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SJB vs. SQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SJB vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short High Yield (SJB) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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SJB vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SJB
ProShares Short High Yield
1.66%-1.87%-0.84%-5.63%9.57%-6.69%-9.23%-11.42%2.47%-6.17%
SQQQ
ProShares UltraPro Short QQQ
13.99%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Returns By Period

In the year-to-date period, SJB achieves a 1.66% return, which is significantly lower than SQQQ's 13.99% return. Over the past 10 years, SJB has outperformed SQQQ with an annualized return of -4.14%, while SQQQ has yielded a comparatively lower -52.71% annualized return.


SJB

1D
-0.10%
1M
1.13%
YTD
1.66%
6M
2.17%
1Y
-0.41%
3Y*
-1.32%
5Y*
-0.66%
10Y*
-4.14%

SQQQ

1D
-3.78%
1M
10.61%
YTD
13.99%
6M
6.42%
1Y
-56.13%
3Y*
-49.39%
5Y*
-42.70%
10Y*
-52.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SJB vs. SQQQ - Expense Ratio Comparison

Both SJB and SQQQ have an expense ratio of 0.95%.


Return for Risk

SJB vs. SQQQ — Risk / Return Rank

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

SJB
SJB Risk / Return Rank: 1010
Overall Rank
SJB Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SJB Sortino Ratio Rank: 99
Sortino Ratio Rank
SJB Omega Ratio Rank: 88
Omega Ratio Rank
SJB Calmar Ratio Rank: 1010
Calmar Ratio Rank
SJB Martin Ratio Rank: 1111
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 22
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 11
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SJB vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short High Yield (SJB) and ProShares UltraPro Short QQQ (SQQQ). 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.


SJBSQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.07

-0.84

+0.76

Sortino ratio

Return per unit of downside risk

-0.06

-1.14

+1.08

Omega ratio

Gain probability vs. loss probability

0.99

0.84

+0.15

Calmar ratio

Return relative to maximum drawdown

-0.10

-0.76

+0.66

Martin ratio

Return relative to average drawdown

-0.13

-0.87

+0.75

SJB vs. SQQQ - Sharpe Ratio Comparison

The current SJB Sharpe Ratio is -0.07, which is higher than the SQQQ Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SJB and SQQQ, 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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Sharpe Ratios by Period


SJBSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.84

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

-0.64

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.49

-0.80

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

-0.85

+0.25

Correlation

The correlation between SJB and SQQQ is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SJB vs. SQQQ - Dividend Comparison

SJB's dividend yield for the trailing twelve months is around 3.40%, less than SQQQ's 5.99% yield.


TTM202520242023202220212020201920182017
SJB
ProShares Short High Yield
3.40%3.86%5.86%4.10%0.46%0.00%0.07%1.27%0.71%0.00%
SQQQ
ProShares UltraPro Short QQQ
5.99%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

SJB vs. SQQQ - Drawdown Comparison

The maximum SJB drawdown since its inception was -58.06%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SJB and SQQQ.


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Drawdown Indicators


SJBSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-100.00%

+41.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-75.23%

+68.88%

Max Drawdown (5Y)

Largest decline over 5 years

-13.30%

-95.36%

+82.06%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-99.96%

+63.44%

Current Drawdown

Current decline from peak

-57.01%

-100.00%

+42.99%

Average Drawdown

Average peak-to-trough decline

-42.30%

-92.32%

+50.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

65.40%

-60.24%

Volatility

SJB vs. SQQQ - Volatility Comparison

The current volatility for ProShares Short High Yield (SJB) is 2.25%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 19.98%. This indicates that SJB experiences smaller price fluctuations and is considered to be less risky than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SJBSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

19.98%

-17.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

38.23%

-35.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.69%

67.38%

-61.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

66.65%

-59.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.54%

65.97%

-57.43%