SH vs. FR
Compare and contrast key facts about ProShares Short S&P500 (SH) and First Industrial Realty Trust, Inc. (FR).
SH is a passively managed fund by ProShares that tracks the performance of the S&P 500 (-100%). It was launched on Jun 19, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SH or FR.
Key characteristics
| SH | FR | |
|---|---|---|
| YTD Return | -15.63% | 2.55% |
| 1Y Return | -21.25% | 28.00% |
| 3Y Return (Ann) | -6.12% | -2.02% |
| 5Y Return (Ann) | -14.39% | 7.29% |
| 10Y Return (Ann) | -12.36% | 13.55% |
| Sharpe Ratio | -1.75 | 1.19 |
| Sortino Ratio | -2.56 | 1.75 |
| Omega Ratio | 0.72 | 1.22 |
| Calmar Ratio | -0.23 | 0.77 |
| Martin Ratio | -1.56 | 3.61 |
| Ulcer Index | 13.56% | 7.06% |
| Daily Std Dev | 12.11% | 21.52% |
| Max Drawdown | -93.65% | -95.42% |
| Current Drawdown | -93.63% | -14.36% |
Correlation
The correlation between SH and FR is -0.58. 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
SH vs. FR - Performance Comparison
In the year-to-date period, SH achieves a -15.63% return, which is significantly lower than FR's 2.55% return. Over the past 10 years, SH has underperformed FR with an annualized return of -12.36%, while FR has yielded a comparatively higher 13.55% 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
SH vs. FR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Short S&P500 (SH) and First Industrial Realty Trust, Inc. (FR). 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
SH vs. FR - Dividend Comparison
SH's dividend yield for the trailing twelve months is around 6.81%, more than FR's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SH ProShares Short S&P500 | 6.81% | 5.37% | 0.32% | 0.00% | 0.16% | 1.49% | 1.01% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
FR First Industrial Realty Trust, Inc. | 2.71% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.02% | 2.67% | 2.71% | 2.31% | 2.00% | 1.95% |
Drawdowns
SH vs. FR - Drawdown Comparison
The maximum SH drawdown since its inception was -93.65%, roughly equal to the maximum FR drawdown of -95.42%. Use the drawdown chart below to compare losses from any high point for SH and FR. For additional features, visit the drawdowns tool.
Volatility
SH vs. FR - Volatility Comparison
The current volatility for ProShares Short S&P500 (SH) is 3.89%, while First Industrial Realty Trust, Inc. (FR) has a volatility of 5.25%. This indicates that SH experiences smaller price fluctuations and is considered to be less risky than FR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.