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SDD vs. CRSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDD vs. CRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort SmallCap600 (SDD) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDD achieves a -23.94% return, which is significantly lower than CRSH's 7.94% return.


SDD

1D
3.63%
1M
2.05%
YTD
-23.94%
6M
-22.77%
1Y
-41.53%
3Y*
-23.30%
5Y*
-14.95%
10Y*
-26.75%

CRSH

1D
4.09%
1M
-2.83%
YTD
7.94%
6M
9.66%
1Y
-21.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDD vs. CRSH - Yearly Performance Comparison


2026 (YTD)20252024
SDD
ProShares UltraShort SmallCap600
-23.94%-14.69%-17.21%
CRSH
YieldMax Short TSLA Option Income Strategy ETF
7.94%-13.40%-51.96%

Correlation

The correlation between SDD and CRSH is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

Correlation (All Time)
Calculated using the full available price history since May 3, 2024

0.42

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Return for Risk

SDD vs. CRSH — Risk / Return Rank

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

SDD
SDD Risk / Return Rank: 11
Overall Rank
SDD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SDD Sortino Ratio Rank: 11
Sortino Ratio Rank
SDD Omega Ratio Rank: 11
Omega Ratio Rank
SDD Calmar Ratio Rank: 00
Calmar Ratio Rank
SDD Martin Ratio Rank: 11
Martin Ratio Rank

CRSH
CRSH Risk / Return Rank: 44
Overall Rank
CRSH Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CRSH Sortino Ratio Rank: 44
Sortino Ratio Rank
CRSH Omega Ratio Rank: 44
Omega Ratio Rank
CRSH Calmar Ratio Rank: 44
Calmar Ratio Rank
CRSH Martin Ratio Rank: 44
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.

SDD vs. CRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort SmallCap600 (SDD) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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.


SDDCRSHDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

0.81

0.92

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.65

-0.30

Martin ratioReturn relative to average drawdown

-1.56

-1.02

-0.54

SDD vs. CRSH - Sharpe Ratio Comparison

The current SDD Sharpe Ratio is -1.15, which is lower than the CRSH Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of SDD and CRSH, 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


SDDCRSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.15

-0.60

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

-0.67

+0.09

Drawdowns

SDD vs. CRSH - Drawdown Comparison

The maximum SDD drawdown since its inception was -99.93%, which is greater than CRSH's maximum drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for SDD and CRSH.


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Drawdown Indicators


SDDCRSHDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-63.68%

-36.25%

Max Drawdown (1Y)

Largest decline over 1 year

-43.74%

-33.45%

-10.29%

Max Drawdown (3Y)

Largest decline over 3 years

-65.26%

Max Drawdown (5Y)

Largest decline over 5 years

-67.68%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

Current Drawdown

Current decline from peak

-99.93%

-57.53%

-42.40%

Average Drawdown

Average peak-to-trough decline

-86.92%

-43.17%

-43.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.68%

21.25%

+5.43%

Volatility

SDD vs. CRSH - Volatility Comparison

The current volatility for ProShares UltraShort SmallCap600 (SDD) is 9.35%, while YieldMax Short TSLA Option Income Strategy ETF (CRSH) has a volatility of 10.96%. This indicates that SDD experiences smaller price fluctuations and is considered to be less risky than CRSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDDCRSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

10.96%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

24.32%

22.68%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

36.17%

36.91%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.23%

47.50%

-4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.16%

47.50%

-2.34%

SDD vs. CRSH - Expense Ratio Comparison

SDD has a 0.95% expense ratio, which is lower than CRSH's 0.99% expense ratio.


Dividends

SDD vs. CRSH - Dividend Comparison

SDD's dividend yield for the trailing twelve months is around 6.11%, less than CRSH's 93.62% yield.


PositionTTM20252024202320222021202020192018
CRSH
YieldMax Short TSLA Option Income Strategy ETF
93.62%138.78%94.25%0.00%0.00%0.00%0.00%0.00%0.00%
SDD
ProShares UltraShort SmallCap600
6.11%5.07%4.34%3.84%0.33%0.00%0.00%1.20%0.52%

Frequently Asked Questions


SDD and CRSH have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRSH has higher volatility (10.96%) compared to SDD (9.35%). In terms of maximum drawdown, SDD dropped -99.93% vs CRSH's -63.68%.

On 1-year performance, CRSH leads with -21.62% vs -41.53% for SDD. On fees, SDD is cheaper at 0.95% per year. On volatility, SDD has been the lower-risk option at 9.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CRSH has performed better with a -21.62% return vs -41.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDD is cheaper with a 0.95% expense ratio, compared with 0.99% for CRSH.

CRSH has the higher dividend yield at 93.62%, compared with 6.11% for SDD.

SDD is categorized as Inverse Equities, while CRSH is Derivative Income. They also come from different issuers: ProShares and YieldMax. Their fees differ too: 0.95% for SDD and 0.99% for CRSH.

CRSH currently has the higher Sharpe Ratio (-0.60 vs -1.15), 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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