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MYY vs. CARD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MYY vs. CARD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short S&P Mid Cap400 (MYY) and Max Auto Industry -3X Inverse Leveraged ETN (CARD). The values are adjusted to include any dividend payments, if applicable.

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MYY vs. CARD - Yearly Performance Comparison


2026 (YTD)202520242023
MYY
ProShares Short S&P Mid Cap400
-1.60%-4.05%-7.08%-5.44%
CARD
Max Auto Industry -3X Inverse Leveraged ETN
27.01%-60.21%-58.19%-30.38%

Returns By Period

In the year-to-date period, MYY achieves a -1.60% return, which is significantly lower than CARD's 27.01% return.


MYY

1D
-2.74%
1M
5.76%
YTD
-1.60%
6M
-2.06%
1Y
-12.33%
3Y*
-6.45%
5Y*
-4.73%
10Y*
-10.56%

CARD

1D
-10.04%
1M
20.30%
YTD
27.01%
6M
23.34%
1Y
-54.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MYY vs. CARD - Expense Ratio Comparison

Both MYY and CARD have an expense ratio of 0.95%.


Return for Risk

MYY vs. CARD — Risk / Return Rank

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

MYY
MYY Risk / Return Rank: 44
Overall Rank
MYY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MYY Sortino Ratio Rank: 33
Sortino Ratio Rank
MYY Omega Ratio Rank: 33
Omega Ratio Rank
MYY Calmar Ratio Rank: 55
Calmar Ratio Rank
MYY Martin Ratio Rank: 77
Martin Ratio Rank

CARD
CARD Risk / Return Rank: 33
Overall Rank
CARD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CARD Sortino Ratio Rank: 33
Sortino Ratio Rank
CARD Omega Ratio Rank: 33
Omega Ratio Rank
CARD Calmar Ratio Rank: 22
Calmar Ratio Rank
CARD Martin Ratio Rank: 55
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.

MYY vs. CARD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short S&P Mid Cap400 (MYY) and Max Auto Industry -3X Inverse Leveraged ETN (CARD). 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.


MYYCARDDifference

Sharpe ratio

Return per unit of total volatility

-0.59

-0.66

+0.07

Sortino ratio

Return per unit of downside risk

-0.71

-0.70

-0.01

Omega ratio

Gain probability vs. loss probability

0.91

0.91

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.45

-0.72

+0.27

Martin ratio

Return relative to average drawdown

-0.62

-0.85

+0.23

MYY vs. CARD - Sharpe Ratio Comparison

The current MYY Sharpe Ratio is -0.59, which is comparable to the CARD Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of MYY and CARD, 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


MYYCARDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

-0.66

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

-0.62

+0.11

Correlation

The correlation between MYY and CARD is 0.73, 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

MYY vs. CARD - Dividend Comparison

MYY's dividend yield for the trailing twelve months is around 4.02%, while CARD has not paid dividends to shareholders.


TTM20252024202320222021202020192018
MYY
ProShares Short S&P Mid Cap400
4.02%4.20%4.92%5.08%0.40%0.00%0.05%1.52%0.34%
CARD
Max Auto Industry -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MYY vs. CARD - Drawdown Comparison

The maximum MYY drawdown since its inception was -94.89%, roughly equal to the maximum CARD drawdown of -93.51%. Use the drawdown chart below to compare losses from any high point for MYY and CARD.


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Drawdown Indicators


MYYCARDDifference

Max Drawdown

Largest peak-to-trough decline

-94.89%

-93.51%

-1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-27.61%

-77.41%

+49.80%

Max Drawdown (5Y)

Largest decline over 5 years

-33.82%

Max Drawdown (10Y)

Largest decline over 10 years

-70.14%

Current Drawdown

Current decline from peak

-94.55%

-90.46%

-4.09%

Average Drawdown

Average peak-to-trough decline

-71.95%

-66.62%

-5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.28%

65.55%

-45.27%

Volatility

MYY vs. CARD - Volatility Comparison

The current volatility for ProShares Short S&P Mid Cap400 (MYY) is 6.47%, while Max Auto Industry -3X Inverse Leveraged ETN (CARD) has a volatility of 25.18%. This indicates that MYY experiences smaller price fluctuations and is considered to be less risky than CARD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYYCARDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

25.18%

-18.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

52.70%

-40.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.04%

82.47%

-61.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

80.97%

-61.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

80.97%

-59.74%