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PROK vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PROK vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProKidney Corp. (PROK) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PROK achieves a -27.68% return, which is significantly lower than SHLD's -7.00% return.


PROK

1D
0.62%
1M
-7.43%
6M
-29.26%
YTD
-27.68%
1Y
-53.98%
3Y*
-47.80%
5Y*
10Y*

SHLD

1D
0.28%
1M
-5.60%
6M
-22.66%
YTD
-7.00%
1Y
-1.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PROK vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
PROK
ProKidney Corp.
-27.68%32.54%-5.06%-76.91%
SHLD
Global X Defense Tech ETF
-7.00%74.16%35.03%12.89%

Correlation

The correlation between PROK and SHLD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.21

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Return for Risk

PROK vs. SHLD — Risk / Return Rank

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

PROK
PROK Risk / Return Rank: 1212
Overall Rank
PROK Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PROK Sortino Ratio Rank: 1818
Sortino Ratio Rank
PROK Omega Ratio Rank: 1919
Omega Ratio Rank
PROK Calmar Ratio Rank: 00
Calmar Ratio Rank
PROK Martin Ratio Rank: 44
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 99
Overall Rank
SHLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 99
Sortino Ratio Rank
SHLD Omega Ratio Rank: 99
Omega Ratio Rank
SHLD Calmar Ratio Rank: 99
Calmar Ratio Rank
SHLD Martin Ratio Rank: 99
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.

PROK vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProKidney Corp. (PROK) and Global X Defense Tech ETF (SHLD). 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.


PROKSHLDDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

0.92

1.01

-0.09

Calmar ratioReturn relative to maximum drawdown

-1.02

-0.07

-0.95

Martin ratioReturn relative to average drawdown

-1.59

-0.17

-1.42

PROK vs. SHLD - Sharpe Ratio Comparison

The current PROK Sharpe Ratio is -0.63, which is lower than the SHLD Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of PROK and SHLD, 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

PROK vs. SHLD - Drawdown Comparison

The maximum PROK drawdown since its inception was -96.29%, which is greater than SHLD's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for PROK and SHLD.


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Drawdown Indicators


PROKSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-96.29%

-25.40%

-70.89%

Max Drawdown (1Y)

Largest decline over 1 year

-53.03%

-25.40%

-27.63%

Max Drawdown (3Y)

Largest decline over 3 years

-96.09%

Current Drawdown

Current decline from peak

-88.24%

-22.77%

-65.47%

Average Drawdown

Average peak-to-trough decline

-65.73%

-3.93%

-61.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.78%

10.40%

+27.38%

Volatility

PROK vs. SHLD - Volatility Comparison

ProKidney Corp. (PROK) has a higher volatility of 21.51% compared to Global X Defense Tech ETF (SHLD) at 8.21%. This indicates that PROK's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PROKSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.51%

8.21%

+13.30%

Volatility (6M)

Calculated over the trailing 6-month period

49.00%

19.78%

+29.22%

Volatility (1Y)

Calculated over the trailing 1-year period

86.54%

25.11%

+61.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

280.69%

21.52%

+259.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

280.69%

21.52%

+259.17%

Dividends

PROK vs. SHLD - Dividend Comparison

PROK has not paid dividends to shareholders, while SHLD's dividend yield for the trailing twelve months is around 0.71%.


PositionTTM202520242023
PROK
ProKidney Corp.
0.00%0.00%0.00%0.00%
SHLD
Global X Defense Tech ETF
0.71%0.55%0.53%0.26%

Frequently Asked Questions


PROK and SHLD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PROK has higher volatility (21.51%) compared to SHLD (8.21%). In terms of maximum drawdown, PROK dropped -96.29% vs SHLD's -25.40%.

SHLD currently has the higher Sharpe Ratio (-0.07 vs -0.63), 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

Find the right allocation for PROK and SHLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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