SMG vs. SSG
Compare and contrast key facts about The Scotts Miracle-Gro Company (SMG) and Proshares Ultrashort Semiconductors (SSG).
SSG 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: SMG or SSG.
Key characteristics
| SMG | SSG | |
|---|---|---|
| YTD Return | 19.06% | -79.42% |
| 1Y Return | 53.64% | -83.59% |
| 3Y Return (Ann) | -22.62% | -62.45% |
| 5Y Return (Ann) | -3.91% | -66.98% |
| 10Y Return (Ann) | 5.08% | -56.32% |
| Sharpe Ratio | 1.21 | -1.02 |
| Sortino Ratio | 1.70 | -2.41 |
| Omega Ratio | 1.25 | 0.74 |
| Calmar Ratio | 0.68 | -0.84 |
| Martin Ratio | 5.82 | -1.31 |
| Ulcer Index | 9.21% | 63.93% |
| Daily Std Dev | 44.32% | 81.68% |
| Max Drawdown | -83.55% | -100.00% |
| Current Drawdown | -67.23% | -100.00% |
Correlation
The correlation between SMG and SSG is -0.34. 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.
Performance
SMG vs. SSG - Performance Comparison
In the year-to-date period, SMG achieves a 19.06% return, which is significantly higher than SSG's -79.42% return. Over the past 10 years, SMG has outperformed SSG with an annualized return of 5.08%, while SSG has yielded a comparatively lower -56.32% 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
SMG vs. SSG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Scotts Miracle-Gro Company (SMG) and Proshares Ultrashort Semiconductors (SSG). 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
SMG vs. SSG - Dividend Comparison
SMG's dividend yield for the trailing twelve months is around 3.59%, less than SSG's 9.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMG The Scotts Miracle-Gro Company | 3.59% | 4.14% | 5.43% | 1.59% | 3.72% | 2.13% | 3.51% | 1.93% | 2.03% | 2.85% | 6.06% | 2.45% |
SSG Proshares Ultrashort Semiconductors | 9.26% | 5.20% | 0.07% | 0.00% | 0.34% | 1.23% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SMG vs. SSG - Drawdown Comparison
The maximum SMG drawdown since its inception was -83.55%, smaller than the maximum SSG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SMG and SSG. For additional features, visit the drawdowns tool.
Volatility
SMG vs. SSG - Volatility Comparison
The Scotts Miracle-Gro Company (SMG) has a higher volatility of 24.37% compared to Proshares Ultrashort Semiconductors (SSG) at 22.08%. This indicates that SMG's price experiences larger fluctuations and is considered to be riskier than SSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.