PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SMG vs. SSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SMGSSG
YTD Return8.21%-55.30%
1Y Return2.34%-80.39%
3Y Return (Ann)-30.43%-62.80%
5Y Return (Ann)-1.77%-65.25%
10Y Return (Ann)4.70%-54.88%
Sharpe Ratio0.09-1.23
Daily Std Dev48.21%66.29%
Max Drawdown-83.55%-100.00%
Current Drawdown-70.22%-100.00%

Correlation

-0.50.00.51.0-0.4

The correlation between SMG and SSG is -0.41. 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 8.21% return, which is significantly higher than SSG's -55.30% return. Over the past 10 years, SMG has outperformed SSG with an annualized return of 4.70%, while SSG has yielded a comparatively lower -54.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
136.59%
-100.00%
SMG
SSG

Compare stocks, funds, or ETFs

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


The Scotts Miracle-Gro Company

Proshares Ultrashort Semiconductors

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.


SMG
Sharpe ratio
The chart of Sharpe ratio for SMG, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.004.000.09
Sortino ratio
The chart of Sortino ratio for SMG, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.006.000.48
Omega ratio
The chart of Omega ratio for SMG, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for SMG, currently valued at 0.05, compared to the broader market0.002.004.006.000.05
Martin ratio
The chart of Martin ratio for SMG, currently valued at 0.22, compared to the broader market-10.000.0010.0020.0030.000.22
SSG
Sharpe ratio
The chart of Sharpe ratio for SSG, currently valued at -1.23, compared to the broader market-2.00-1.000.001.002.003.004.00-1.23
Sortino ratio
The chart of Sortino ratio for SSG, currently valued at -2.73, compared to the broader market-4.00-2.000.002.004.006.00-2.73
Omega ratio
The chart of Omega ratio for SSG, currently valued at 0.68, compared to the broader market0.501.001.502.000.68
Calmar ratio
The chart of Calmar ratio for SSG, currently valued at -0.82, compared to the broader market0.002.004.006.00-0.82
Martin ratio
The chart of Martin ratio for SSG, currently valued at -1.45, compared to the broader market-10.000.0010.0020.0030.00-1.45

SMG vs. SSG - Sharpe Ratio Comparison

The current SMG Sharpe Ratio is 0.09, which is higher than the SSG Sharpe Ratio of -1.23. The chart below compares the 12-month rolling Sharpe Ratio of SMG and SSG.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2024FebruaryMarchAprilMay
0.09
-1.23
SMG
SSG

Dividends

SMG vs. SSG - Dividend Comparison

SMG's dividend yield for the trailing twelve months is around 3.87%, more than SSG's 3.20% yield.


TTM20232022202120202019201820172016201520142013
SMG
The Scotts Miracle-Gro Company
3.87%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
3.20%1.34%0.07%0.00%0.07%0.36%0.13%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.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%December2024FebruaryMarchAprilMay
-70.22%
-100.00%
SMG
SSG

Volatility

SMG vs. SSG - Volatility Comparison

The current volatility for The Scotts Miracle-Gro Company (SMG) is 8.10%, while Proshares Ultrashort Semiconductors (SSG) has a volatility of 23.95%. 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.


10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
8.10%
23.95%
SMG
SSG