SDOW vs. ^DJI
Compare and contrast key facts about ProShares UltraPro Short Dow30 (SDOW) and Dow Jones Industrial Average (^DJI).
SDOW is a passively managed fund by ProShares that tracks the performance of the Dow Jones Industrial Average (-300%). It was launched on Feb 11, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDOW or ^DJI.
Correlation
The correlation between SDOW and ^DJI is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SDOW vs. ^DJI - Performance Comparison
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Key characteristics
SDOW:
-0.43
^DJI:
0.41
SDOW:
-0.37
^DJI:
0.70
SDOW:
0.95
^DJI:
1.10
SDOW:
-0.24
^DJI:
0.42
SDOW:
-1.00
^DJI:
1.44
SDOW:
24.02%
^DJI:
4.79%
SDOW:
51.44%
^DJI:
17.22%
SDOW:
-99.94%
^DJI:
-53.78%
SDOW:
-99.93%
^DJI:
-5.24%
Returns By Period
In the year-to-date period, SDOW achieves a -7.98% return, which is significantly lower than ^DJI's 0.26% return. Over the past 10 years, SDOW has underperformed ^DJI with an annualized return of -35.85%, while ^DJI has yielded a comparatively higher 8.84% annualized return.
SDOW
-7.98%
-20.16%
-1.56%
-21.89%
-37.38%
-35.85%
^DJI
0.26%
7.53%
-1.82%
6.99%
12.51%
8.84%
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Risk-Adjusted Performance
SDOW vs. ^DJI — Risk-Adjusted Performance Rank
SDOW
^DJI
SDOW vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short Dow30 (SDOW) and Dow Jones Industrial Average (^DJI). 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.
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Drawdowns
SDOW vs. ^DJI - Drawdown Comparison
The maximum SDOW drawdown since its inception was -99.94%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for SDOW and ^DJI. For additional features, visit the drawdowns tool.
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Volatility
SDOW vs. ^DJI - Volatility Comparison
ProShares UltraPro Short Dow30 (SDOW) has a higher volatility of 16.86% compared to Dow Jones Industrial Average (^DJI) at 5.51%. This indicates that SDOW's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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