SLM vs. USD
Compare and contrast key facts about SLM Corporation (SLM) and ProShares Ultra Semiconductors (USD).
USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLM or USD.
Key characteristics
| SLM | USD | |
|---|---|---|
| YTD Return | 27.62% | 154.94% |
| 1Y Return | 63.44% | 200.78% |
| 3Y Return (Ann) | 11.64% | 39.99% |
| 5Y Return (Ann) | 25.09% | 58.94% |
| 10Y Return (Ann) | 10.48% | 47.81% |
| Sharpe Ratio | 2.11 | 2.53 |
| Sortino Ratio | 3.01 | 2.69 |
| Omega Ratio | 1.36 | 1.35 |
| Calmar Ratio | 2.14 | 4.19 |
| Martin Ratio | 11.16 | 11.10 |
| Ulcer Index | 5.72% | 18.06% |
| Daily Std Dev | 30.16% | 79.18% |
| Max Drawdown | -94.50% | -87.93% |
| Current Drawdown | -1.88% | -15.71% |
Correlation
The correlation between SLM and USD is 0.40, 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
In the year-to-date period, SLM achieves a 27.62% return, which is significantly lower than USD's 154.94% return. Over the past 10 years, SLM has underperformed USD with an annualized return of 10.48%, while USD has yielded a comparatively higher 47.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
SLM vs. USD - Dividend Comparison
SLM's dividend yield for the trailing twelve months is around 1.83%, more than USD's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLM SLM Corporation | 1.83% | 2.30% | 2.65% | 1.02% | 0.97% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.53% | 2.28% |
USD ProShares Ultra Semiconductors | 0.02% | 0.05% | 0.30% | 0.00% | 0.22% | 1.08% | 1.33% | 0.57% | 7.43% | 0.39% | 2.89% | 1.08% |
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 -87.93%. Use the drawdown chart below to compare losses from any high point for SLM and USD. For additional features, visit the drawdowns tool.
Volatility
SLM vs. USD - Volatility Comparison
The current volatility for SLM Corporation (SLM) is 14.07%, while ProShares Ultra Semiconductors (USD) has a volatility of 17.50%. 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.