SDS vs. RMS.PA
Compare and contrast key facts about ProShares UltraShort S&P500 (SDS) and Hermès International Société en commandite par actions (RMS.PA).
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 RMS.PA.
Key characteristics
| SDS | RMS.PA | |
|---|---|---|
| YTD Return | -32.69% | 8.43% |
| 1Y Return | -43.49% | 10.99% |
| 3Y Return (Ann) | -17.01% | 13.26% |
| 5Y Return (Ann) | -30.99% | 26.34% |
| 10Y Return (Ann) | -26.19% | 23.74% |
| Sharpe Ratio | -1.74 | 0.36 |
| Sortino Ratio | -2.84 | 0.71 |
| Omega Ratio | 0.69 | 1.09 |
| Calmar Ratio | -0.43 | 0.42 |
| Martin Ratio | -1.47 | 0.91 |
| Ulcer Index | 28.96% | 9.75% |
| Daily Std Dev | 24.54% | 24.75% |
| Max Drawdown | -99.76% | -47.65% |
| Current Drawdown | -99.76% | -13.82% |
Correlation
The correlation between SDS and RMS.PA is -0.35. 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. RMS.PA - Performance Comparison
In the year-to-date period, SDS achieves a -32.69% return, which is significantly lower than RMS.PA's 8.43% return. Over the past 10 years, SDS has underperformed RMS.PA with an annualized return of -26.19%, while RMS.PA has yielded a comparatively higher 23.74% 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. RMS.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort S&P500 (SDS) and Hermès International Société en commandite par actions (RMS.PA). 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. RMS.PA - Dividend Comparison
SDS's dividend yield for the trailing twelve months is around 8.93%, more than RMS.PA's 0.65% 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% |
RMS.PA Hermès International Société en commandite par actions | 0.65% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
Drawdowns
SDS vs. RMS.PA - Drawdown Comparison
The maximum SDS drawdown since its inception was -99.76%, which is greater than RMS.PA's maximum drawdown of -47.65%. Use the drawdown chart below to compare losses from any high point for SDS and RMS.PA. For additional features, visit the drawdowns tool.
Volatility
SDS vs. RMS.PA - Volatility Comparison
ProShares UltraShort S&P500 (SDS) and Hermès International Société en commandite par actions (RMS.PA) have volatilities of 7.97% and 7.91%, 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.