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REVG vs. SVXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REVG and SVXY is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

REVG vs. SVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REV Group, Inc. (REVG) and ProShares Short VIX Short-Term Futures ETF (SVXY). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
68.71%
-68.68%
REVG
SVXY

Key characteristics

Sharpe Ratio

REVG:

0.99

SVXY:

-0.63

Sortino Ratio

REVG:

1.62

SVXY:

-0.61

Omega Ratio

REVG:

1.20

SVXY:

0.90

Calmar Ratio

REVG:

2.12

SVXY:

-0.35

Martin Ratio

REVG:

5.13

SVXY:

-1.45

Ulcer Index

REVG:

9.60%

SVXY:

21.20%

Daily Std Dev

REVG:

49.77%

SVXY:

48.41%

Max Drawdown

REVG:

-88.07%

SVXY:

-95.25%

Current Drawdown

REVG:

-9.08%

SVXY:

-86.32%

Returns By Period

In the year-to-date period, REVG achieves a 1.50% return, which is significantly higher than SVXY's -24.47% return.


REVG

YTD

1.50%

1M

0.65%

6M

21.89%

1Y

53.18%

5Y*

54.06%

10Y*

N/A

SVXY

YTD

-24.47%

1M

-17.34%

6M

-19.67%

1Y

-31.42%

5Y*

18.38%

10Y*

-7.03%

*Annualized

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Risk-Adjusted Performance

REVG vs. SVXY — Risk-Adjusted Performance Rank

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

REVG
The Risk-Adjusted Performance Rank of REVG is 8585
Overall Rank
The Sharpe Ratio Rank of REVG is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of REVG is 8080
Sortino Ratio Rank
The Omega Ratio Rank of REVG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of REVG is 9494
Calmar Ratio Rank
The Martin Ratio Rank of REVG is 8787
Martin Ratio Rank

SVXY
The Risk-Adjusted Performance Rank of SVXY is 33
Overall Rank
The Sharpe Ratio Rank of SVXY is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SVXY is 44
Sortino Ratio Rank
The Omega Ratio Rank of SVXY is 33
Omega Ratio Rank
The Calmar Ratio Rank of SVXY is 55
Calmar Ratio Rank
The Martin Ratio Rank of SVXY is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REVG vs. SVXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for REV Group, Inc. (REVG) and ProShares Short VIX Short-Term Futures ETF (SVXY). 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.


The chart of Sharpe ratio for REVG, currently valued at 0.99, compared to the broader market-2.00-1.000.001.002.003.00
REVG: 0.99
SVXY: -0.63
The chart of Sortino ratio for REVG, currently valued at 1.62, compared to the broader market-6.00-4.00-2.000.002.004.00
REVG: 1.62
SVXY: -0.61
The chart of Omega ratio for REVG, currently valued at 1.20, compared to the broader market0.501.001.502.00
REVG: 1.20
SVXY: 0.90
The chart of Calmar ratio for REVG, currently valued at 2.12, compared to the broader market0.001.002.003.004.005.00
REVG: 2.12
SVXY: -0.35
The chart of Martin ratio for REVG, currently valued at 5.13, compared to the broader market-5.000.005.0010.0015.0020.00
REVG: 5.13
SVXY: -1.45

The current REVG Sharpe Ratio is 0.99, which is higher than the SVXY Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of REVG and SVXY, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.99
-0.63
REVG
SVXY

Dividends

REVG vs. SVXY - Dividend Comparison

REVG's dividend yield for the trailing twelve months is around 0.68%, while SVXY has not paid dividends to shareholders.


TTM20242023202220212020201920182017
REVG
REV Group, Inc.
0.68%10.07%1.10%1.58%1.06%1.14%1.64%2.66%0.46%
SVXY
ProShares Short VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

REVG vs. SVXY - Drawdown Comparison

The maximum REVG drawdown since its inception was -88.07%, smaller than the maximum SVXY drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for REVG and SVXY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.08%
-86.32%
REVG
SVXY

Volatility

REVG vs. SVXY - Volatility Comparison

The current volatility for REV Group, Inc. (REVG) is 17.56%, while ProShares Short VIX Short-Term Futures ETF (SVXY) has a volatility of 25.40%. This indicates that REVG experiences smaller price fluctuations and is considered to be less risky than SVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
17.56%
25.40%
REVG
SVXY