Correlation
The correlation between SDS and BCS is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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.
Performance
SDS vs. BCS - Performance Comparison
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Key characteristics
SDS:
-0.57
BCS:
1.76
SDS:
-0.68
BCS:
2.30
SDS:
0.91
BCS:
1.31
SDS:
-0.24
BCS:
0.94
SDS:
-1.26
BCS:
13.37
SDS:
18.82%
BCS:
4.84%
SDS:
39.16%
BCS:
35.81%
SDS:
-99.77%
BCS:
-94.39%
SDS:
-99.77%
BCS:
-44.49%
Returns By Period
In the year-to-date period, SDS achieves a -7.18% return, which is significantly lower than BCS's 37.77% return. Over the past 10 years, SDS has underperformed BCS with an annualized return of -25.60%, while BCS has yielded a comparatively higher 4.24% annualized return.
SDS
-7.18%
-9.39%
-1.54%
-22.31%
-22.02%
-26.76%
-25.60%
BCS
37.77%
10.71%
36.13%
62.51%
34.18%
27.70%
4.24%
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Risk-Adjusted Performance
SDS vs. BCS — Risk-Adjusted Performance Rank
SDS
BCS
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.
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Dividends
SDS vs. BCS - Dividend Comparison
SDS's dividend yield for the trailing twelve months is around 7.99%, more than BCS's 2.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDS ProShares UltraShort S&P500 | 7.99% | 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 | 2.35% | 3.13% | 4.87% | 4.17% | 1.60% | 3.90% | 3.72% | 3.21% | 1.39% | 2.25% | 3.09% | 2.87% |
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.
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Volatility
SDS vs. BCS - Volatility Comparison
ProShares UltraShort S&P500 (SDS) has a higher volatility of 9.52% compared to Barclays PLC (BCS) at 5.14%. This indicates that SDS's price experiences larger fluctuations and is considered to be riskier than BCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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