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SBB vs. NOBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBB vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short SmallCap600 (SBB) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SBB achieves a -12.32% return, which is significantly lower than NOBL's 3.51% return. Over the past 10 years, SBB has underperformed NOBL with an annualized return of -11.70%, while NOBL has yielded a comparatively higher 9.51% annualized 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%

NOBL

1D
-0.17%
1M
1.01%
YTD
3.51%
6M
3.45%
1Y
9.00%
3Y*
8.01%
5Y*
5.03%
10Y*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBB vs. NOBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBB
ProShares Short SmallCap600
-12.32%-3.56%-3.73%-10.44%13.75%-25.40%-26.53%-18.64%8.40%-12.70%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
3.51%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%

Correlation

The correlation between SBB and NOBL is -0.70, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.70

Correlation (3Y)
Calculated over the trailing 3-year period

-0.73

Correlation (5Y)
Calculated over the trailing 5-year period

-0.77

Correlation (10Y)
Calculated over the trailing 10-year period

-0.73

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2013

-0.70

The correlation between SBB and NOBL has been stable across timeframes, ranging from -0.77 to -0.70 - a consistent structural relationship.

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Return for Risk

SBB vs. NOBL — 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

NOBL
NOBL Risk / Return Rank: 2222
Overall Rank
NOBL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 2323
Sortino Ratio Rank
NOBL Omega Ratio Rank: 2020
Omega Ratio Rank
NOBL Calmar Ratio Rank: 2222
Calmar Ratio Rank
NOBL Martin Ratio Rank: 2121
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. NOBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short SmallCap600 (SBB) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


SBBNOBLDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

0.82

1.14

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.94

0.99

-1.93

Martin ratioReturn relative to average drawdown

-1.61

2.58

-4.19

SBB vs. NOBL - Sharpe Ratio Comparison

The current SBB Sharpe Ratio is -1.19, which is lower than the NOBL Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SBB and NOBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SBBNOBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.19

0.80

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.35

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.50

0.57

-1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.64

-1.15

Drawdowns

SBB vs. NOBL - Drawdown Comparison

The maximum SBB drawdown since its inception was -95.75%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for SBB and NOBL.


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Drawdown Indicators


SBBNOBLDifference

Max Drawdown

Largest peak-to-trough decline

-95.75%

-35.43%

-60.32%

Max Drawdown (1Y)

Largest decline over 1 year

-22.62%

-9.11%

-13.51%

Max Drawdown (3Y)

Largest decline over 3 years

-35.13%

-15.36%

-19.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.13%

-17.92%

-17.21%

Max Drawdown (10Y)

Largest decline over 10 years

-72.82%

-35.43%

-37.39%

Current Drawdown

Current decline from peak

-95.70%

-5.99%

-89.71%

Average Drawdown

Average peak-to-trough decline

-74.54%

-3.48%

-71.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.11%

3.50%

+9.61%

Volatility

SBB vs. NOBL - Volatility Comparison

ProShares Short SmallCap600 (SBB) has a higher volatility of 4.63% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 2.36%. This indicates that SBB's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBBNOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

2.36%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

8.00%

+3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

11.33%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

14.38%

+7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

16.60%

+6.66%

SBB vs. NOBL - Expense Ratio Comparison

SBB has a 0.95% expense ratio, which is higher than NOBL's 0.35% expense ratio.


Dividends

SBB vs. NOBL - Dividend Comparison

SBB's dividend yield for the trailing twelve months is around 3.58%, more than NOBL's 2.12% yield.


PositionTTM20252024202320222021202020192018201720162015
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.12%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%
SBB
ProShares Short SmallCap600
3.58%3.44%4.86%4.64%0.31%0.00%0.04%1.20%0.17%0.00%0.00%0.00%

Frequently Asked Questions


SBB and NOBL have a correlation of -0.70, 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 NOBL (2.36%). In terms of maximum drawdown, SBB dropped -95.75% vs NOBL's -35.43%.

On 10-year performance, NOBL leads with 9.51% vs -11.70% for SBB. On fees, NOBL is cheaper at 0.35% per year. On volatility, NOBL has been the lower-risk option at 2.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NOBL has performed better with a 9.51% return vs -11.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NOBL is cheaper with a 0.35% expense ratio, compared with 0.95% for SBB.

SBB has the higher dividend yield at 3.58%, compared with 2.12% for NOBL.

SBB is categorized as Inverse Equities, while NOBL is Dividend. SBB tracks S&P SmallCap 600 Index (-100%), while NOBL tracks S&P 500 Dividend Aristocrats Index. Their fees differ too: 0.95% for SBB and 0.35% for NOBL.

NOBL currently has the higher Sharpe Ratio (0.80 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.

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