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SDS vs. BCS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: -0.6

Performance

SDS vs. BCS - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-99.33%
-40.99%
SDS
BCS

Key characteristics

Sharpe Ratio

SDS:

0.31

BCS:

1.17

Sortino Ratio

SDS:

0.78

BCS:

1.63

Omega Ratio

SDS:

1.08

BCS:

1.22

Calmar Ratio

SDS:

0.10

BCS:

0.56

Martin Ratio

SDS:

0.46

BCS:

10.16

Ulcer Index

SDS:

21.10%

BCS:

4.00%

Daily Std Dev

SDS:

31.60%

BCS:

34.68%

Max Drawdown

SDS:

-99.77%

BCS:

-94.39%

Current Drawdown

SDS:

-99.67%

BCS:

-59.36%

Returns By Period

In the year-to-date period, SDS achieves a 32.98% return, which is significantly higher than BCS's 0.86% return. Over the past 10 years, SDS has underperformed BCS with an annualized return of -23.14%, while BCS has yielded a comparatively higher 1.64% annualized return.


SDS

YTD

32.98%

1M

30.27%

6M

28.82%

1Y

6.97%

5Y*

-28.90%

10Y*

-23.14%

BCS

YTD

0.86%

1M

-18.90%

6M

11.05%

1Y

39.80%

5Y*

31.92%

10Y*

1.64%

*Annualized

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Risk-Adjusted Performance

SDS vs. BCS — Risk-Adjusted Performance Rank

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

SDS
The Risk-Adjusted Performance Rank of SDS is 4949
Overall Rank
The Sharpe Ratio Rank of SDS is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SDS is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SDS is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SDS is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SDS is 3838
Martin Ratio Rank

BCS
The Risk-Adjusted Performance Rank of BCS is 8484
Overall Rank
The Sharpe Ratio Rank of BCS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BCS is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BCS is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BCS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BCS is 9595
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.

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.


The chart of Sharpe ratio for SDS, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.00
SDS: 0.31
BCS: 1.17
The chart of Sortino ratio for SDS, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.00
SDS: 0.78
BCS: 1.63
The chart of Omega ratio for SDS, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
SDS: 1.08
BCS: 1.22
The chart of Calmar ratio for SDS, currently valued at 0.10, compared to the broader market0.005.0010.0015.00
SDS: 0.10
BCS: 0.56
The chart of Martin ratio for SDS, currently valued at 0.46, compared to the broader market0.0020.0040.0060.0080.00100.00
SDS: 0.46
BCS: 10.16

The current SDS Sharpe Ratio is 0.31, which is lower than the BCS Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of SDS and BCS, 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-2.00-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.31
1.17
SDS
BCS

Dividends

SDS vs. BCS - Dividend Comparison

SDS's dividend yield for the trailing twelve months is around 5.57%, more than BCS's 3.24% yield.


TTM20242023202220212020201920182017201620152014
SDS
ProShares UltraShort S&P500
5.57%7.89%5.77%0.35%0.00%0.55%1.84%1.28%0.09%0.00%0.00%0.00%
BCS
Barclays PLC
3.24%3.17%4.84%4.02%1.61%3.90%3.76%3.21%1.40%2.32%3.02%2.84%

Drawdowns

SDS vs. BCS - Drawdown Comparison

The maximum SDS drawdown since its inception was -99.77%, 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.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-99.67%
-59.36%
SDS
BCS

Volatility

SDS vs. BCS - Volatility Comparison

ProShares UltraShort S&P500 (SDS) and Barclays PLC (BCS) have volatilities of 17.47% and 17.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.47%
17.07%
SDS
BCS