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MZZ vs. TSYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MZZ vs. TSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MidCap400 (MZZ) and TSPY Lift ETF (TSYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MZZ

1D
-1.64%
1M
-5.89%
YTD
-22.57%
6M
-23.66%
1Y
-35.66%
3Y*
-23.59%
5Y*
-16.74%
10Y*
-25.27%

TSYX

1D
0.35%
1M
6.39%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MZZ vs. TSYX - Yearly Performance Comparison


2026 (YTD)
MZZ
ProShares UltraShort MidCap400
-17.24%
TSYX
TSPY Lift ETF
8.88%

Correlation

The correlation between MZZ and TSYX is -0.77, 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 (All Time)
Calculated using the full available price history since Jan 8, 2026

-0.77

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Return for Risk

MZZ vs. TSYX — Risk / Return Rank

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

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

TSYX
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.

MZZ vs. TSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MidCap400 (MZZ) and TSPY Lift ETF (TSYX). 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.


MZZTSYXDifference

Sharpe ratio

Return per unit of total volatility

-1.15

Sortino ratio

Return per unit of downside risk

-1.65

Omega ratio

Gain probability vs. loss probability

0.81

Calmar ratio

Return relative to maximum drawdown

-0.99

Martin ratio

Return relative to average drawdown

-1.73

MZZ vs. TSYX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MZZTSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

1.31

-1.91

Drawdowns

MZZ vs. TSYX - Drawdown Comparison

The maximum MZZ drawdown since its inception was -99.90%, which is greater than TSYX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for MZZ and TSYX.


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Drawdown Indicators


MZZTSYXDifference

Max Drawdown

Largest peak-to-trough decline

-99.90%

-13.39%

-86.51%

Max Drawdown (1Y)

Largest decline over 1 year

-35.22%

Max Drawdown (3Y)

Largest decline over 3 years

-62.13%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

Max Drawdown (10Y)

Largest decline over 10 years

-95.10%

Current Drawdown

Current decline from peak

-99.90%

0.00%

-99.90%

Average Drawdown

Average peak-to-trough decline

-86.07%

-3.00%

-83.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.39%

Volatility

MZZ vs. TSYX - Volatility Comparison


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Volatility by Period


MZZTSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

Volatility (6M)

Calculated over the trailing 6-month period

22.99%

Volatility (1Y)

Calculated over the trailing 1-year period

31.15%

18.30%

+12.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.16%

18.30%

+20.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.39%

18.30%

+23.09%

MZZ vs. TSYX - Expense Ratio Comparison

MZZ has a 0.95% expense ratio, which is lower than TSYX's 0.98% expense ratio.


Dividends

MZZ vs. TSYX - Dividend Comparison

MZZ's dividend yield for the trailing twelve months is around 6.70%, more than TSYX's 5.77% yield.


PositionTTM20252024202320222021202020192018
MZZ
ProShares UltraShort MidCap400
6.70%5.27%6.36%4.52%0.25%0.00%0.22%1.53%0.53%
TSYX
TSPY Lift ETF
5.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MZZ and TSYX have a correlation of -0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MZZ is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MZZ is cheaper with a 0.95% expense ratio, compared with 0.98% for TSYX.

MZZ has the higher dividend yield at 6.70%, compared with 5.77% for TSYX.

They also come from different issuers: ProShares and TappAlpha. Their fees differ too: 0.95% for MZZ and 0.98% for TSYX.

Portfolio Optimizer

Find the right allocation for MZZ and TSYX

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