RDY vs. SSO
Compare and contrast key facts about Dr. Reddy's Laboratories Limited (RDY) and ProShares Ultra S&P500 (SSO).
SSO is a passively managed fund by ProShares that tracks the performance of the S&P 500. It was launched on Jun 19, 2006.
Performance
RDY vs. SSO - Performance Comparison
Loading graphics...
RDY vs. SSO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RDY Dr. Reddy's Laboratories Limited | -4.06% | -10.53% | 14.13% | 36.47% | -19.74% | -7.33% | 76.80% | 8.45% | 0.37% | -16.46% |
SSO ProShares Ultra S&P500 | -8.90% | 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, RDY achieves a -4.06% return, which is significantly higher than SSO's -8.90% return. Over the past 10 years, RDY has underperformed SSO with an annualized return of 4.79%, while SSO has yielded a comparatively higher 21.24% annualized return.
RDY
- 1D
- -2.74%
- 1M
- -6.33%
- YTD
- -4.06%
- 6M
- -5.14%
- 1Y
- 3.00%
- 3Y*
- 6.72%
- 5Y*
- 2.48%
- 10Y*
- 4.79%
SSO
- 1D
- 1.48%
- 1M
- -9.07%
- YTD
- -8.90%
- 6M
- -6.36%
- 1Y
- 27.41%
- 3Y*
- 28.90%
- 5Y*
- 15.68%
- 10Y*
- 21.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RDY vs. SSO — Risk / Return Rank
RDY
SSO
RDY vs. SSO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dr. Reddy's Laboratories Limited (RDY) 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.
| RDY | SSO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | 0.76 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.33 | 1.27 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.19 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.22 | -1.08 |
Martin ratioReturn relative to average drawdown | 0.25 | 5.19 | -4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RDY | SSO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 0.76 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.47 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.59 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.38 | -0.02 |
Correlation
The correlation between RDY and SSO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
RDY vs. SSO - Dividend Comparison
RDY's dividend yield for the trailing twelve months is around 0.68%, less than SSO's 0.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDY Dr. Reddy's Laboratories Limited | 0.68% | 0.65% | 0.60% | 1.39% | 1.48% | 1.04% | 0.46% | 0.71% | 0.00% | 0.78% | 0.62% | 0.63% |
SSO ProShares Ultra S&P500 | 0.81% | 0.68% | 0.85% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% |
Drawdowns
RDY vs. SSO - Drawdown Comparison
The maximum RDY drawdown since its inception was -60.62%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for RDY and SSO.
Loading graphics...
Drawdown Indicators
| RDY | SSO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.62% | -84.67% | +24.05% |
Max Drawdown (1Y)Largest decline over 1 year | -19.60% | -23.17% | +3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -46.73% | +11.48% |
Max Drawdown (10Y)Largest decline over 10 years | -47.13% | -59.34% | +12.21% |
Current DrawdownCurrent decline from peak | -19.52% | -12.18% | -7.34% |
Average DrawdownAverage peak-to-trough decline | -21.94% | -19.72% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.96% | 5.44% | +5.52% |
Volatility
RDY vs. SSO - Volatility Comparison
The current volatility for Dr. Reddy's Laboratories Limited (RDY) is 7.69%, while ProShares Ultra S&P500 (SSO) has a volatility of 10.69%. This indicates that RDY experiences smaller price fluctuations and is considered to be less risky than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RDY | SSO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 10.69% | -3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 18.99% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.81% | 36.46% | -12.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.93% | 33.66% | -10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.44% | 35.86% | -9.42% |