (DDM) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
842.35%
529.23%
DDM
^SP500TR

Key characteristics

Sharpe Ratio

DDM:

0.08

^SP500TR:

0.34

Sortino Ratio

DDM:

0.35

^SP500TR:

0.61

Omega Ratio

DDM:

1.05

^SP500TR:

1.09

Calmar Ratio

DDM:

0.09

^SP500TR:

0.34

Martin Ratio

DDM:

0.36

^SP500TR:

1.69

Ulcer Index

DDM:

7.43%

^SP500TR:

3.74%

Daily Std Dev

DDM:

32.35%

^SP500TR:

18.57%

Max Drawdown

DDM:

-81.70%

^SP500TR:

-55.25%

Current Drawdown

DDM:

-20.93%

^SP500TR:

-11.01%

Returns By Period

In the year-to-date period, DDM achieves a -11.12% return, which is significantly lower than ^SP500TR's -6.89% return. Over the past 10 years, DDM has outperformed ^SP500TR with an annualized return of 14.88%, while ^SP500TR has yielded a comparatively lower 12.03% annualized return.


DDM

YTD

-11.12%

1M

-7.60%

6M

-11.92%

1Y

2.78%

5Y*

20.30%

10Y*

14.88%

^SP500TR

YTD

-6.89%

1M

-2.71%

6M

-5.17%

1Y

6.15%

5Y*

16.19%

10Y*

12.03%

*Annualized

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Risk-Adjusted Performance

DDM vs. ^SP500TR — Risk-Adjusted Performance Rank

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

DDM
The Risk-Adjusted Performance Rank of DDM is 6060
Overall Rank
The Sharpe Ratio Rank of DDM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of DDM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of DDM is 6363
Omega Ratio Rank
The Calmar Ratio Rank of DDM is 5959
Calmar Ratio Rank
The Martin Ratio Rank of DDM is 5959
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 8383
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8484
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.

DDM vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Dow30 (DDM) and S&P 500 Total Return (^SP500TR). 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 DDM, currently valued at 0.08, compared to the broader market-1.000.001.002.003.004.00
DDM: 0.08
^SP500TR: 0.34
The chart of Sortino ratio for DDM, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.00
DDM: 0.35
^SP500TR: 0.61
The chart of Omega ratio for DDM, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
DDM: 1.05
^SP500TR: 1.09
The chart of Calmar ratio for DDM, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.00
DDM: 0.09
^SP500TR: 0.34
The chart of Martin ratio for DDM, currently valued at 0.36, compared to the broader market0.0020.0040.0060.0080.00
DDM: 0.36
^SP500TR: 1.69

The current DDM Sharpe Ratio is 0.08, which is lower than the ^SP500TR Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of DDM and ^SP500TR, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.08
0.34
DDM
^SP500TR

Drawdowns

DDM vs. ^SP500TR - Drawdown Comparison

The maximum DDM drawdown since its inception was -81.70%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for DDM and ^SP500TR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.93%
-11.01%
DDM
^SP500TR

Volatility

DDM vs. ^SP500TR - Volatility Comparison

ProShares Ultra Dow30 (DDM) has a higher volatility of 22.22% compared to S&P 500 Total Return (^SP500TR) at 13.21%. This indicates that DDM's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.22%
13.21%
DDM
^SP500TR