PortfoliosLab logoPortfoliosLab logo
DOG vs. ORCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOG vs. ORCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Dow30 (DOG) and Direxion Daily ORCL Bear 1X ETF (ORCS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DOG achieves a -6.96% return, which is significantly lower than ORCS's 25.50% return.


DOG

1D
0.28%
1M
-2.15%
6M
-4.11%
YTD
-6.96%
1Y
-12.16%
3Y*
-8.78%
5Y*
-5.73%
10Y*
-11.05%

ORCS

1D
6.26%
1M
37.01%
6M
32.40%
YTD
25.50%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOG vs. ORCS - Yearly Performance Comparison


2026 (YTD)2025
DOG
ProShares Short Dow30
-6.96%-3.65%
ORCS
Direxion Daily ORCL Bear 1X ETF
25.50%11.07%

Correlation

The correlation between DOG and ORCS is 0.27, 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 Nov 19, 2025

0.27

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

DOG vs. ORCS — Risk / Return Rank

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

DOG
DOG Risk / Return Rank: 22
Overall Rank
DOG Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DOG Sortino Ratio Rank: 22
Sortino Ratio Rank
DOG Omega Ratio Rank: 22
Omega Ratio Rank
DOG Calmar Ratio Rank: 22
Calmar Ratio Rank
DOG Martin Ratio Rank: 11
Martin Ratio Rank

ORCS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOG vs. ORCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Dow30 (DOG) and Direxion Daily ORCL Bear 1X ETF (ORCS). 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.


DOGORCSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.85

Calmar ratioReturn relative to maximum drawdown

-0.81

Martin ratioReturn relative to average drawdown

-1.52

DOG vs. ORCS - Sharpe Ratio Comparison


Loading charts...

Drawdowns

DOG vs. ORCS - Drawdown Comparison

The maximum DOG drawdown since its inception was -92.90%, which is greater than ORCS's maximum drawdown of -50.25%. Use the drawdown chart below to compare losses from any high point for DOG and ORCS.


Loading charts...

Drawdown Indicators


DOGORCSDifference

Max Drawdown

Largest peak-to-trough decline

-92.90%

-50.25%

-42.65%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

Max Drawdown (3Y)

Largest decline over 3 years

-30.86%

Max Drawdown (5Y)

Largest decline over 5 years

-35.93%

Max Drawdown (10Y)

Largest decline over 10 years

-70.07%

Current Drawdown

Current decline from peak

-92.82%

-10.21%

-82.61%

Average Drawdown

Average peak-to-trough decline

-66.51%

-16.41%

-50.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.99%

Volatility

DOG vs. ORCS - Volatility Comparison


Loading charts...

Volatility by Period


DOGORCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.36%

59.82%

-47.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

59.82%

-44.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

59.82%

-42.35%

DOG vs. ORCS - Expense Ratio Comparison

DOG has a 0.95% expense ratio, which is lower than ORCS's 0.97% expense ratio.


Dividends

DOG vs. ORCS - Dividend Comparison

DOG's dividend yield for the trailing twelve months is around 3.39%, more than ORCS's 1.14% yield.


PositionTTM202520242023202220212020201920182017
DOG
ProShares Short Dow30
3.39%3.65%5.72%4.54%0.41%0.00%0.14%1.54%0.86%0.04%
ORCS
Direxion Daily ORCL Bear 1X ETF
1.14%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DOG and ORCS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

DOG is cheaper with a 0.95% expense ratio, compared with 0.97% for ORCS.

DOG has the higher dividend yield at 3.39%, compared with 1.14% for ORCS.

They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for DOG and 0.97% for ORCS.

Portfolio Optimizer

Find the right allocation for DOG and ORCS

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