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SMG vs. SSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMG and SSG is -0.33. 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.


-0.50.00.51.0-0.3

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.

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%AugustSeptemberOctoberNovemberDecember2025
151.31%
-100.00%
SMG
SSG

Key characteristics

Sharpe Ratio

SMG:

0.64

SSG:

-0.94

Sortino Ratio

SMG:

1.07

SSG:

-1.91

Omega Ratio

SMG:

1.16

SSG:

0.79

Calmar Ratio

SMG:

0.35

SSG:

-0.79

Martin Ratio

SMG:

2.15

SSG:

-1.29

Ulcer Index

SMG:

12.64%

SSG:

60.84%

Daily Std Dev

SMG:

42.16%

SSG:

84.05%

Max Drawdown

SMG:

-83.55%

SSG:

-100.00%

Current Drawdown

SMG:

-68.45%

SSG:

-100.00%

Returns By Period

In the year-to-date period, SMG achieves a 5.86% return, which is significantly higher than SSG's -8.95% return. Over the past 10 years, SMG has outperformed SSG with an annualized return of 4.33%, while SSG has yielded a comparatively lower -55.92% annualized return.


SMG

YTD

5.86%

1M

2.53%

6M

6.44%

1Y

25.15%

5Y*

-5.63%

10Y*

4.33%

SSG

YTD

-8.95%

1M

-14.46%

6M

-37.37%

1Y

-77.63%

5Y*

-65.94%

10Y*

-55.92%

*Annualized

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Risk-Adjusted Performance

SMG vs. SSG — Risk-Adjusted Performance Rank

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

SMG
The Risk-Adjusted Performance Rank of SMG is 6464
Overall Rank
The Sharpe Ratio Rank of SMG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SMG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SMG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SMG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SMG is 6767
Martin Ratio Rank

SSG
The Risk-Adjusted Performance Rank of SSG is 11
Overall Rank
The Sharpe Ratio Rank of SSG is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of SSG is 00
Sortino Ratio Rank
The Omega Ratio Rank of SSG is 00
Omega Ratio Rank
The Calmar Ratio Rank of SSG is 00
Calmar Ratio Rank
The Martin Ratio Rank of SSG is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SMG, currently valued at 0.64, compared to the broader market-2.000.002.004.000.64-0.94
The chart of Sortino ratio for SMG, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.07-1.91
The chart of Omega ratio for SMG, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.79
The chart of Calmar ratio for SMG, currently valued at 0.35, compared to the broader market0.002.004.006.000.35-0.79
The chart of Martin ratio for SMG, currently valued at 2.15, compared to the broader market-10.000.0010.0020.0030.002.15-1.29
SMG
SSG

The current SMG Sharpe Ratio is 0.64, which is higher than the SSG Sharpe Ratio of -0.94. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
0.64
-0.94
SMG
SSG

Dividends

SMG vs. SSG - Dividend Comparison

SMG's dividend yield for the trailing twelve months is around 3.76%, less than SSG's 5.10% yield.


TTM20242023202220212020201920182017201620152014
SMG
The Scotts Miracle-Gro Company
3.76%3.98%4.14%5.43%1.59%3.72%2.13%3.51%1.93%2.03%2.85%6.06%
SSG
Proshares Ultrashort Semiconductors
5.10%4.65%2.36%0.36%0.00%0.07%0.54%0.40%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%-90.00%-80.00%-70.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-68.45%
-100.00%
SMG
SSG

Volatility

SMG vs. SSG - Volatility Comparison

The current volatility for The Scotts Miracle-Gro Company (SMG) is 9.10%, while Proshares Ultrashort Semiconductors (SSG) has a volatility of 21.73%. 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%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
9.10%
21.73%
SMG
SSG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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