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SCC vs. UPRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCC vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Services (SCC) and ProShares UltraPro S&P 500 (UPRO). 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 UPRO's 27.90% return. Over the past 10 years, SCC has underperformed UPRO with an annualized return of -25.08%, while UPRO has yielded a comparatively higher 30.09% annualized 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%

UPRO

1D
-2.09%
1M
14.64%
YTD
27.90%
6M
26.67%
1Y
80.84%
3Y*
52.58%
5Y*
23.13%
10Y*
30.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCC vs. UPRO - 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%
UPRO
ProShares UltraPro S&P 500
27.90%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%

Correlation

The correlation between SCC and UPRO is -0.76, 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

-0.76

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

-0.81

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

-0.85

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

-0.76

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2009

-0.76

The correlation between SCC and UPRO has been stable across timeframes, ranging from -0.85 to -0.76 - a consistent structural relationship.

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Return for Risk

SCC vs. UPRO — 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

UPRO
UPRO Risk / Return Rank: 6262
Overall Rank
UPRO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 5757
Sortino Ratio Rank
UPRO Omega Ratio Rank: 5858
Omega Ratio Rank
UPRO Calmar Ratio Rank: 6060
Calmar Ratio Rank
UPRO Martin Ratio Rank: 6868
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. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) and ProShares UltraPro S&P 500 (UPRO). 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.


SCCUPRODifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

0.96

1.36

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.53

3.03

-3.57

Martin ratioReturn relative to average drawdown

-0.80

12.80

-13.61

SCC vs. UPRO - Sharpe Ratio Comparison

The current SCC Sharpe Ratio is -0.43, which is lower than the UPRO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SCC and UPRO, 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


SCCUPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

2.30

-2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.46

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

0.56

-1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.65

-1.29

Drawdowns

SCC vs. UPRO - Drawdown Comparison

The maximum SCC drawdown since its inception was -99.92%, which is greater than UPRO's maximum drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for SCC and UPRO.


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Drawdown Indicators


SCCUPRODifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-76.82%

-23.10%

Max Drawdown (1Y)

Largest decline over 1 year

-29.02%

-26.78%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-67.10%

-48.87%

-18.23%

Max Drawdown (5Y)

Largest decline over 5 years

-77.34%

-63.94%

-13.40%

Max Drawdown (10Y)

Largest decline over 10 years

-95.55%

-76.82%

-18.73%

Current Drawdown

Current decline from peak

-99.90%

-2.09%

-97.81%

Average Drawdown

Average peak-to-trough decline

-85.95%

-14.42%

-71.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.21%

6.33%

+12.88%

Volatility

SCC vs. UPRO - Volatility Comparison

ProShares UltraShort Consumer Services (SCC) has a higher volatility of 10.71% compared to ProShares UltraPro S&P 500 (UPRO) at 8.45%. This indicates that SCC's price experiences larger fluctuations and is considered to be riskier than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCCUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.71%

8.45%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

26.41%

26.60%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

36.34%

35.35%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.94%

50.32%

-6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.52%

53.74%

-14.22%

SCC vs. UPRO - Expense Ratio Comparison

SCC has a 0.95% expense ratio, which is higher than UPRO's 0.89% expense ratio.


Dividends

SCC vs. UPRO - Dividend Comparison

SCC's dividend yield for the trailing twelve months is around 4.53%, more than UPRO's 0.68% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
UPRO
ProShares UltraPro S&P 500
0.68%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Frequently Asked Questions


SCC and UPRO have a correlation of -0.76, 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 UPRO (8.45%). In terms of maximum drawdown, SCC dropped -99.92% vs UPRO's -76.82%.

On 10-year performance, UPRO leads with 30.09% vs -25.08% for SCC. On fees, UPRO is cheaper at 0.89% per year. On volatility, UPRO has been the lower-risk option at 8.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UPRO has performed better with a 30.09% return vs -25.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UPRO is cheaper with a 0.89% expense ratio, compared with 0.95% for SCC.

SCC has the higher dividend yield at 4.53%, compared with 0.68% for UPRO.

SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while UPRO tracks S&P 500. Their fees differ too: 0.95% for SCC and 0.89% for UPRO.

UPRO currently has the higher Sharpe Ratio (2.30 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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