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MVV vs. SSO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MVV vs. SSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Midcap 400 (MVV) and ProShares Ultra S&P500 (SSO). The values are adjusted to include any dividend payments, if applicable.

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MVV vs. SSO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MVV
ProShares Ultra Midcap 400
2.97%3.48%17.75%22.51%-31.96%48.57%6.20%49.50%-25.44%30.81%
SSO
ProShares Ultra S&P500
-10.23%26.19%43.48%46.65%-38.98%60.57%21.54%63.45%-14.60%44.35%

Returns By Period

In the year-to-date period, MVV achieves a 2.97% return, which is significantly higher than SSO's -10.23% return. Over the past 10 years, MVV has underperformed SSO with an annualized return of 12.11%, while SSO has yielded a comparatively higher 21.06% annualized return.


MVV

1D
5.86%
1M
-11.15%
YTD
2.97%
6M
4.17%
1Y
23.77%
3Y*
13.53%
5Y*
3.56%
10Y*
12.11%

SSO

1D
5.75%
1M
-10.37%
YTD
-10.23%
6M
-7.08%
1Y
26.35%
3Y*
28.27%
5Y*
15.34%
10Y*
21.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MVV vs. SSO - Expense Ratio Comparison

MVV has a 0.95% expense ratio, which is higher than SSO's 0.87% expense ratio.


Return for Risk

MVV vs. SSO — Risk / Return Rank

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

MVV
MVV Risk / Return Rank: 3737
Overall Rank
MVV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MVV Sortino Ratio Rank: 3939
Sortino Ratio Rank
MVV Omega Ratio Rank: 3838
Omega Ratio Rank
MVV Calmar Ratio Rank: 3838
Calmar Ratio Rank
MVV Martin Ratio Rank: 3939
Martin Ratio Rank

SSO
SSO Risk / Return Rank: 5151
Overall Rank
SSO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 4949
Sortino Ratio Rank
SSO Omega Ratio Rank: 5353
Omega Ratio Rank
SSO Calmar Ratio Rank: 5353
Calmar Ratio Rank
SSO Martin Ratio Rank: 5858
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.

MVV vs. SSO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Midcap 400 (MVV) and ProShares Ultra S&P500 (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.


MVVSSODifference

Sharpe ratio

Return per unit of total volatility

0.55

0.73

-0.17

Sortino ratio

Return per unit of downside risk

1.07

1.23

-0.16

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

0.90

1.20

-0.30

Martin ratio

Return relative to average drawdown

3.50

5.18

-1.68

MVV vs. SSO - Sharpe Ratio Comparison

The current MVV Sharpe Ratio is 0.55, which is comparable to the SSO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of MVV 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.


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Sharpe Ratios by Period


MVVSSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.73

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.46

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.59

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.38

-0.14

Correlation

The correlation between MVV and SSO is 0.88, 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

MVV vs. SSO - Dividend Comparison

MVV's dividend yield for the trailing twelve months is around 0.83%, more than SSO's 0.82% yield.


TTM20252024202320222021202020192018201720162015
MVV
ProShares Ultra Midcap 400
0.83%0.77%0.39%0.77%0.93%0.16%0.29%0.62%0.62%0.21%0.43%0.17%
SSO
ProShares Ultra S&P500
0.82%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%

Drawdowns

MVV vs. SSO - Drawdown Comparison

The maximum MVV drawdown since its inception was -85.54%, roughly equal to the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for MVV and SSO.


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Drawdown Indicators


MVVSSODifference

Max Drawdown

Largest peak-to-trough decline

-85.54%

-84.67%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-26.85%

-23.17%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-45.53%

-46.73%

+1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-69.19%

-59.34%

-9.85%

Current Drawdown

Current decline from peak

-12.85%

-13.46%

+0.61%

Average Drawdown

Average peak-to-trough decline

-20.70%

-19.72%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.93%

5.38%

+1.55%

Volatility

MVV vs. SSO - Volatility Comparison

ProShares Ultra Midcap 400 (MVV) has a higher volatility of 13.17% compared to ProShares Ultra S&P500 (SSO) at 10.60%. This indicates that MVV'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.


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Volatility by Period


MVVSSODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.17%

10.60%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

23.96%

18.95%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

43.27%

36.45%

+6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.67%

33.66%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.33%

35.86%

+6.47%