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SDS vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

SDS vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort S&P500 (SDS) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDS achieves a -12.83% return, which is significantly lower than ^NDX's 16.23% return. Over the past 10 years, SDS has underperformed ^NDX with an annualized return of -27.73%, while ^NDX has yielded a comparatively higher 21.21% annualized return.


SDS

1D
2.84%
1M
2.91%
YTD
-12.83%
6M
-11.09%
1Y
-30.33%
3Y*
-27.00%
5Y*
-20.88%
10Y*
-27.73%

^NDX

1D
-3.29%
1M
-0.46%
YTD
16.23%
6M
14.69%
1Y
34.27%
3Y*
25.37%
5Y*
15.36%
10Y*
21.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDS vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDS
ProShares UltraShort S&P500
-12.83%-26.79%-29.45%-31.53%30.69%-43.02%-49.91%-41.17%6.04%-32.02%
^NDX
NASDAQ 100 Index
16.23%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%

Correlation

The correlation between SDS and ^NDX is -0.94, 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

-0.94

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

-0.93

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

-0.94

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

-0.91

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2006

-0.89

The correlation between SDS and ^NDX has been stable across timeframes, ranging from -0.94 to -0.89 - a consistent structural relationship.

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Return for Risk

SDS vs. ^NDX — Risk / Return Rank

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

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

^NDX
^NDX Risk / Return Rank: 6666
Overall Rank
^NDX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 6161
Sortino Ratio Rank
^NDX Omega Ratio Rank: 6565
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7272
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7171
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.

SDS vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort S&P500 (SDS) and NASDAQ 100 Index (^NDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SDS^NDXDifference
Sharpe ratioReturn per unit of total volatility

-3.14

Sortino ratioReturn per unit of downside risk

-4.37

Omega ratioGain probability vs. loss probability

0.80

1.34

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.92

2.84

-3.76

Martin ratioReturn relative to average drawdown

-1.65

10.49

-12.14

SDS vs. ^NDX - Sharpe Ratio Comparison

The current SDS Sharpe Ratio is -1.22, which is lower than the ^NDX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SDS and ^NDX, 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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Drawdowns

SDS vs. ^NDX - Drawdown Comparison

The maximum SDS drawdown since its inception was -99.85%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for SDS and ^NDX.


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Drawdown Indicators


SDS^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-99.85%

-82.90%

-16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-33.08%

-12.12%

-20.96%

Max Drawdown (3Y)

Largest decline over 3 years

-68.14%

-22.93%

-45.21%

Max Drawdown (5Y)

Largest decline over 5 years

-75.54%

-35.56%

-39.98%

Max Drawdown (10Y)

Largest decline over 10 years

-96.48%

-35.56%

-60.92%

Current Drawdown

Current decline from peak

-99.84%

-4.28%

-95.56%

Average Drawdown

Average peak-to-trough decline

-82.76%

-24.60%

-58.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.05%

3.28%

+16.77%

Volatility

SDS vs. ^NDX - Volatility Comparison

ProShares UltraShort S&P500 (SDS) has a higher volatility of 9.60% compared to NASDAQ 100 Index (^NDX) at 9.08%. This indicates that SDS's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDS^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

9.08%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

19.65%

14.56%

+5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

24.92%

18.03%

+6.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.84%

22.89%

+10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.85%

22.65%

+13.20%

Frequently Asked Questions


SDS and ^NDX have a correlation of -0.94, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDS has higher volatility (9.60%) compared to ^NDX (9.08%). In terms of maximum drawdown, SDS dropped -99.85% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (1.91 vs -1.22), 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.

Portfolio Optimizer

Find the right allocation for SDS and ^NDX

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