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SCC vs. SPUU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCC vs. SPUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Services (SCC) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). The values are adjusted to include any dividend payments, if applicable.

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SCC vs. SPUU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCC
ProShares UltraShort Consumer Services
19.44%-18.97%-36.01%-44.34%64.09%-25.84%-54.75%-38.94%-8.53%-31.58%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
-10.01%26.55%44.25%47.28%-38.72%61.27%21.85%66.84%-14.59%44.33%

Returns By Period

In the year-to-date period, SCC achieves a 19.44% return, which is significantly higher than SPUU's -10.01% return. Over the past 10 years, SCC has underperformed SPUU with an annualized return of -24.06%, while SPUU has yielded a comparatively higher 21.67% annualized return.


SCC

1D
-6.15%
1M
13.74%
YTD
19.44%
6M
19.94%
1Y
-24.41%
3Y*
-24.32%
5Y*
-13.80%
10Y*
-24.06%

SPUU

1D
5.86%
1M
-10.17%
YTD
-10.01%
6M
-6.87%
1Y
27.13%
3Y*
28.85%
5Y*
15.86%
10Y*
21.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCC vs. SPUU - Expense Ratio Comparison

SCC has a 0.95% expense ratio, which is higher than SPUU's 0.64% expense ratio.


Return for Risk

SCC vs. SPUU — 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: 44
Sharpe Ratio Rank
SCC Sortino Ratio Rank: 44
Sortino Ratio Rank
SCC Omega Ratio Rank: 44
Omega Ratio Rank
SCC Calmar Ratio Rank: 44
Calmar Ratio Rank
SCC Martin Ratio Rank: 77
Martin Ratio Rank

SPUU
SPUU Risk / Return Rank: 5252
Overall Rank
SPUU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPUU Omega Ratio Rank: 5353
Omega Ratio Rank
SPUU Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPUU Martin Ratio Rank: 5959
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. SPUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). 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.


SCCSPUUDifference

Sharpe ratio

Return per unit of total volatility

-0.52

0.75

-1.28

Sortino ratio

Return per unit of downside risk

-0.48

1.26

-1.74

Omega ratio

Gain probability vs. loss probability

0.94

1.19

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.46

1.24

-1.70

Martin ratio

Return relative to average drawdown

-0.58

5.35

-5.93

SCC vs. SPUU - Sharpe Ratio Comparison

The current SCC Sharpe Ratio is -0.52, which is lower than the SPUU Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of SCC and SPUU, 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


SCCSPUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

0.75

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.48

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.61

0.61

-1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

0.56

-1.19

Correlation

The correlation between SCC and SPUU is -0.72. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SCC vs. SPUU - Dividend Comparison

SCC's dividend yield for the trailing twelve months is around 3.94%, more than SPUU's 1.78% yield.


TTM20252024202320222021202020192018201720162015
SCC
ProShares UltraShort Consumer Services
3.94%4.87%7.46%4.53%0.53%0.00%0.06%2.67%0.86%0.00%0.00%0.00%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
1.78%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%

Drawdowns

SCC vs. SPUU - Drawdown Comparison

The maximum SCC drawdown since its inception was -99.92%, which is greater than SPUU's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for SCC and SPUU.


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Drawdown Indicators


SCCSPUUDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-59.35%

-40.57%

Max Drawdown (1Y)

Largest decline over 1 year

-52.32%

-23.10%

-29.22%

Max Drawdown (5Y)

Largest decline over 5 years

-77.34%

-46.59%

-30.75%

Max Drawdown (10Y)

Largest decline over 10 years

-95.55%

-59.35%

-36.20%

Current Drawdown

Current decline from peak

-99.89%

-13.39%

-86.50%

Average Drawdown

Average peak-to-trough decline

-85.82%

-9.62%

-76.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.09%

5.35%

+36.74%

Volatility

SCC vs. SPUU - Volatility Comparison

ProShares UltraShort Consumer Services (SCC) has a higher volatility of 14.51% compared to Direxion Daily S&P 500 Bull 2x Shares (SPUU) at 10.70%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than SPUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCSPUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.51%

10.70%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

27.05%

19.17%

+7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

46.88%

36.23%

+10.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.65%

33.47%

+10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.33%

35.73%

+3.60%