SHNY vs. PSCC
SHNY (MicroSectors Gold 3X Leveraged ETN) and PSCC (Invesco S&P SmallCap Consumer Staples ETF) are both exchange-traded funds - SHNY is a Leveraged Commodities fund managed by BMO, while PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples. Over the past 3 years, SHNY returned 53.91%/yr vs -1.02%/yr for PSCC. At a 0.06 correlation, their price movements are largely independent. SHNY charges 0.95%/yr vs 0.29%/yr for PSCC.
Performance
SHNY vs. PSCC - Performance Comparison
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Returns By Period
In the year-to-date period, SHNY achieves a -21.88% return, which is significantly lower than PSCC's 7.16% return.
SHNY
- 1D
- -10.99%
- 1M
- -25.58%
- YTD
- -21.88%
- 6M
- -17.79%
- 1Y
- 41.98%
- 3Y*
- 53.91%
- 5Y*
- —
- 10Y*
- —
PSCC
- 1D
- 1.46%
- 1M
- 0.51%
- YTD
- 7.16%
- 6M
- 6.18%
- 1Y
- -2.82%
- 3Y*
- -1.02%
- 5Y*
- -0.20%
- 10Y*
- 6.30%
SHNY vs. PSCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SHNY MicroSectors Gold 3X Leveraged ETN | -21.88% | 214.54% | 50.30% | 12.52% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 7.16% | -16.47% | 0.98% | 5.53% |
Correlation
The correlation between SHNY and PSCC is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2023 | 0.06 |
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Return for Risk
SHNY vs. PSCC — Risk / Return Rank
SHNY
PSCC
SHNY vs. PSCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold 3X Leveraged ETN (SHNY) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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.
| SHNY | PSCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.99 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | -0.13 | +0.74 |
| Martin ratioReturn relative to average drawdown | 1.39 | -0.22 | +1.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHNY | PSCC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | -0.12 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.01 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.56 | +0.37 |
Drawdowns
SHNY vs. PSCC - Drawdown Comparison
The maximum SHNY drawdown since its inception was -58.90%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for SHNY and PSCC.
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Drawdown Indicators
| SHNY | PSCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.90% | -33.61% | -25.29% |
Max Drawdown (1Y)Largest decline over 1 year | -58.90% | -15.17% | -43.73% |
Max Drawdown (3Y)Largest decline over 3 years | -58.90% | -23.36% | -35.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.61% | — |
Current DrawdownCurrent decline from peak | -58.90% | -16.33% | -42.57% |
Average DrawdownAverage peak-to-trough decline | -15.04% | -5.98% | -9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.15% | 8.68% | +17.47% |
Volatility
SHNY vs. PSCC - Volatility Comparison
MicroSectors Gold 3X Leveraged ETN (SHNY) has a higher volatility of 17.36% compared to Invesco S&P SmallCap Consumer Staples ETF (PSCC) at 4.71%. This indicates that SHNY's price experiences larger fluctuations and is considered to be riskier than PSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHNY | PSCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.36% | 4.71% | +12.65% |
Volatility (6M)Calculated over the trailing 6-month period | 71.84% | 10.80% | +61.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 79.57% | 16.50% | +63.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.63% | 18.24% | +40.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.63% | 19.29% | +39.34% |
SHNY vs. PSCC - Expense Ratio Comparison
SHNY has a 0.95% expense ratio, which is higher than PSCC's 0.29% expense ratio.
Dividends
SHNY vs. PSCC - Dividend Comparison
SHNY has not paid dividends to shareholders, while PSCC's dividend yield for the trailing twelve months is around 2.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCC Invesco S&P SmallCap Consumer Staples ETF | 2.08% | 2.35% | 1.88% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% |
SHNY MicroSectors Gold 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SHNY and PSCC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHNY has higher volatility (17.36%) compared to PSCC (4.71%). In terms of maximum drawdown, SHNY dropped -58.90% vs PSCC's -33.61%.
On 3-year performance, SHNY leads with 53.91% vs -1.02% for PSCC. On fees, PSCC is cheaper at 0.29% per year. On volatility, PSCC has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SHNY has performed better with a 53.91% return vs -1.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PSCC is cheaper with a 0.29% expense ratio, compared with 0.95% for SHNY.
PSCC has the higher dividend yield at 2.08%, compared with 0.00% for SHNY.
SHNY is categorized as Leveraged Commodities, while PSCC is Consumer Staples Equities. They also come from different issuers: BMO and Invesco. Their fees differ too: 0.95% for SHNY and 0.29% for PSCC.
SHNY currently has the higher Sharpe Ratio (0.46 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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