PortfoliosLab logoPortfoliosLab logo
SMG vs. SSG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMG vs. SSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Scotts Miracle-Gro Company (SMG) and Proshares Ultrashort Semiconductors (SSG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SMG vs. SSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMG
The Scotts Miracle-Gro Company
5.21%-8.01%8.28%36.92%-68.81%-18.03%96.18%77.05%-41.00%14.46%
SSG
Proshares Ultrashort Semiconductors
-1.48%-70.03%-77.59%-78.69%37.90%-67.46%-76.50%-63.33%-0.79%-51.60%

Returns By Period

In the year-to-date period, SMG achieves a 5.21% return, which is significantly higher than SSG's -1.48% return. Over the past 10 years, SMG has outperformed SSG with an annualized return of 1.38%, while SSG has yielded a comparatively lower -58.81% annualized return.


SMG

1D
1.15%
1M
-13.28%
YTD
5.21%
6M
9.16%
1Y
15.75%
3Y*
-0.27%
5Y*
-21.85%
10Y*
1.38%

SSG

1D
-11.17%
1M
5.14%
YTD
-1.48%
6M
-17.04%
1Y
-76.82%
3Y*
-69.74%
5Y*
-60.78%
10Y*
-58.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SMG vs. SSG — Risk / Return Rank

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

SMG
SMG Risk / Return Rank: 5454
Overall Rank
SMG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SMG Sortino Ratio Rank: 5252
Sortino Ratio Rank
SMG Omega Ratio Rank: 5151
Omega Ratio Rank
SMG Calmar Ratio Rank: 5757
Calmar Ratio Rank
SMG Martin Ratio Rank: 5656
Martin Ratio Rank

SSG
SSG Risk / Return Rank: 11
Overall Rank
SSG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 00
Calmar Ratio Rank
SSG Martin Ratio Rank: 44
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.

SMG vs. SSG - Risk-Adjusted Trends 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.


SMGSSGDifference

Sharpe ratio

Return per unit of total volatility

0.41

-1.00

+1.41

Sortino ratio

Return per unit of downside risk

0.83

-1.90

+2.73

Omega ratio

Gain probability vs. loss probability

1.11

0.76

+0.35

Calmar ratio

Return relative to maximum drawdown

0.67

-0.90

+1.57

Martin ratio

Return relative to average drawdown

1.31

-1.04

+2.35

SMG vs. SSG - Sharpe Ratio Comparison

The current SMG Sharpe Ratio is 0.41, which is higher than the SSG Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of SMG and SSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SMGSSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

-1.00

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

-0.79

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

-0.86

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.75

+0.97

Correlation

The correlation between SMG and SSG is -0.38. 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.


Dividends

SMG vs. SSG - Dividend Comparison

SMG's dividend yield for the trailing twelve months is around 4.34%, less than SSG's 5.30% yield.


TTM20252024202320222021202020192018201720162015
SMG
The Scotts Miracle-Gro Company
4.34%4.52%3.98%4.14%5.43%1.59%3.72%2.13%3.51%1.93%2.03%2.85%
SSG
Proshares Ultrashort Semiconductors
5.30%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%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.


Loading graphics...

Drawdown Indicators


SMGSSGDifference

Max Drawdown

Largest peak-to-trough decline

-83.55%

-100.00%

+16.45%

Max Drawdown (1Y)

Largest decline over 1 year

-23.85%

-85.01%

+61.16%

Max Drawdown (5Y)

Largest decline over 5 years

-83.55%

-99.37%

+15.82%

Max Drawdown (10Y)

Largest decline over 10 years

-83.55%

-99.99%

+16.44%

Current Drawdown

Current decline from peak

-71.16%

-100.00%

+28.84%

Average Drawdown

Average peak-to-trough decline

-20.88%

-88.49%

+67.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.24%

73.38%

-61.14%

Volatility

SMG vs. SSG - Volatility Comparison

The current volatility for The Scotts Miracle-Gro Company (SMG) is 13.98%, while Proshares Ultrashort Semiconductors (SSG) has a volatility of 22.18%. This indicates that SMG experiences smaller price fluctuations and is considered to be less risky than SSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SMGSSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.98%

22.18%

-8.20%

Volatility (6M)

Calculated over the trailing 6-month period

22.97%

49.00%

-26.03%

Volatility (1Y)

Calculated over the trailing 1-year period

38.62%

77.13%

-38.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.96%

77.03%

-31.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.05%

68.55%

-28.50%