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NVDD vs. SSG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVDD vs. SSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NVDA Bear 1X Shares (NVDD) and Proshares Ultrashort Semiconductors (SSG). The values are adjusted to include any dividend payments, if applicable.

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NVDD vs. SSG - Yearly Performance Comparison


2026 (YTD)202520242023
NVDD
Direxion Daily NVDA Bear 1X Shares
5.60%-38.72%-69.77%-8.79%
SSG
Proshares Ultrashort Semiconductors
-1.48%-70.03%-77.59%-28.28%

Returns By Period

In the year-to-date period, NVDD achieves a 5.60% return, which is significantly higher than SSG's -1.48% return.


NVDD

1D
-5.45%
1M
1.12%
YTD
5.60%
6M
4.32%
1Y
-43.00%
3Y*
5Y*
10Y*

SSG

1D
-11.17%
1M
5.14%
YTD
-1.48%
6M
-17.04%
1Y
-76.82%
3Y*
-69.74%
5Y*
-60.78%
10Y*
-58.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVDD vs. SSG - Expense Ratio Comparison

NVDD has a 1.01% expense ratio, which is higher than SSG's 0.95% expense ratio.


Return for Risk

NVDD vs. SSG — Risk / Return Rank

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

NVDD
NVDD Risk / Return Rank: 22
Overall Rank
NVDD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
NVDD Sortino Ratio Rank: 11
Sortino Ratio Rank
NVDD Omega Ratio Rank: 11
Omega Ratio Rank
NVDD Calmar Ratio Rank: 11
Calmar Ratio Rank
NVDD Martin Ratio Rank: 55
Martin Ratio Rank

SSG
SSG Risk / Return Rank: 11
Overall Rank
SSG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 00
Calmar Ratio Rank
SSG Martin Ratio Rank: 44
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.

NVDD vs. SSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NVDA Bear 1X Shares (NVDD) and Proshares Ultrashort Semiconductors (SSG). 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.


NVDDSSGDifference

Sharpe ratio

Return per unit of total volatility

-1.05

-1.00

-0.05

Sortino ratio

Return per unit of downside risk

-1.49

-1.90

+0.41

Omega ratio

Gain probability vs. loss probability

0.81

0.76

+0.06

Calmar ratio

Return relative to maximum drawdown

-0.75

-0.90

+0.15

Martin ratio

Return relative to average drawdown

-0.91

-1.04

+0.12

NVDD vs. SSG - Sharpe Ratio Comparison

The current NVDD Sharpe Ratio is -1.05, which is comparable to the SSG Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of NVDD and SSG, 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


NVDDSSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.05

-1.00

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.03

-0.75

-0.28

Correlation

The correlation between NVDD and SSG is 0.92, 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

NVDD vs. SSG - Dividend Comparison

NVDD's dividend yield for the trailing twelve months is around 3.39%, less than SSG's 5.30% yield.


TTM20252024202320222021202020192018
NVDD
Direxion Daily NVDA Bear 1X Shares
3.39%4.19%4.83%1.31%0.00%0.00%0.00%0.00%0.00%
SSG
Proshares Ultrashort Semiconductors
5.30%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%

Drawdowns

NVDD vs. SSG - Drawdown Comparison

The maximum NVDD drawdown since its inception was -86.33%, smaller than the maximum SSG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NVDD and SSG.


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Drawdown Indicators


NVDDSSGDifference

Max Drawdown

Largest peak-to-trough decline

-86.33%

-100.00%

+13.67%

Max Drawdown (1Y)

Largest decline over 1 year

-57.03%

-85.01%

+27.98%

Max Drawdown (5Y)

Largest decline over 5 years

-99.37%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-84.09%

-100.00%

+15.91%

Average Drawdown

Average peak-to-trough decline

-65.69%

-88.49%

+22.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.49%

73.38%

-26.89%

Volatility

NVDD vs. SSG - Volatility Comparison

The current volatility for Direxion Daily NVDA Bear 1X Shares (NVDD) is 10.52%, while Proshares Ultrashort Semiconductors (SSG) has a volatility of 22.18%. This indicates that NVDD experiences smaller price fluctuations and is considered to be less risky than SSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDDSSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

22.18%

-11.66%

Volatility (6M)

Calculated over the trailing 6-month period

25.96%

49.00%

-23.04%

Volatility (1Y)

Calculated over the trailing 1-year period

41.21%

77.13%

-35.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.05%

77.03%

-28.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.05%

68.55%

-20.50%