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REK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REK and VOO is -0.62. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.6

Performance

REK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Real Estate (REK) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-77.36%
602.93%
REK
VOO

Key characteristics

Sharpe Ratio

REK:

0.01

VOO:

2.25

Sortino Ratio

REK:

0.14

VOO:

2.98

Omega Ratio

REK:

1.02

VOO:

1.42

Calmar Ratio

REK:

0.00

VOO:

3.31

Martin Ratio

REK:

0.02

VOO:

14.77

Ulcer Index

REK:

10.99%

VOO:

1.90%

Daily Std Dev

REK:

16.17%

VOO:

12.46%

Max Drawdown

REK:

-84.57%

VOO:

-33.99%

Current Drawdown

REK:

-80.99%

VOO:

-2.47%

Returns By Period

In the year-to-date period, REK achieves a 2.14% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, REK has underperformed VOO with an annualized return of -6.88%, while VOO has yielded a comparatively higher 13.08% annualized return.


REK

YTD

2.14%

1M

6.90%

6M

-4.37%

1Y

1.08%

5Y*

-5.60%

10Y*

-6.88%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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REK vs. VOO - Expense Ratio Comparison

REK has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.


REK
ProShares Short Real Estate
Expense ratio chart for REK: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

REK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Real Estate (REK) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for REK, currently valued at 0.01, compared to the broader market0.002.004.000.012.25
The chart of Sortino ratio for REK, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.000.142.98
The chart of Omega ratio for REK, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.42
The chart of Calmar ratio for REK, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.003.31
The chart of Martin ratio for REK, currently valued at 0.02, compared to the broader market0.0020.0040.0060.0080.00100.000.0214.77
REK
VOO

The current REK Sharpe Ratio is 0.01, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of REK and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.01
2.25
REK
VOO

Dividends

REK vs. VOO - Dividend Comparison

REK's dividend yield for the trailing twelve months is around 4.47%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
REK
ProShares Short Real Estate
4.47%4.50%0.48%0.00%0.07%1.28%0.42%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

REK vs. VOO - Drawdown Comparison

The maximum REK drawdown since its inception was -84.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for REK and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-77.46%
-2.47%
REK
VOO

Volatility

REK vs. VOO - Volatility Comparison

ProShares Short Real Estate (REK) has a higher volatility of 5.51% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that REK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.51%
3.75%
REK
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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