PortfoliosLab logoPortfoliosLab logo
HIBS vs. SSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIBS vs. SSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) and Proshares Ultrashort Semiconductors (SSG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with HIBS having a -65.32% return and SSG slightly higher at -63.37%.


HIBS

1D
-4.12%
1M
-30.64%
YTD
-65.32%
6M
-62.41%
1Y
-83.91%
3Y*
-64.07%
5Y*
-55.71%
10Y*

SSG

1D
-0.80%
1M
-21.37%
YTD
-63.37%
6M
-63.97%
1Y
-81.41%
3Y*
-75.00%
5Y*
-67.22%
10Y*
-62.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIBS vs. SSG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-65.32%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-17.80%
SSG
Proshares Ultrashort Semiconductors
-63.37%-70.03%-77.59%-78.69%37.90%-67.46%-76.50%-13.43%

Correlation

The correlation between HIBS and SSG is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2019

0.72

The correlation between HIBS and SSG has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

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

HIBS vs. SSG — Risk / Return Rank

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

HIBS
HIBS Risk / Return Rank: 00
Overall Rank
HIBS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 00
Sortino Ratio Rank
HIBS Omega Ratio Rank: 00
Omega Ratio Rank
HIBS Calmar Ratio Rank: 00
Calmar Ratio Rank
HIBS Martin Ratio Rank: 11
Martin Ratio Rank

SSG
SSG Risk / Return Rank: 00
Overall Rank
SSG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 00
Calmar Ratio Rank
SSG Martin Ratio Rank: 11
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.

HIBS vs. SSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) and Proshares Ultrashort Semiconductors (SSG). 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.


HIBSSSGDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

0.70

0.69

+0.01

Calmar ratioReturn relative to maximum drawdown

-1.01

-1.00

0.00

Martin ratioReturn relative to average drawdown

-1.59

-1.60

+0.01

HIBS vs. SSG - Sharpe Ratio Comparison

The current HIBS Sharpe Ratio is -1.15, which is comparable to the SSG Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of HIBS and SSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

HIBS vs. SSG - Drawdown Comparison

The maximum HIBS drawdown since its inception was -99.98%, roughly equal to the maximum SSG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for HIBS and SSG.


Loading charts...

Drawdown Indicators


HIBSSSGDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-100.00%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-83.48%

-81.20%

-2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-96.91%

-98.56%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-98.70%

-99.66%

+0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-99.98%

-100.00%

+0.02%

Average Drawdown

Average peak-to-trough decline

-93.13%

-88.60%

-4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.96%

51.37%

+2.59%

Volatility

HIBS vs. SSG - Volatility Comparison

Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a higher volatility of 32.66% compared to Proshares Ultrashort Semiconductors (SSG) at 30.98%. This indicates that HIBS's price experiences larger fluctuations and is considered to be riskier than SSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HIBSSSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.66%

30.98%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

59.45%

53.34%

+6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

73.19%

67.65%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.35%

78.35%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.18%

69.58%

+25.60%

HIBS vs. SSG - Expense Ratio Comparison

HIBS has a 1.06% expense ratio, which is higher than SSG's 0.95% expense ratio.


Dividends

HIBS vs. SSG - Dividend Comparison

HIBS's dividend yield for the trailing twelve months is around 13.66%, less than SSG's 14.25% yield.


PositionTTM20252024202320222021202020192018
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
13.66%8.42%5.34%6.49%0.04%0.00%0.92%0.13%0.00%
SSG
Proshares Ultrashort Semiconductors
14.25%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%

Frequently Asked Questions


HIBS and SSG have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (32.66%) compared to SSG (30.98%). In terms of maximum drawdown, HIBS dropped -99.98% vs SSG's -100.00%.

On 5-year performance, HIBS leads with -55.71% vs -67.22% for SSG. On fees, SSG is cheaper at 0.95% per year. On volatility, SSG has been the lower-risk option at 30.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HIBS has performed better with a -55.71% return vs -67.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SSG is cheaper with a 0.95% expense ratio, compared with 1.06% for HIBS.

SSG has the higher dividend yield at 14.25%, compared with 13.66% for HIBS.

HIBS is categorized as Inverse Equities, while SSG is Leveraged Equities. HIBS tracks S&P 500® High Beta Index, while SSG tracks Dow Jones U.S. Semiconductors Index (-200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.06% for HIBS and 0.95% for SSG.

HIBS currently has the higher Sharpe Ratio (-1.15 vs -1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HIBS and SSG

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