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SH vs. FR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-0.6

Performance

SH vs. FR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short S&P500 (SH) and First Industrial Realty Trust, Inc. (FR). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-4.79%
-4.26%
SH
FR

Key characteristics

Sharpe Ratio

SH:

-1.24

FR:

0.02

Sortino Ratio

SH:

-1.82

FR:

0.17

Omega Ratio

SH:

0.80

FR:

1.02

Calmar Ratio

SH:

-0.17

FR:

0.01

Martin Ratio

SH:

-1.52

FR:

0.04

Ulcer Index

SH:

10.37%

FR:

7.98%

Daily Std Dev

SH:

12.72%

FR:

20.67%

Max Drawdown

SH:

-93.70%

FR:

-95.42%

Current Drawdown

SH:

-93.56%

FR:

-17.10%

Returns By Period

In the year-to-date period, SH achieves a -1.65% return, which is significantly lower than FR's 1.30% return. Over the past 10 years, SH has underperformed FR with an annualized return of -12.16%, while FR has yielded a comparatively higher 11.63% annualized return.


SH

YTD

-1.65%

1M

-0.63%

6M

-4.69%

1Y

-14.02%

5Y*

-13.00%

10Y*

-12.16%

FR

YTD

1.30%

1M

0.84%

6M

-4.97%

1Y

-2.68%

5Y*

6.14%

10Y*

11.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SH vs. FR — Risk-Adjusted Performance Rank

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

SH
The Risk-Adjusted Performance Rank of SH is 11
Overall Rank
The Sharpe Ratio Rank of SH is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of SH is 00
Sortino Ratio Rank
The Omega Ratio Rank of SH is 00
Omega Ratio Rank
The Calmar Ratio Rank of SH is 44
Calmar Ratio Rank
The Martin Ratio Rank of SH is 11
Martin Ratio Rank

FR
The Risk-Adjusted Performance Rank of FR is 4242
Overall Rank
The Sharpe Ratio Rank of FR is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FR is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FR is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FR is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FR is 4545
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.

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.


Sharpe ratio
The chart of Sharpe ratio for SH, currently valued at -1.24, compared to the broader market0.002.004.00-1.240.02
The chart of Sortino ratio for SH, currently valued at -1.82, compared to the broader market0.005.0010.00-1.820.17
The chart of Omega ratio for SH, currently valued at 0.80, compared to the broader market1.002.003.000.801.02
The chart of Calmar ratio for SH, currently valued at -0.17, compared to the broader market0.005.0010.0015.0020.00-0.170.01
The chart of Martin ratio for SH, currently valued at -1.52, compared to the broader market0.0020.0040.0060.0080.00100.00-1.520.04
SH
FR

The current SH Sharpe Ratio is -1.24, which is lower than the FR Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of SH and FR, 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-2.00-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-1.24
0.02
SH
FR

Dividends

SH vs. FR - Dividend Comparison

SH's dividend yield for the trailing twelve months is around 6.30%, more than FR's 2.91% yield.


TTM20242023202220212020201920182017201620152014
SH
ProShares Short S&P500
6.30%6.20%5.37%0.32%0.00%0.16%1.76%1.01%0.06%0.00%0.00%0.00%
FR
First Industrial Realty Trust, Inc.
2.91%2.95%2.43%2.45%1.63%2.37%2.22%3.02%2.67%2.71%2.31%2.00%

Drawdowns

SH vs. FR - Drawdown Comparison

The maximum SH drawdown since its inception was -93.70%, 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-93.56%
-17.10%
SH
FR

Volatility

SH vs. FR - Volatility Comparison

The current volatility for ProShares Short S&P500 (SH) is 5.03%, while First Industrial Realty Trust, Inc. (FR) has a volatility of 6.92%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.03%
6.92%
SH
FR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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