PortfoliosLab logo
LUXHP vs. SSO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LUXHP and SSO is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

LUXHP vs. SSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LuxUrban Hotels Inc. 13.00% Series A Cumulative Redeemable Preferred Stock (LUXHP) and ProShares Ultra S&P 500 (SSO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

LUXHP:

-0.66

SSO:

0.46

Sortino Ratio

LUXHP:

-1.32

SSO:

0.78

Omega Ratio

LUXHP:

0.81

SSO:

1.11

Calmar Ratio

LUXHP:

-0.96

SSO:

0.41

Martin Ratio

LUXHP:

-2.16

SSO:

1.40

Ulcer Index

LUXHP:

41.28%

SSO:

10.32%

Daily Std Dev

LUXHP:

134.74%

SSO:

39.21%

Max Drawdown

LUXHP:

-92.76%

SSO:

-84.67%

Current Drawdown

LUXHP:

-91.39%

SSO:

-10.95%

Returns By Period

In the year-to-date period, LUXHP achieves a -88.34% return, which is significantly lower than SSO's -3.54% return.


LUXHP

YTD

-88.34%

1M

-66.20%

6M

-87.10%

1Y

-89.26%

3Y*

N/A

5Y*

N/A

10Y*

N/A

SSO

YTD

-3.54%

1M

10.59%

6M

-8.77%

1Y

15.68%

3Y*

18.88%

5Y*

24.52%

10Y*

18.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LUXHP vs. SSO — Risk-Adjusted Performance Rank

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

LUXHP
The Risk-Adjusted Performance Rank of LUXHP is 66
Overall Rank
The Sharpe Ratio Rank of LUXHP is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of LUXHP is 77
Sortino Ratio Rank
The Omega Ratio Rank of LUXHP is 66
Omega Ratio Rank
The Calmar Ratio Rank of LUXHP is 11
Calmar Ratio Rank
The Martin Ratio Rank of LUXHP is 00
Martin Ratio Rank

SSO
The Risk-Adjusted Performance Rank of SSO is 4343
Overall Rank
The Sharpe Ratio Rank of SSO is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SSO is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SSO is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SSO is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SSO is 4141
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.

LUXHP vs. SSO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LuxUrban Hotels Inc. 13.00% Series A Cumulative Redeemable Preferred Stock (LUXHP) and ProShares Ultra S&P 500 (SSO). 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 current LUXHP Sharpe Ratio is -0.66, which is lower than the SSO Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of LUXHP and SSO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

LUXHP vs. SSO - Dividend Comparison

LUXHP's dividend yield for the trailing twelve months is around 144.32%, more than SSO's 0.87% yield.


TTM20242023202220212020201920182017201620152014
LUXHP
LuxUrban Hotels Inc. 13.00% Series A Cumulative Redeemable Preferred Stock
144.32%21.21%2.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSO
ProShares Ultra S&P 500
0.87%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%0.32%

Drawdowns

LUXHP vs. SSO - Drawdown Comparison

The maximum LUXHP drawdown since its inception was -92.76%, which is greater than SSO's maximum drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for LUXHP and SSO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LUXHP vs. SSO - Volatility Comparison

LuxUrban Hotels Inc. 13.00% Series A Cumulative Redeemable Preferred Stock (LUXHP) has a higher volatility of 65.52% compared to ProShares Ultra S&P 500 (SSO) at 9.57%. This indicates that LUXHP's price experiences larger fluctuations and is considered to be riskier than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...