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RINF vs. SSO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RINF vs. SSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Inflation Expectations ETF (RINF) and ProShares Ultra S&P500 (SSO). The values are adjusted to include any dividend payments, if applicable.

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RINF vs. SSO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RINF
ProShares Inflation Expectations ETF
-0.74%1.64%9.79%0.21%8.77%16.20%1.98%1.82%-0.79%-1.70%
SSO
ProShares Ultra S&P500
-10.23%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, RINF achieves a -0.74% return, which is significantly higher than SSO's -10.23% return. Over the past 10 years, RINF has underperformed SSO with an annualized return of 4.19%, while SSO has yielded a comparatively higher 21.06% annualized return.


RINF

1D
0.07%
1M
0.56%
YTD
-0.74%
6M
-0.13%
1Y
0.79%
3Y*
4.07%
5Y*
5.34%
10Y*
4.19%

SSO

1D
5.75%
1M
-10.37%
YTD
-10.23%
6M
-7.08%
1Y
26.35%
3Y*
28.27%
5Y*
15.34%
10Y*
21.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RINF vs. SSO - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is lower than SSO's 0.87% expense ratio.


Return for Risk

RINF vs. SSO — Risk / Return Rank

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

RINF
RINF Risk / Return Rank: 1717
Overall Rank
RINF Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 1414
Sortino Ratio Rank
RINF Omega Ratio Rank: 1313
Omega Ratio Rank
RINF Calmar Ratio Rank: 2222
Calmar Ratio Rank
RINF Martin Ratio Rank: 1818
Martin Ratio Rank

SSO
SSO Risk / Return Rank: 5151
Overall Rank
SSO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 4949
Sortino Ratio Rank
SSO Omega Ratio Rank: 5353
Omega Ratio Rank
SSO Calmar Ratio Rank: 5353
Calmar Ratio Rank
SSO Martin Ratio Rank: 5858
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.

RINF vs. SSO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) 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.


RINFSSODifference

Sharpe ratio

Return per unit of total volatility

0.15

0.73

-0.58

Sortino ratio

Return per unit of downside risk

0.24

1.23

-0.99

Omega ratio

Gain probability vs. loss probability

1.03

1.19

-0.16

Calmar ratio

Return relative to maximum drawdown

0.42

1.20

-0.79

Martin ratio

Return relative to average drawdown

0.84

5.18

-4.34

RINF vs. SSO - Sharpe Ratio Comparison

The current RINF Sharpe Ratio is 0.15, which is lower than the SSO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of RINF 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


RINFSSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.73

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.46

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.59

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.38

-0.31

Correlation

The correlation between RINF and SSO is 0.14, 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

RINF vs. SSO - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 3.82%, more than SSO's 0.82% yield.


TTM20252024202320222021202020192018201720162015
RINF
ProShares Inflation Expectations ETF
3.82%3.89%4.68%5.07%1.15%2.76%0.82%1.90%2.47%2.99%1.09%1.83%
SSO
ProShares Ultra S&P500
0.82%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%

Drawdowns

RINF vs. SSO - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.51%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for RINF and SSO.


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Drawdown Indicators


RINFSSODifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-84.67%

+41.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-23.17%

+20.57%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

-46.73%

+33.15%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

-59.34%

+30.16%

Current Drawdown

Current decline from peak

-1.87%

-13.46%

+11.59%

Average Drawdown

Average peak-to-trough decline

-16.65%

-19.72%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

5.38%

-3.94%

Volatility

RINF vs. SSO - Volatility Comparison

The current volatility for ProShares Inflation Expectations ETF (RINF) is 1.22%, while ProShares Ultra S&P500 (SSO) has a volatility of 10.60%. This indicates that RINF 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


RINFSSODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

10.60%

-9.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

18.95%

-16.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

36.45%

-31.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.96%

33.66%

-20.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.66%

35.86%

-23.20%