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DOG vs. SPXS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOG vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Dow30 (DOG) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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DOG vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DOG
ProShares Short Dow30
4.40%-8.40%-5.62%-7.05%5.67%-19.21%-20.45%-18.43%3.55%-21.51%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
15.24%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Returns By Period

In the year-to-date period, DOG achieves a 4.40% return, which is significantly lower than SPXS's 15.24% return. Over the past 10 years, DOG has outperformed SPXS with an annualized return of -10.49%, while SPXS has yielded a comparatively lower -39.79% annualized return.


DOG

1D
-2.44%
1M
5.84%
YTD
4.40%
6M
1.88%
1Y
-6.66%
3Y*
-5.84%
5Y*
-4.72%
10Y*
-10.49%

SPXS

1D
-8.58%
1M
16.13%
YTD
15.24%
6M
8.20%
1Y
-41.31%
3Y*
-36.25%
5Y*
-31.30%
10Y*
-39.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOG vs. SPXS - Expense Ratio Comparison

DOG has a 0.95% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Return for Risk

DOG vs. SPXS — Risk / Return Rank

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

DOG
DOG Risk / Return Rank: 66
Overall Rank
DOG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DOG Sortino Ratio Rank: 55
Sortino Ratio Rank
DOG Omega Ratio Rank: 44
Omega Ratio Rank
DOG Calmar Ratio Rank: 77
Calmar Ratio Rank
DOG Martin Ratio Rank: 88
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 33
Overall Rank
SPXS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 22
Sortino Ratio Rank
SPXS Omega Ratio Rank: 22
Omega Ratio Rank
SPXS Calmar Ratio Rank: 22
Calmar Ratio Rank
SPXS Martin Ratio Rank: 66
Martin Ratio Rank
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. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Dow30 (DOG) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


DOGSPXSDifference

Sharpe ratio

Return per unit of total volatility

-0.40

-0.76

+0.36

Sortino ratio

Return per unit of downside risk

-0.45

-0.93

+0.49

Omega ratio

Gain probability vs. loss probability

0.94

0.87

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.34

-0.65

+0.32

Martin ratio

Return relative to average drawdown

-0.46

-0.76

+0.30

DOG vs. SPXS - Sharpe Ratio Comparison

The current DOG Sharpe Ratio is -0.40, which is higher than the SPXS Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of DOG and SPXS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DOGSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

-0.76

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.62

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.60

-0.75

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

-0.81

+0.26

Correlation

The correlation between DOG and SPXS is 0.92, 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.


Dividends

DOG vs. SPXS - Dividend Comparison

DOG's dividend yield for the trailing twelve months is around 3.21%, more than SPXS's 3.17% yield.


TTM202520242023202220212020201920182017
DOG
ProShares Short Dow30
3.21%3.65%5.72%4.54%0.41%0.00%0.14%1.54%0.86%0.04%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
3.17%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%

Drawdowns

DOG vs. SPXS - Drawdown Comparison

The maximum DOG drawdown since its inception was -92.59%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DOG and SPXS.


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Drawdown Indicators


DOGSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-92.59%

-100.00%

+7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-22.70%

-65.10%

+42.40%

Max Drawdown (5Y)

Largest decline over 5 years

-33.06%

-87.42%

+54.36%

Max Drawdown (10Y)

Largest decline over 10 years

-70.38%

-99.52%

+29.14%

Current Drawdown

Current decline from peak

-91.95%

-100.00%

+8.05%

Average Drawdown

Average peak-to-trough decline

-66.16%

-96.27%

+30.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

55.70%

-39.22%

Volatility

DOG vs. SPXS - Volatility Comparison

The current volatility for ProShares Short Dow30 (DOG) is 5.00%, while Direxion Daily S&P 500 Bear 3X Shares (SPXS) has a volatility of 16.04%. This indicates that DOG experiences smaller price fluctuations and is considered to be less risky than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOGSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

16.04%

-11.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

28.28%

-19.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.82%

54.62%

-37.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

50.42%

-35.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

53.50%

-36.04%