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SLM vs. USD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLM and USD is 0.54, 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.


Performance

SLM vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SLM Corporation (SLM) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SLM:

1.68

USD:

0.15

Sortino Ratio

SLM:

2.29

USD:

0.95

Omega Ratio

SLM:

1.29

USD:

1.12

Calmar Ratio

SLM:

2.43

USD:

0.28

Martin Ratio

SLM:

7.25

USD:

0.60

Ulcer Index

SLM:

7.82%

USD:

30.35%

Daily Std Dev

SLM:

36.03%

USD:

99.68%

Max Drawdown

SLM:

-94.50%

USD:

-87.94%

Current Drawdown

SLM:

0.00%

USD:

-34.67%

Returns By Period

In the year-to-date period, SLM achieves a 22.74% return, which is significantly higher than USD's -17.56% return. Over the past 10 years, SLM has underperformed USD with an annualized return of 13.64%, while USD has yielded a comparatively higher 42.26% annualized return.


SLM

YTD

22.74%

1M

32.36%

6M

41.26%

1Y

59.95%

5Y*

38.40%

10Y*

13.64%

USD

YTD

-17.56%

1M

42.01%

6M

-25.01%

1Y

14.66%

5Y*

54.98%

10Y*

42.26%

*Annualized

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Risk-Adjusted Performance

SLM vs. USD — Risk-Adjusted Performance Rank

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

SLM
The Risk-Adjusted Performance Rank of SLM is 9191
Overall Rank
The Sharpe Ratio Rank of SLM is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of SLM is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SLM is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SLM is 9595
Calmar Ratio Rank
The Martin Ratio Rank of SLM is 9191
Martin Ratio Rank

USD
The Risk-Adjusted Performance Rank of USD is 3737
Overall Rank
The Sharpe Ratio Rank of USD is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of USD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of USD is 5252
Omega Ratio Rank
The Calmar Ratio Rank of USD is 3333
Calmar Ratio Rank
The Martin Ratio Rank of USD is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLM vs. USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SLM Corporation (SLM) and ProShares Ultra Semiconductors (USD). 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.


The current SLM Sharpe Ratio is 1.68, which is higher than the USD Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of SLM and USD, 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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Dividends

SLM vs. USD - Dividend Comparison

SLM's dividend yield for the trailing twelve months is around 1.42%, more than USD's 0.22% yield.


TTM20242023202220212020201920182017201620152014
SLM
SLM Corporation
1.42%1.67%2.30%2.65%1.02%0.97%1.35%0.00%0.00%0.00%0.00%0.53%
USD
ProShares Ultra Semiconductors
0.22%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%7.11%0.39%2.71%

Drawdowns

SLM vs. USD - Drawdown Comparison

The maximum SLM drawdown since its inception was -94.50%, which is greater than USD's maximum drawdown of -87.94%. Use the drawdown chart below to compare losses from any high point for SLM and USD. For additional features, visit the drawdowns tool.


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Volatility

SLM vs. USD - Volatility Comparison

The current volatility for SLM Corporation (SLM) is 8.31%, while ProShares Ultra Semiconductors (USD) has a volatility of 25.15%. This indicates that SLM experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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