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SKF vs. OOQB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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SKF vs. OOQB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SKF achieves a 21.68% return, which is significantly higher than OOQB's -28.69% return.


SKF

1D
-4.38%
1M
7.51%
YTD
21.68%
6M
18.48%
1Y
-1.58%
3Y*
-23.90%
5Y*
-17.65%
10Y*
-26.15%

OOQB

1D
5.72%
1M
-2.59%
YTD
-28.69%
6M
-45.98%
1Y
-14.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SKF vs. OOQB - Expense Ratio Comparison

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


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: 1212
Overall Rank
SKF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SKF Sortino Ratio Rank: 1313
Sortino Ratio Rank
SKF Omega Ratio Rank: 1313
Omega Ratio Rank
SKF Calmar Ratio Rank: 1010
Calmar Ratio Rank
SKF Martin Ratio Rank: 1010
Martin Ratio Rank

OOQB
OOQB Risk / Return Rank: 88
Overall Rank
OOQB Sharpe Ratio Rank: 77
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 1010
Sortino Ratio Rank
OOQB Omega Ratio Rank: 1010
Omega Ratio Rank
OOQB Calmar Ratio Rank: 77
Calmar Ratio Rank
OOQB Martin Ratio Rank: 66
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 ratio

Return per unit of total volatility

-0.04

-0.25

+0.20

Sortino ratio

Return per unit of downside risk

0.23

0.04

+0.18

Omega ratio

Gain probability vs. loss probability

1.03

1.01

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.11

-0.30

+0.19

Martin ratio

Return relative to average drawdown

-0.15

-0.66

+0.51

SKF vs. OOQB - Sharpe Ratio Comparison

The current SKF Sharpe Ratio is -0.04, which is higher than the OOQB Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of SKF and OOQB, 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


SKFOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

-0.25

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

-0.57

+0.07

Correlation

The correlation between SKF and OOQB is -0.42. 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.


Dividends

SKF vs. OOQB - Dividend Comparison

SKF's dividend yield for the trailing twelve months is around 3.89%, less than OOQB's 13.89% yield.


TTM20252024202320222021202020192018
SKF
ProShares UltraShort Financials
3.89%5.61%7.94%3.93%0.03%0.00%0.11%1.29%0.06%
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
13.89%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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

-39.47%

-53.44%

+13.97%

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%

-50.78%

-49.17%

Average Drawdown

Average peak-to-trough decline

-89.16%

-19.94%

-69.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.24%

23.98%

+5.26%

Volatility

SKF vs. OOQB - Volatility Comparison

The current volatility for ProShares UltraShort Financials (SKF) is 9.64%, while Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) has a volatility of 18.69%. This indicates that SKF experiences smaller price fluctuations and is considered to be less risky 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

9.64%

18.69%

-9.05%

Volatility (6M)

Calculated over the trailing 6-month period

22.75%

46.05%

-23.30%

Volatility (1Y)

Calculated over the trailing 1-year period

38.69%

59.59%

-20.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.06%

61.96%

-25.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.94%

61.96%

-21.02%