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SCC vs. FVAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCC vs. FVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Services (SCC) and Fidelity Value Factor ETF (FVAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCC achieves a 3.99% return, which is significantly lower than FVAL's 11.14% return.


SCC

1D
1.71%
1M
1.88%
YTD
3.99%
6M
4.09%
1Y
-15.43%
3Y*
-25.44%
5Y*
-15.79%
10Y*
-25.08%

FVAL

1D
-0.59%
1M
5.54%
YTD
11.14%
6M
12.79%
1Y
31.42%
3Y*
20.96%
5Y*
12.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCC vs. FVAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCC
ProShares UltraShort Consumer Services
3.99%-18.97%-36.01%-44.34%64.09%-25.84%-54.75%-38.94%-8.53%-31.58%
FVAL
Fidelity Value Factor ETF
11.14%19.56%18.05%23.10%-14.40%30.33%9.08%30.33%-7.87%22.49%

Correlation

The correlation between SCC and FVAL is -0.80, 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

-0.80

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

-0.80

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

-0.82

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2016

-0.74

The correlation between SCC and FVAL has been stable across timeframes, ranging from -0.82 to -0.74 - a consistent structural relationship.

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Return for Risk

SCC vs. FVAL — Risk / Return Rank

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

SCC
SCC Risk / Return Rank: 55
Overall Rank
SCC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SCC Sortino Ratio Rank: 55
Sortino Ratio Rank
SCC Omega Ratio Rank: 55
Omega Ratio Rank
SCC Calmar Ratio Rank: 44
Calmar Ratio Rank
SCC Martin Ratio Rank: 55
Martin Ratio Rank

FVAL
FVAL Risk / Return Rank: 7979
Overall Rank
FVAL Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FVAL Sortino Ratio Rank: 8383
Sortino Ratio Rank
FVAL Omega Ratio Rank: 8181
Omega Ratio Rank
FVAL Calmar Ratio Rank: 7070
Calmar Ratio Rank
FVAL Martin Ratio Rank: 7979
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.

SCC vs. FVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and Fidelity Value Factor ETF (FVAL). 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.


SCCFVALDifference
Sharpe ratioReturn per unit of total volatility

-3.16

Sortino ratioReturn per unit of downside risk

-4.18

Omega ratioGain probability vs. loss probability

0.96

1.49

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.53

3.54

-4.07

Martin ratioReturn relative to average drawdown

-0.80

15.80

-16.60

SCC vs. FVAL - Sharpe Ratio Comparison

The current SCC Sharpe Ratio is -0.43, which is lower than the FVAL Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of SCC and FVAL, 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


SCCFVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

2.73

-3.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.76

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.81

-1.45

Drawdowns

SCC vs. FVAL - Drawdown Comparison

The maximum SCC drawdown since its inception was -99.92%, which is greater than FVAL's maximum drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for SCC and FVAL.


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Drawdown Indicators


SCCFVALDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-37.26%

-62.66%

Max Drawdown (1Y)

Largest decline over 1 year

-29.02%

-8.92%

-20.10%

Max Drawdown (3Y)

Largest decline over 3 years

-67.10%

-18.39%

-48.71%

Max Drawdown (5Y)

Largest decline over 5 years

-77.34%

-23.42%

-53.92%

Max Drawdown (10Y)

Largest decline over 10 years

-95.55%

Current Drawdown

Current decline from peak

-99.90%

-0.75%

-99.15%

Average Drawdown

Average peak-to-trough decline

-85.95%

-4.58%

-81.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.21%

1.99%

+17.22%

Volatility

SCC vs. FVAL - Volatility Comparison

ProShares UltraShort Consumer Services (SCC) has a higher volatility of 10.71% compared to Fidelity Value Factor ETF (FVAL) at 2.70%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than FVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCFVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.71%

2.70%

+8.01%

Volatility (6M)

Calculated over the trailing 6-month period

26.41%

8.64%

+17.77%

Volatility (1Y)

Calculated over the trailing 1-year period

36.34%

11.56%

+24.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.94%

16.48%

+27.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.52%

18.11%

+21.41%

SCC vs. FVAL - Expense Ratio Comparison

SCC has a 0.95% expense ratio, which is higher than FVAL's 0.15% expense ratio.


Dividends

SCC vs. FVAL - Dividend Comparison

SCC's dividend yield for the trailing twelve months is around 4.53%, more than FVAL's 1.49% yield.


PositionTTM2025202420232022202120202019201820172016
FVAL
Fidelity Value Factor ETF
1.49%1.61%1.60%1.69%1.79%1.41%1.61%1.77%2.06%1.62%0.45%
SCC
ProShares UltraShort Consumer Services
4.53%4.87%7.46%4.53%0.53%0.00%0.06%2.67%0.86%0.00%0.00%

Frequently Asked Questions


SCC and FVAL have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCC has higher volatility (10.71%) compared to FVAL (2.70%). In terms of maximum drawdown, SCC dropped -99.92% vs FVAL's -37.26%.

On 5-year performance, FVAL leads with 12.53% vs -15.79% for SCC. On fees, FVAL is cheaper at 0.15% per year. On volatility, FVAL has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FVAL has performed better with a 12.53% return vs -15.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FVAL is cheaper with a 0.15% expense ratio, compared with 0.95% for SCC.

SCC has the higher dividend yield at 4.53%, compared with 1.49% for FVAL.

SCC is categorized as Leveraged Equities, while FVAL is Large Cap Value Equities. SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while FVAL tracks Fidelity U.S. Value Factor Index. They also come from different issuers: ProShares and Fidelity. Their fees differ too: 0.95% for SCC and 0.15% for FVAL.

FVAL currently has the higher Sharpe Ratio (2.73 vs -0.43), 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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