SMG vs. SSG

In the year-to-date period, SMG achieves a -4.87% return, which is significantly higher than SSG's -32.40% return. Over the past 10 years, SMG has outperformed SSG with an annualized return of 2.27%, while SSG has yielded a comparatively lower -56.52% annualized return.

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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.

The current SMG Sharpe Ratio is -0.14, which is higher than the SSG Sharpe Ratio of -0.64. 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.

SMG's dividend yield for the trailing twelve months is around 4.23%, less than SSG's 10.22% yield.

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.

The current volatility for The Scotts Miracle-Gro Company (SMG) is 13.71%, while Proshares Ultrashort Semiconductors (SSG) has a volatility of 23.94%. 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.