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SBB vs. DOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBB vs. DOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short SmallCap600 (SBB) and ProShares Short Dow30 (DOG). The values are adjusted to include any dividend payments, if applicable.

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SBB vs. DOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBB
ProShares Short SmallCap600
-2.86%-3.56%-3.73%-10.44%13.75%-25.40%-26.53%-18.64%8.40%-12.70%
DOG
ProShares Short Dow30
4.40%-8.40%-5.62%-7.05%5.67%-19.21%-20.45%-18.43%3.55%-21.51%

Returns By Period

In the year-to-date period, SBB achieves a -2.86% return, which is significantly lower than DOG's 4.40% return. Over the past 10 years, SBB has underperformed DOG with an annualized return of -11.16%, while DOG has yielded a comparatively higher -10.49% annualized return.


SBB

1D
-2.98%
1M
4.78%
YTD
-2.86%
6M
-3.50%
1Y
-15.35%
3Y*
-6.31%
5Y*
-3.47%
10Y*
-11.16%

DOG

1D
-2.44%
1M
5.84%
YTD
4.40%
6M
1.88%
1Y
-6.66%
3Y*
-5.84%
5Y*
-4.72%
10Y*
-10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBB vs. DOG - Expense Ratio Comparison

Both SBB and DOG have an expense ratio of 0.95%.


Return for Risk

SBB vs. DOG — Risk / Return Rank

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

SBB
SBB Risk / Return Rank: 33
Overall Rank
SBB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SBB Sortino Ratio Rank: 22
Sortino Ratio Rank
SBB Omega Ratio Rank: 22
Omega Ratio Rank
SBB Calmar Ratio Rank: 44
Calmar Ratio Rank
SBB Martin Ratio Rank: 66
Martin Ratio Rank

DOG
DOG Risk / Return Rank: 66
Overall Rank
DOG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DOG Sortino Ratio Rank: 55
Sortino Ratio Rank
DOG Omega Ratio Rank: 44
Omega Ratio Rank
DOG Calmar Ratio Rank: 77
Calmar Ratio Rank
DOG Martin Ratio Rank: 88
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. DOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short SmallCap600 (SBB) and ProShares Short Dow30 (DOG). 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.


SBBDOGDifference

Sharpe ratio

Return per unit of total volatility

-0.66

-0.40

-0.27

Sortino ratio

Return per unit of downside risk

-0.82

-0.45

-0.37

Omega ratio

Gain probability vs. loss probability

0.90

0.94

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.51

-0.34

-0.17

Martin ratio

Return relative to average drawdown

-0.71

-0.46

-0.25

SBB vs. DOG - Sharpe Ratio Comparison

The current SBB Sharpe Ratio is -0.66, which is lower than the DOG Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of SBB and DOG, 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


SBBDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

-0.40

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.32

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.60

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.55

+0.06

Correlation

The correlation between SBB and DOG is 0.75, 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.


Dividends

SBB vs. DOG - Dividend Comparison

SBB's dividend yield for the trailing twelve months is around 3.23%, which matches DOG's 3.21% yield.


TTM202520242023202220212020201920182017
SBB
ProShares Short SmallCap600
3.23%3.44%4.86%4.64%0.31%0.00%0.04%1.20%0.17%0.00%
DOG
ProShares Short Dow30
3.21%3.65%5.72%4.54%0.41%0.00%0.14%1.54%0.86%0.04%

Drawdowns

SBB vs. DOG - Drawdown Comparison

The maximum SBB drawdown since its inception was -95.54%, roughly equal to the maximum DOG drawdown of -92.59%. Use the drawdown chart below to compare losses from any high point for SBB and DOG.


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Drawdown Indicators


SBBDOGDifference

Max Drawdown

Largest peak-to-trough decline

-95.54%

-92.59%

-2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-30.86%

-22.70%

-8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-31.94%

-33.06%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-72.01%

-70.38%

-1.63%

Current Drawdown

Current decline from peak

-95.24%

-91.95%

-3.29%

Average Drawdown

Average peak-to-trough decline

-74.34%

-66.16%

-8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.10%

16.48%

+5.62%

Volatility

SBB vs. DOG - Volatility Comparison

ProShares Short SmallCap600 (SBB) has a higher volatility of 6.62% compared to ProShares Short Dow30 (DOG) at 5.00%. This indicates that SBB's price experiences larger fluctuations and is considered to be riskier than DOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBBDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

5.00%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

9.24%

+4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

16.82%

+6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.77%

14.73%

+7.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

17.46%

+5.80%