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RDY vs. SSO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RDY vs. SSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dr. Reddy's Laboratories Limited (RDY) and ProShares Ultra S&P500 (SSO). The values are adjusted to include any dividend payments, if applicable.

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RDY vs. SSO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RDY vs. SSO — Risk / Return Rank

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

RDY
RDY Risk / Return Rank: 4141
Overall Rank
RDY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
RDY Sortino Ratio Rank: 3636
Sortino Ratio Rank
RDY Omega Ratio Rank: 3737
Omega Ratio Rank
RDY Calmar Ratio Rank: 4444
Calmar Ratio Rank
RDY Martin Ratio Rank: 4343
Martin Ratio Rank

SSO
SSO Risk / Return Rank: 4545
Overall Rank
SSO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 4444
Sortino Ratio Rank
SSO Omega Ratio Rank: 4848
Omega Ratio Rank
SSO Calmar Ratio Rank: 4545
Calmar Ratio Rank
SSO Martin Ratio Rank: 5151
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.

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.


RDYSSODifference

Sharpe ratio

Return per unit of total volatility

0.13

0.76

-0.63

Sortino ratio

Return per unit of downside risk

0.33

1.27

-0.94

Omega ratio

Gain probability vs. loss probability

1.04

1.19

-0.15

Calmar ratio

Return relative to maximum drawdown

0.14

1.22

-1.08

Martin ratio

Return relative to average drawdown

0.25

5.19

-4.94

RDY vs. SSO - Sharpe Ratio Comparison

The current RDY Sharpe Ratio is 0.13, which is lower than the SSO Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of RDY and SSO, 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


RDYSSODifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


RDYSSODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-19.52%

-12.18%

-7.34%

Average Drawdown

Average peak-to-trough decline

-21.94%

-19.72%

-2.22%

Ulcer Index

Depth 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.


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Volatility by Period


RDYSSODifference

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%