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SKF vs. PSQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SKF vs. PSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Financials (SKF) and ProShares Short QQQ (PSQ). The values are adjusted to include any dividend payments, if applicable.

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SKF vs. PSQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKF
ProShares UltraShort Financials
21.76%-23.99%-36.29%-21.78%17.63%-47.66%-42.40%-42.97%16.42%-31.70%
PSQ
ProShares Short QQQ
5.77%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%

Returns By Period

In the year-to-date period, SKF achieves a 21.76% return, which is significantly higher than PSQ's 5.77% return. Over the past 10 years, SKF has underperformed PSQ with an annualized return of -26.15%, while PSQ has yielded a comparatively higher -17.31% annualized return.


SKF

1D
0.06%
1M
6.91%
YTD
21.76%
6M
16.27%
1Y
-1.91%
3Y*
-23.89%
5Y*
-17.64%
10Y*
-26.15%

PSQ

1D
-1.24%
1M
4.02%
YTD
5.77%
6M
4.77%
1Y
-17.84%
3Y*
-14.97%
5Y*
-11.15%
10Y*
-17.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SKF vs. PSQ - Expense Ratio Comparison

Both SKF and PSQ have an expense ratio of 0.95%.


Return for Risk

SKF vs. PSQ — 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: 1010
Sharpe Ratio Rank
SKF Sortino Ratio Rank: 1313
Sortino Ratio Rank
SKF Omega Ratio Rank: 1313
Omega Ratio Rank
SKF Calmar Ratio Rank: 1111
Calmar Ratio Rank
SKF Martin Ratio Rank: 1111
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 33
Overall Rank
PSQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 22
Sortino Ratio Rank
PSQ Omega Ratio Rank: 11
Omega Ratio Rank
PSQ Calmar Ratio Rank: 33
Calmar Ratio Rank
PSQ Martin Ratio Rank: 77
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. PSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Financials (SKF) and ProShares Short QQQ (PSQ). 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.


SKFPSQDifference

Sharpe ratio

Return per unit of total volatility

-0.05

-0.79

+0.74

Sortino ratio

Return per unit of downside risk

0.22

-1.00

+1.22

Omega ratio

Gain probability vs. loss probability

1.03

0.86

+0.17

Calmar ratio

Return relative to maximum drawdown

-0.04

-0.54

+0.51

Martin ratio

Return relative to average drawdown

-0.05

-0.68

+0.63

SKF vs. PSQ - Sharpe Ratio Comparison

The current SKF Sharpe Ratio is -0.05, which is higher than the PSQ Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of SKF and PSQ, 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


SKFPSQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

-0.79

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

-0.50

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

-0.78

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

-0.72

+0.22

Correlation

The correlation between SKF and PSQ is 0.66, 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

SKF vs. PSQ - Dividend Comparison

SKF's dividend yield for the trailing twelve months is around 3.88%, less than PSQ's 4.14% yield.


TTM202520242023202220212020201920182017
SKF
ProShares UltraShort Financials
3.88%5.61%7.94%3.93%0.03%0.00%0.11%1.29%0.06%0.00%
PSQ
ProShares Short QQQ
4.14%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%

Drawdowns

SKF vs. PSQ - Drawdown Comparison

The maximum SKF drawdown since its inception was -99.96%, roughly equal to the maximum PSQ drawdown of -97.99%. Use the drawdown chart below to compare losses from any high point for SKF and PSQ.


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Drawdown Indicators


SKFPSQDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-97.99%

-1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-39.47%

-33.97%

-5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-72.40%

-54.95%

-17.45%

Max Drawdown (10Y)

Largest decline over 10 years

-96.51%

-87.30%

-9.21%

Current Drawdown

Current decline from peak

-99.95%

-97.79%

-2.16%

Average Drawdown

Average peak-to-trough decline

-89.17%

-73.77%

-15.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.27%

27.26%

+2.01%

Volatility

SKF vs. PSQ - Volatility Comparison

ProShares UltraShort Financials (SKF) has a higher volatility of 9.64% compared to ProShares Short QQQ (PSQ) at 6.68%. This indicates that SKF's price experiences larger fluctuations and is considered to be riskier than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKFPSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

6.68%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

22.75%

12.84%

+9.91%

Volatility (1Y)

Calculated over the trailing 1-year period

38.59%

22.56%

+16.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.04%

22.44%

+13.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.94%

22.20%

+18.74%