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SMN vs. OOQB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMN vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Basic Materials (SMN) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMN achieves a -23.85% return, which is significantly lower than OOQB's -18.43% return.


SMN

1D
-0.81%
1M
-4.18%
YTD
-23.85%
6M
-27.24%
1Y
-28.88%
3Y*
-17.26%
5Y*
-14.35%
10Y*
-25.09%

OOQB

1D
0.00%
1M
0.00%
YTD
-18.43%
6M
-24.99%
1Y
-27.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMN vs. OOQB - Yearly Performance Comparison


Correlation

The correlation between SMN and OOQB is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.31

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.37

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Return for Risk

SMN vs. OOQB — Risk / Return Rank

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

SMN
SMN Risk / Return Rank: 22
Overall Rank
SMN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SMN Sortino Ratio Rank: 33
Sortino Ratio Rank
SMN Omega Ratio Rank: 33
Omega Ratio Rank
SMN Calmar Ratio Rank: 33
Calmar Ratio Rank
SMN Martin Ratio Rank: 22
Martin Ratio Rank

OOQB
OOQB Risk / Return Rank: 44
Overall Rank
OOQB Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OOQB Sortino Ratio Rank: 55
Sortino Ratio Rank
OOQB Omega Ratio Rank: 44
Omega Ratio Rank
OOQB Calmar Ratio Rank: 44
Calmar Ratio Rank
OOQB Martin Ratio Rank: 55
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.

SMN vs. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Basic Materials (SMN) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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.


SMNOOQBDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

0.87

0.94

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.51

-0.24

Martin ratioReturn relative to average drawdown

-1.36

-0.91

-0.45

SMN vs. OOQB - Sharpe Ratio Comparison

The current SMN Sharpe Ratio is -0.86, which is lower than the OOQB Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SMN and OOQB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMNOOQBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

-0.53

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

-0.41

-0.13

Drawdowns

SMN vs. OOQB - Drawdown Comparison

The maximum SMN drawdown since its inception was -99.92%, which is greater than OOQB's maximum drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for SMN and OOQB.


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Drawdown Indicators


SMNOOQBDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-53.44%

-46.48%

Max Drawdown (1Y)

Largest decline over 1 year

-38.52%

-53.44%

+14.92%

Max Drawdown (3Y)

Largest decline over 3 years

-53.71%

Max Drawdown (5Y)

Largest decline over 5 years

-66.05%

Max Drawdown (10Y)

Largest decline over 10 years

-95.39%

Current Drawdown

Current decline from peak

-99.91%

-43.69%

-56.22%

Average Drawdown

Average peak-to-trough decline

-90.55%

-23.26%

-67.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.25%

30.11%

-8.86%

Volatility

SMN vs. OOQB - Volatility Comparison

ProShares UltraShort Basic Materials (SMN) has a higher volatility of 11.58% compared to Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB) at 0.00%. This indicates that SMN's price experiences larger fluctuations and is considered to be riskier than OOQB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMNOOQBDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.58%

0.00%

+11.58%

Volatility (6M)

Calculated over the trailing 6-month period

26.63%

39.39%

-12.76%

Volatility (1Y)

Calculated over the trailing 1-year period

33.89%

51.57%

-17.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.54%

58.12%

-18.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.90%

58.12%

-15.22%

SMN vs. OOQB - Expense Ratio Comparison

SMN has a 0.95% expense ratio, which is higher than OOQB's 0.75% expense ratio.


Dividends

SMN vs. OOQB - Dividend Comparison

SMN's dividend yield for the trailing twelve months is around 4.62%, less than OOQB's 11.62% yield.


PositionTTM20252024202320222021202020192018
OOQB
Volatility Shares One+One Nasdaq-100® and Bitcoin ETF
11.62%9.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMN
ProShares UltraShort Basic Materials
4.62%4.08%5.02%4.54%0.42%0.00%0.00%0.72%0.06%

Frequently Asked Questions


SMN and OOQB have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMN has higher volatility (11.58%) compared to OOQB (0.00%). In terms of maximum drawdown, SMN dropped -99.92% vs OOQB's -53.44%.

On 1-year performance, OOQB leads with -27.35% vs -28.88% for SMN. On fees, OOQB is cheaper at 0.75% per year. On volatility, OOQB has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OOQB has performed better with a -27.35% return vs -28.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OOQB is cheaper with a 0.75% expense ratio, compared with 0.95% for SMN.

OOQB has the higher dividend yield at 11.62%, compared with 4.62% for SMN.

SMN is categorized as Leveraged Equities, while OOQB is Nasdaq-100. They also come from different issuers: ProShares and Volatility Shares. Their fees differ too: 0.95% for SMN and 0.75% for OOQB.

OOQB currently has the higher Sharpe Ratio (-0.53 vs -0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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