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

Performance

SBB vs. SH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short SmallCap600 (SBB) and ProShares Short S&P500 (SH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SBB vs. SH - 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%
SH
ProShares Short S&P500
5.77%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%4.93%-17.36%

Returns By Period

In the year-to-date period, SBB achieves a -2.86% return, which is significantly lower than SH's 5.77% return. Over the past 10 years, SBB has outperformed SH with an annualized return of -11.16%, while SH has yielded a comparatively lower -11.84% 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%

SH

1D
-2.82%
1M
5.57%
YTD
5.77%
6M
4.49%
1Y
-11.46%
3Y*
-9.86%
5Y*
-7.57%
10Y*
-11.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SBB vs. SH - Expense Ratio Comparison

SBB has a 0.95% expense ratio, which is higher than SH's 0.90% expense ratio.


Return for Risk

SBB vs. SH — 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

SH
SH Risk / Return Rank: 44
Overall Rank
SH Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SH Sortino Ratio Rank: 33
Sortino Ratio Rank
SH Omega Ratio Rank: 22
Omega Ratio Rank
SH Calmar Ratio Rank: 55
Calmar Ratio Rank
SH 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. SH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short SmallCap600 (SBB) and ProShares Short S&P500 (SH). 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.


SBBSHDifference

Sharpe ratio

Return per unit of total volatility

-0.66

-0.63

-0.03

Sortino ratio

Return per unit of downside risk

-0.82

-0.79

-0.04

Omega ratio

Gain probability vs. loss probability

0.90

0.89

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.51

-0.45

-0.06

Martin ratio

Return relative to average drawdown

-0.71

-0.55

-0.16

SBB vs. SH - Sharpe Ratio Comparison

The current SBB Sharpe Ratio is -0.66, which is comparable to the SH Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of SBB and SH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SBBSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

-0.63

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.45

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.66

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

-0.56

+0.07

Correlation

The correlation between SBB and SH is 0.77, 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. SH - Dividend Comparison

SBB's dividend yield for the trailing twelve months is around 3.23%, less than SH's 3.92% 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%
SH
ProShares Short S&P500
3.92%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%

Drawdowns

SBB vs. SH - Drawdown Comparison

The maximum SBB drawdown since its inception was -95.54%, roughly equal to the maximum SH drawdown of -94.26%. Use the drawdown chart below to compare losses from any high point for SBB and SH.


Loading graphics...

Drawdown Indicators


SBBSHDifference

Max Drawdown

Largest peak-to-trough decline

-95.54%

-94.26%

-1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-30.86%

-26.61%

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-31.94%

-40.35%

+8.41%

Max Drawdown (10Y)

Largest decline over 10 years

-72.01%

-74.31%

+2.30%

Current Drawdown

Current decline from peak

-95.24%

-93.82%

-1.42%

Average Drawdown

Average peak-to-trough decline

-74.34%

-67.49%

-6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.10%

21.81%

+0.29%

Volatility

SBB vs. SH - Volatility Comparison

ProShares Short SmallCap600 (SBB) has a higher volatility of 6.62% compared to ProShares Short S&P500 (SH) at 5.30%. This indicates that SBB's price experiences larger fluctuations and is considered to be riskier than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SBBSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

5.30%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

9.43%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

18.17%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.77%

16.87%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.26%

17.99%

+5.27%