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SMDD vs. SQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMDD vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short MidCap400 (SMDD) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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SMDD vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMDD
ProShares UltraPro Short MidCap400
-10.57%-27.46%-31.02%-38.37%7.69%-58.01%-74.71%-53.34%33.50%-39.87%
SQQQ
ProShares UltraPro Short QQQ
13.99%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Returns By Period

In the year-to-date period, SMDD achieves a -10.57% return, which is significantly lower than SQQQ's 13.99% return. Over the past 10 years, SMDD has outperformed SQQQ with an annualized return of -39.17%, while SQQQ has yielded a comparatively lower -52.71% annualized return.


SMDD

1D
-2.72%
1M
16.07%
YTD
-10.57%
6M
-13.86%
1Y
-45.30%
3Y*
-31.84%
5Y*
-27.12%
10Y*
-39.17%

SQQQ

1D
-3.78%
1M
10.61%
YTD
13.99%
6M
6.42%
1Y
-56.13%
3Y*
-49.39%
5Y*
-42.70%
10Y*
-52.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMDD vs. SQQQ - Expense Ratio Comparison

Both SMDD and SQQQ have an expense ratio of 0.95%.


Return for Risk

SMDD vs. SQQQ — Risk / Return Rank

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

SMDD
SMDD Risk / Return Rank: 33
Overall Rank
SMDD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SMDD Sortino Ratio Rank: 22
Sortino Ratio Rank
SMDD Omega Ratio Rank: 22
Omega Ratio Rank
SMDD Calmar Ratio Rank: 22
Calmar Ratio Rank
SMDD Martin Ratio Rank: 55
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 22
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 11
Calmar Ratio Rank
SQQQ 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.

SMDD vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short MidCap400 (SMDD) and ProShares UltraPro Short QQQ (SQQQ). 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.


SMDDSQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.72

-0.84

+0.11

Sortino ratio

Return per unit of downside risk

-0.86

-1.14

+0.28

Omega ratio

Gain probability vs. loss probability

0.89

0.84

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.69

-0.76

+0.07

Martin ratio

Return relative to average drawdown

-0.86

-0.87

+0.01

SMDD vs. SQQQ - Sharpe Ratio Comparison

The current SMDD Sharpe Ratio is -0.72, which is comparable to the SQQQ Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SMDD and SQQQ, 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


SMDDSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

-0.84

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

-0.64

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.62

-0.80

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

-0.85

+0.15

Correlation

The correlation between SMDD and SQQQ is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SMDD vs. SQQQ - Dividend Comparison

SMDD's dividend yield for the trailing twelve months is around 5.21%, less than SQQQ's 5.99% yield.


TTM202520242023202220212020201920182017
SMDD
ProShares UltraPro Short MidCap400
5.21%4.96%4.09%3.86%0.14%0.00%0.13%1.51%0.09%0.00%
SQQQ
ProShares UltraPro Short QQQ
5.99%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

SMDD vs. SQQQ - Drawdown Comparison

The maximum SMDD drawdown since its inception was -99.99%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SMDD and SQQQ.


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Drawdown Indicators


SMDDSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-100.00%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-67.39%

-75.23%

+7.84%

Max Drawdown (5Y)

Largest decline over 5 years

-85.18%

-95.36%

+10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-99.96%

+0.51%

Current Drawdown

Current decline from peak

-99.98%

-100.00%

+0.02%

Average Drawdown

Average peak-to-trough decline

-92.89%

-92.32%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.54%

65.40%

-11.86%

Volatility

SMDD vs. SQQQ - Volatility Comparison

ProShares UltraPro Short MidCap400 (SMDD) and ProShares UltraPro Short QQQ (SQQQ) have volatilities of 19.19% and 19.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMDDSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.19%

19.98%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

35.81%

38.23%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

63.00%

67.38%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.82%

66.65%

-7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.27%

65.97%

-2.70%