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SKF vs. OOQB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKF vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Financials (SKF) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SKF achieves a 15.68% return, which is significantly higher than OOQB's -18.43% return.


SKF

1D
2.34%
1M
3.32%
YTD
15.68%
6M
10.42%
1Y
2.16%
3Y*
-24.34%
5Y*
-15.11%
10Y*
-25.91%

OOQB

1D
0.00%
1M
0.00%
YTD
-18.43%
6M
-24.99%
1Y
-27.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKF vs. OOQB - Yearly Performance Comparison


Correlation

The correlation between SKF and OOQB is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.29

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.38

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Return for Risk

SKF vs. OOQB — Risk / Return Rank

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

SKF
SKF Risk / Return Rank: 1010
Overall Rank
SKF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SKF Sortino Ratio Rank: 1111
Sortino Ratio Rank
SKF Omega Ratio Rank: 1010
Omega Ratio Rank
SKF Calmar Ratio Rank: 1010
Calmar Ratio Rank
SKF Martin Ratio Rank: 1010
Martin Ratio Rank

OOQB
OOQB Risk / Return Rank: 44
Overall Rank
OOQB Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 55
Sortino Ratio Rank
OOQB Omega Ratio Rank: 44
Omega Ratio Rank
OOQB Calmar Ratio Rank: 44
Calmar Ratio Rank
OOQB 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.

SKF vs. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Financials (SKF) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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.


SKFOOQBDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.04

0.94

+0.10

Calmar ratioReturn relative to maximum drawdown

0.10

-0.51

+0.62

Martin ratioReturn relative to average drawdown

0.19

-0.91

+1.10

SKF vs. OOQB - Sharpe Ratio Comparison

The current SKF Sharpe Ratio is 0.08, which is higher than the OOQB Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SKF and OOQB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SKFOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

-0.53

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

-0.41

-0.10

Drawdowns

SKF vs. OOQB - Drawdown Comparison

The maximum SKF drawdown since its inception was -99.96%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for SKF and OOQB.


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Drawdown Indicators


SKFOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-53.44%

-46.52%

Max Drawdown (1Y)

Largest decline over 1 year

-20.76%

-53.44%

+32.68%

Max Drawdown (3Y)

Largest decline over 3 years

-68.09%

Max Drawdown (5Y)

Largest decline over 5 years

-72.40%

Max Drawdown (10Y)

Largest decline over 10 years

-96.51%

Current Drawdown

Current decline from peak

-99.95%

-43.69%

-56.26%

Average Drawdown

Average peak-to-trough decline

-89.26%

-23.26%

-66.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.13%

30.11%

-18.98%

Volatility

SKF vs. OOQB - Volatility Comparison

ProShares UltraShort Financials (SKF) has a higher volatility of 6.29% compared to Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) at 0.00%. This indicates that SKF's price experiences larger fluctuations and is considered to be riskier than OOQB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKFOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

0.00%

+6.29%

Volatility (6M)

Calculated over the trailing 6-month period

21.80%

39.39%

-17.59%

Volatility (1Y)

Calculated over the trailing 1-year period

28.85%

51.57%

-22.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.03%

58.12%

-22.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.90%

58.12%

-17.22%

SKF vs. OOQB - Expense Ratio Comparison

SKF has a 0.95% expense ratio, which is higher than OOQB's 0.75% expense ratio.


Dividends

SKF vs. OOQB - Dividend Comparison

SKF's dividend yield for the trailing twelve months is around 4.09%, less than OOQB's 11.62% yield.


PositionTTM20252024202320222021202020192018
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
11.62%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKF
ProShares UltraShort Financials
4.09%5.61%7.94%3.93%0.03%0.00%0.11%1.29%0.06%

Frequently Asked Questions


SKF and OOQB have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKF has higher volatility (6.29%) compared to OOQB (0.00%). In terms of maximum drawdown, SKF dropped -99.96% vs OOQB's -53.44%.

On 1-year performance, SKF leads with 2.16% vs -27.35% for OOQB. On fees, OOQB is cheaper at 0.75% per year. On volatility, OOQB has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SKF has performed better with a 2.16% return vs -27.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OOQB is cheaper with a 0.75% expense ratio, compared with 0.95% for SKF.

OOQB has the higher dividend yield at 11.62%, compared with 4.09% for SKF.

SKF is categorized as Leveraged Equities, while OOQB is Nasdaq-100. They also come from different issuers: ProShares and Volatility Shares. Their fees differ too: 0.95% for SKF and 0.75% for OOQB.

SKF currently has the higher Sharpe Ratio (0.08 vs -0.53), 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.

Portfolio Optimizer

Find the right allocation for SKF and OOQB

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