PortfoliosLab logoPortfoliosLab logo
SBB vs. BRKD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBB vs. BRKD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short SmallCap600 (SBB) and Direxion Daily BRKB Bear 1X Shares (BRKD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SBB achieves a -12.32% return, which is significantly lower than BRKD's 5.90% return.


SBB

1D
0.78%
1M
-1.47%
YTD
-12.32%
6M
-11.10%
1Y
-21.13%
3Y*
-9.56%
5Y*
-4.60%
10Y*
-11.70%

BRKD

1D
0.00%
1M
0.00%
YTD
5.90%
6M
6.63%
1Y
7.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBB vs. BRKD - Yearly Performance Comparison


2026 (YTD)20252024
SBB
ProShares Short SmallCap600
-12.32%-3.56%7.80%
BRKD
Direxion Daily BRKB Bear 1X Shares
5.90%-6.69%2.19%

Correlation

The correlation between SBB and BRKD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2024

0.37

The correlation between SBB and BRKD shifts across timeframes, from 0.26 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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

SBB vs. BRKD — Risk / Return Rank

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

SBB
SBB Risk / Return Rank: 11
Overall Rank
SBB Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SBB Sortino Ratio Rank: 11
Sortino Ratio Rank
SBB Omega Ratio Rank: 11
Omega Ratio Rank
SBB Calmar Ratio Rank: 11
Calmar Ratio Rank
SBB Martin Ratio Rank: 11
Martin Ratio Rank

BRKD
BRKD Risk / Return Rank: 2020
Overall Rank
BRKD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BRKD Sortino Ratio Rank: 2020
Sortino Ratio Rank
BRKD Omega Ratio Rank: 2020
Omega Ratio Rank
BRKD Calmar Ratio Rank: 2121
Calmar Ratio Rank
BRKD Martin Ratio Rank: 1717
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.

SBB vs. BRKD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short SmallCap600 (SBB) and Direxion Daily BRKB Bear 1X Shares (BRKD). 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.


SBBBRKDDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

0.82

1.12

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.94

0.86

-1.80

Martin ratioReturn relative to average drawdown

-1.61

1.67

-3.29

SBB vs. BRKD - Sharpe Ratio Comparison

The current SBB Sharpe Ratio is -1.19, which is lower than the BRKD Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SBB and BRKD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SBBBRKDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.19

0.60

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.04

-0.54

Drawdowns

SBB vs. BRKD - Drawdown Comparison

The maximum SBB drawdown since its inception was -95.75%, which is greater than BRKD's maximum drawdown of -17.92%. Use the drawdown chart below to compare losses from any high point for SBB and BRKD.


Loading charts...

Drawdown Indicators


SBBBRKDDifference

Max Drawdown

Largest peak-to-trough decline

-95.75%

-17.92%

-77.83%

Max Drawdown (1Y)

Largest decline over 1 year

-22.62%

-9.34%

-13.28%

Max Drawdown (3Y)

Largest decline over 3 years

-35.13%

Max Drawdown (5Y)

Largest decline over 5 years

-35.13%

Max Drawdown (10Y)

Largest decline over 10 years

-72.82%

Current Drawdown

Current decline from peak

-95.70%

-3.69%

-92.01%

Average Drawdown

Average peak-to-trough decline

-74.54%

-7.74%

-66.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.11%

4.78%

+8.33%

Volatility

SBB vs. BRKD - Volatility Comparison

ProShares Short SmallCap600 (SBB) has a higher volatility of 4.63% compared to Direxion Daily BRKB Bear 1X Shares (BRKD) at 0.00%. This indicates that SBB's price experiences larger fluctuations and is considered to be riskier than BRKD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SBBBRKDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

0.00%

+4.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

9.21%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

13.36%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

17.26%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

17.26%

+6.00%

SBB vs. BRKD - Expense Ratio Comparison

SBB has a 0.95% expense ratio, which is lower than BRKD's 1.00% expense ratio.


Dividends

SBB vs. BRKD - Dividend Comparison

SBB's dividend yield for the trailing twelve months is around 3.58%, more than BRKD's 2.82% yield.


PositionTTM20252024202320222021202020192018
BRKD
Direxion Daily BRKB Bear 1X Shares
2.82%3.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBB
ProShares Short SmallCap600
3.58%3.44%4.86%4.64%0.31%0.00%0.04%1.20%0.17%

Frequently Asked Questions


SBB and BRKD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBB has higher volatility (4.63%) compared to BRKD (0.00%). In terms of maximum drawdown, SBB dropped -95.75% vs BRKD's -17.92%.

On 1-year performance, BRKD leads with 7.98% vs -21.13% for SBB. On fees, SBB is cheaper at 0.95% per year. On volatility, BRKD has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BRKD has performed better with a 7.98% return vs -21.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SBB is cheaper with a 0.95% expense ratio, compared with 1.00% for BRKD.

SBB has the higher dividend yield at 3.58%, compared with 2.82% for BRKD.

SBB tracks S&P SmallCap 600 Index (-100%), while BRKD tracks Berkshire Hathaway Inc. Class B (-100%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SBB and 1.00% for BRKD.

BRKD currently has the higher Sharpe Ratio (0.60 vs -1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SBB and BRKD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer