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SDOW vs. SQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDOW and SQQQ is -0.87. 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.


-0.50.00.51.0
Correlation: -0.9

Performance

SDOW vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short Dow30 (SDOW) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

-100.00%-99.98%-99.96%-99.94%-99.92%-99.90%NovemberDecember2025FebruaryMarchApril
-99.92%
-100.00%
SDOW
SQQQ

Key characteristics

Sharpe Ratio

SDOW:

-0.33

SQQQ:

-0.58

Sortino Ratio

SDOW:

-0.14

SQQQ:

-0.50

Omega Ratio

SDOW:

0.98

SQQQ:

0.93

Calmar Ratio

SDOW:

-0.17

SQQQ:

-0.43

Martin Ratio

SDOW:

-0.68

SQQQ:

-1.17

Ulcer Index

SDOW:

24.32%

SQQQ:

36.71%

Daily Std Dev

SDOW:

50.90%

SQQQ:

75.02%

Max Drawdown

SDOW:

-99.94%

SQQQ:

-100.00%

Current Drawdown

SDOW:

-99.92%

SQQQ:

-100.00%

Returns By Period

In the year-to-date period, SDOW achieves a 10.86% return, which is significantly higher than SQQQ's 6.61% return. Over the past 10 years, SDOW has outperformed SQQQ with an annualized return of -35.00%, while SQQQ has yielded a comparatively lower -50.76% annualized return.


SDOW

YTD

10.86%

1M

10.95%

6M

9.88%

1Y

-15.23%

5Y*

-35.20%

10Y*

-35.00%

SQQQ

YTD

6.61%

1M

-0.96%

6M

-5.79%

1Y

-39.95%

5Y*

-52.57%

10Y*

-50.76%

*Annualized

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SDOW vs. SQQQ - Expense Ratio Comparison

Both SDOW and SQQQ have an expense ratio of 0.95%.


Expense ratio chart for SDOW: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SDOW: 0.95%
Expense ratio chart for SQQQ: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SQQQ: 0.95%

Risk-Adjusted Performance

SDOW vs. SQQQ — Risk-Adjusted Performance Rank

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

SDOW
The Risk-Adjusted Performance Rank of SDOW is 1111
Overall Rank
The Sharpe Ratio Rank of SDOW is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SDOW is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SDOW is 1212
Omega Ratio Rank
The Calmar Ratio Rank of SDOW is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SDOW is 1010
Martin Ratio Rank

SQQQ
The Risk-Adjusted Performance Rank of SQQQ is 55
Overall Rank
The Sharpe Ratio Rank of SQQQ is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SQQQ is 66
Sortino Ratio Rank
The Omega Ratio Rank of SQQQ is 66
Omega Ratio Rank
The Calmar Ratio Rank of SQQQ is 33
Calmar Ratio Rank
The Martin Ratio Rank of SQQQ is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDOW vs. SQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short Dow30 (SDOW) and ProShares UltraPro Short QQQ (SQQQ). 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.


The chart of Sharpe ratio for SDOW, currently valued at -0.33, compared to the broader market-1.000.001.002.003.004.00
SDOW: -0.33
SQQQ: -0.58
The chart of Sortino ratio for SDOW, currently valued at -0.14, compared to the broader market-2.000.002.004.006.008.00
SDOW: -0.14
SQQQ: -0.50
The chart of Omega ratio for SDOW, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
SDOW: 0.98
SQQQ: 0.93
The chart of Calmar ratio for SDOW, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.0012.00
SDOW: -0.17
SQQQ: -0.43
The chart of Martin ratio for SDOW, currently valued at -0.68, compared to the broader market0.0020.0040.0060.00
SDOW: -0.68
SQQQ: -1.17

The current SDOW Sharpe Ratio is -0.33, which is higher than the SQQQ Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of SDOW and SQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.33
-0.58
SDOW
SQQQ

Dividends

SDOW vs. SQQQ - Dividend Comparison

SDOW's dividend yield for the trailing twelve months is around 6.87%, less than SQQQ's 8.71% yield.


TTM20242023202220212020201920182017
SDOW
ProShares UltraPro Short Dow30
6.87%8.30%5.38%0.36%0.00%0.52%2.17%1.23%0.09%
SQQQ
ProShares UltraPro Short QQQ
8.71%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

SDOW vs. SQQQ - Drawdown Comparison

The maximum SDOW drawdown since its inception was -99.94%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SDOW and SQQQ. For additional features, visit the drawdowns tool.


-100.00%-99.98%-99.96%-99.94%-99.92%-99.90%NovemberDecember2025FebruaryMarchApril
-99.92%
-100.00%
SDOW
SQQQ

Volatility

SDOW vs. SQQQ - Volatility Comparison

The current volatility for ProShares UltraPro Short Dow30 (SDOW) is 38.10%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 56.15%. This indicates that SDOW experiences smaller price fluctuations and is considered to be less risky than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
38.10%
56.15%
SDOW
SQQQ