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SGD vs. USD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGD and USD is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SGD vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Safe and Green Development Corporation (SGD) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SGD:

-0.82

USD:

0.06

Sortino Ratio

SGD:

-2.11

USD:

0.82

Omega Ratio

SGD:

0.76

USD:

1.11

Calmar Ratio

SGD:

-0.92

USD:

0.13

Martin Ratio

SGD:

-1.28

USD:

0.27

Ulcer Index

SGD:

71.32%

USD:

30.68%

Daily Std Dev

SGD:

112.62%

USD:

99.49%

Max Drawdown

SGD:

-99.40%

USD:

-87.94%

Current Drawdown

SGD:

-99.35%

USD:

-32.63%

Returns By Period

In the year-to-date period, SGD achieves a -67.85% return, which is significantly lower than USD's -14.97% return.


SGD

YTD

-67.85%

1M

-28.91%

6M

-52.84%

1Y

-92.20%

3Y*

N/A

5Y*

N/A

10Y*

N/A

USD

YTD

-14.97%

1M

68.79%

6M

-18.31%

1Y

6.34%

3Y*

66.09%

5Y*

53.53%

10Y*

41.78%

*Annualized

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ProShares Ultra Semiconductors

Risk-Adjusted Performance

SGD vs. USD — Risk-Adjusted Performance Rank

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

SGD
The Risk-Adjusted Performance Rank of SGD is 66
Overall Rank
The Sharpe Ratio Rank of SGD is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SGD is 22
Sortino Ratio Rank
The Omega Ratio Rank of SGD is 33
Omega Ratio Rank
The Calmar Ratio Rank of SGD is 22
Calmar Ratio Rank
The Martin Ratio Rank of SGD is 1313
Martin Ratio Rank

USD
The Risk-Adjusted Performance Rank of USD is 3232
Overall Rank
The Sharpe Ratio Rank of USD is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of USD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of USD is 2525
Calmar Ratio Rank
The Martin Ratio Rank of USD is 2121
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.

SGD vs. USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Safe and Green Development Corporation (SGD) and ProShares Ultra Semiconductors (USD). 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 current SGD Sharpe Ratio is -0.82, which is lower than the USD Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SGD and USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SGD vs. USD - Dividend Comparison

SGD has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.21%.


TTM20242023202220212020201920182017201620152014
SGD
Safe and Green Development Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.21%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%7.11%0.39%2.71%

Drawdowns

SGD vs. USD - Drawdown Comparison

The maximum SGD drawdown since its inception was -99.40%, which is greater than USD's maximum drawdown of -87.94%. Use the drawdown chart below to compare losses from any high point for SGD and USD. For additional features, visit the drawdowns tool.


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Volatility

SGD vs. USD - Volatility Comparison

Safe and Green Development Corporation (SGD) has a higher volatility of 36.23% compared to ProShares Ultra Semiconductors (USD) at 18.41%. This indicates that SGD's price experiences larger fluctuations and is considered to be riskier than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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