SDS vs. BCS
Compare and contrast key facts about ProShares UltraShort S&P500 (SDS) and Barclays PLC (BCS).
SDS is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (-200%). It was launched on Jul 11, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDS or BCS.
Key characteristics
| SDS | BCS | |
|---|---|---|
| YTD Return | -32.69% | 73.63% |
| 1Y Return | -43.49% | 105.44% |
| 3Y Return (Ann) | -17.01% | 12.36% |
| 5Y Return (Ann) | -30.99% | 13.00% |
| 10Y Return (Ann) | -26.19% | 1.85% |
| Sharpe Ratio | -1.74 | 3.33 |
| Sortino Ratio | -2.84 | 3.90 |
| Omega Ratio | 0.69 | 1.53 |
| Calmar Ratio | -0.43 | 1.30 |
| Martin Ratio | -1.47 | 24.54 |
| Ulcer Index | 28.96% | 4.27% |
| Daily Std Dev | 24.54% | 31.47% |
| Max Drawdown | -99.76% | -94.39% |
| Current Drawdown | -99.76% | -60.41% |
Correlation
The correlation between SDS and BCS is -0.60. 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.
Performance
SDS vs. BCS - Performance Comparison
In the year-to-date period, SDS achieves a -32.69% return, which is significantly lower than BCS's 73.63% return. Over the past 10 years, SDS has underperformed BCS with an annualized return of -26.19%, while BCS has yielded a comparatively higher 1.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SDS vs. BCS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort S&P500 (SDS) and Barclays PLC (BCS). 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.
Dividends
SDS vs. BCS - Dividend Comparison
SDS's dividend yield for the trailing twelve months is around 8.93%, more than BCS's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDS ProShares UltraShort S&P500 | 8.93% | 5.77% | 0.35% | 0.00% | 0.55% | 1.84% | 1.28% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
BCS Barclays PLC | 3.18% | 4.87% | 4.17% | 1.60% | 3.90% | 3.72% | 3.21% | 1.39% | 2.25% | 3.09% | 2.87% | 2.09% |
Drawdowns
SDS vs. BCS - Drawdown Comparison
The maximum SDS drawdown since its inception was -99.76%, which is greater than BCS's maximum drawdown of -94.39%. Use the drawdown chart below to compare losses from any high point for SDS and BCS. For additional features, visit the drawdowns tool.
Volatility
SDS vs. BCS - Volatility Comparison
The current volatility for ProShares UltraShort S&P500 (SDS) is 7.97%, while Barclays PLC (BCS) has a volatility of 11.10%. This indicates that SDS experiences smaller price fluctuations and is considered to be less risky than BCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.