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MDYG vs. MYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDYG vs. MYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 400 Mid Cap Growth ETF (MDYG) and ProShares Short S&P Mid Cap400 (MYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDYG achieves a 17.08% return, which is significantly higher than MYY's -11.79% return. Over the past 10 years, MDYG has outperformed MYY with an annualized return of 11.06%, while MYY has yielded a comparatively lower -10.86% annualized return.


MDYG

1D
-0.40%
1M
-1.93%
6M
9.40%
YTD
17.08%
1Y
24.08%
3Y*
14.59%
5Y*
8.51%
10Y*
11.06%

MYY

1D
-0.42%
1M
0.37%
6M
-6.31%
YTD
-11.79%
1Y
-14.85%
3Y*
-8.11%
5Y*
-6.74%
10Y*
-10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDYG vs. MYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDYG
SPDR S&P 400 Mid Cap Growth ETF
17.08%7.22%15.84%17.30%-18.92%18.46%22.57%26.10%-10.46%19.61%
MYY
ProShares Short S&P Mid Cap400
-11.79%-4.05%-7.08%-9.46%10.23%-23.04%-25.94%-19.98%12.79%-14.63%

Correlation

The correlation between MDYG and MYY is -0.96, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.96

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

-0.97

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

-0.98

Correlation (10Y)
Calculated over the trailing 10-year period

-0.96

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2006

-0.94

The correlation between MDYG and MYY has been stable across timeframes, ranging from -0.98 to -0.94 - a consistent structural relationship.

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Return for Risk

MDYG vs. MYY — Risk / Return Rank

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

MDYG
MDYG Risk / Return Rank: 5454
Overall Rank
MDYG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MDYG Sortino Ratio Rank: 5050
Sortino Ratio Rank
MDYG Omega Ratio Rank: 4545
Omega Ratio Rank
MDYG Calmar Ratio Rank: 6161
Calmar Ratio Rank
MDYG Martin Ratio Rank: 6666
Martin Ratio Rank

MYY
MYY Risk / Return Rank: 22
Overall Rank
MYY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MYY Sortino Ratio Rank: 33
Sortino Ratio Rank
MYY Omega Ratio Rank: 33
Omega Ratio Rank
MYY Calmar Ratio Rank: 22
Calmar Ratio Rank
MYY 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.

MDYG vs. MYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 Mid Cap Growth ETF (MDYG) and ProShares Short S&P Mid Cap400 (MYY). 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.


MDYGMYYDifference
Sharpe ratioReturn per unit of total volatility

+2.31

Sortino ratioReturn per unit of downside risk

+3.27

Omega ratioGain probability vs. loss probability

1.24

0.86

+0.39

Calmar ratioReturn relative to maximum drawdown

2.44

-0.82

+3.26

Martin ratioReturn relative to average drawdown

9.41

-1.52

+10.93

MDYG vs. MYY - Sharpe Ratio Comparison

The current MDYG Sharpe Ratio is 1.36, which is higher than the MYY Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of MDYG and MYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MDYG vs. MYY - Drawdown Comparison

The maximum MDYG drawdown since its inception was -58.44%, smaller than the maximum MYY drawdown of -95.20%. Use the drawdown chart below to compare losses from any high point for MDYG and MYY.


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Drawdown Indicators


MDYGMYYDifference

Max Drawdown

Largest peak-to-trough decline

-58.44%

-95.20%

+36.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-18.25%

+8.34%

Max Drawdown (3Y)

Largest decline over 3 years

-25.45%

-35.14%

+9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-37.79%

+8.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.27%

-71.93%

+32.66%

Current Drawdown

Current decline from peak

-3.72%

-95.11%

+91.39%

Average Drawdown

Average peak-to-trough decline

-7.99%

-72.27%

+64.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

9.82%

-7.26%

Volatility

MDYG vs. MYY - Volatility Comparison

SPDR S&P 400 Mid Cap Growth ETF (MDYG) has a higher volatility of 4.55% compared to ProShares Short S&P Mid Cap400 (MYY) at 3.41%. This indicates that MDYG's price experiences larger fluctuations and is considered to be riskier than MYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDYGMYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

3.41%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

11.68%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

15.70%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

19.59%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.05%

21.20%

-0.15%

MDYG vs. MYY - Expense Ratio Comparison

MDYG has a 0.15% expense ratio, which is lower than MYY's 0.95% expense ratio.


Dividends

MDYG vs. MYY - Dividend Comparison

MDYG's dividend yield for the trailing twelve months is around 0.59%, less than MYY's 4.32% yield.


PositionTTM20252024202320222021202020192018201720162015
MDYG
SPDR S&P 400 Mid Cap Growth ETF
0.59%0.75%0.87%1.20%1.16%0.69%0.71%1.21%1.36%2.23%1.25%2.51%
MYY
ProShares Short S&P Mid Cap400
4.32%4.20%4.92%5.08%0.40%0.00%0.05%1.52%0.34%0.00%0.00%0.00%

Frequently Asked Questions


MDYG and MYY have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDYG has higher volatility (4.55%) compared to MYY (3.41%). In terms of maximum drawdown, MDYG dropped -58.44% vs MYY's -95.20%.

On 10-year performance, MDYG leads with 11.06% vs -10.86% for MYY. On fees, MDYG is cheaper at 0.15% per year. On volatility, MYY has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MDYG has performed better with a 11.06% return vs -10.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MDYG is cheaper with a 0.15% expense ratio, compared with 0.95% for MYY.

MYY has the higher dividend yield at 4.32%, compared with 0.59% for MDYG.

MDYG is categorized as Mid Cap Growth Equities, while MYY is Inverse Equities. MDYG tracks S&P MidCap 400 Growth Index, while MYY tracks S&P Mid Cap 400 (-100%). They also come from different issuers: State Street and ProShares. Their fees differ too: 0.15% for MDYG and 0.95% for MYY.

MDYG currently has the higher Sharpe Ratio (1.36 vs -0.95), 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

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