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SRS vs. ARCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SRS and ARCC is -0.52. 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.


-0.50.00.51.0-0.5

Performance

SRS vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Real Estate (SRS) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-99.81%
628.38%
SRS
ARCC

Key characteristics

Sharpe Ratio

SRS:

-0.19

ARCC:

1.71

Sortino Ratio

SRS:

-0.06

ARCC:

2.39

Omega Ratio

SRS:

0.99

ARCC:

1.31

Calmar Ratio

SRS:

-0.06

ARCC:

2.86

Martin Ratio

SRS:

-0.30

ARCC:

11.81

Ulcer Index

SRS:

21.55%

ARCC:

1.68%

Daily Std Dev

SRS:

32.77%

ARCC:

11.61%

Max Drawdown

SRS:

-99.96%

ARCC:

-79.36%

Current Drawdown

SRS:

-99.95%

ARCC:

-1.86%

Returns By Period

In the year-to-date period, SRS achieves a -2.65% return, which is significantly lower than ARCC's 16.99% return. Over the past 10 years, SRS has underperformed ARCC with an annualized return of -17.62%, while ARCC has yielded a comparatively higher 13.47% annualized return.


SRS

YTD

-2.65%

1M

15.35%

6M

-11.04%

1Y

-4.10%

5Y*

-18.05%

10Y*

-17.62%

ARCC

YTD

16.99%

1M

0.30%

6M

8.72%

1Y

19.43%

5Y*

13.15%

10Y*

13.47%

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Risk-Adjusted Performance

SRS vs. ARCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Real Estate (SRS) and Ares Capital Corporation (ARCC). 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 SRS, currently valued at -0.19, compared to the broader market0.002.004.00-0.191.71
The chart of Sortino ratio for SRS, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00-0.062.39
The chart of Omega ratio for SRS, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.31
The chart of Calmar ratio for SRS, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.062.86
The chart of Martin ratio for SRS, currently valued at -0.29, compared to the broader market0.0020.0040.0060.0080.00100.00-0.3011.81
SRS
ARCC

The current SRS Sharpe Ratio is -0.19, which is lower than the ARCC Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SRS and ARCC, 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
1.71
SRS
ARCC

Dividends

SRS vs. ARCC - Dividend Comparison

SRS's dividend yield for the trailing twelve months is around 1.05%, less than ARCC's 8.98% yield.


TTM20232022202120202019201820172016201520142013
SRS
ProShares UltraShort Real Estate
1.05%3.61%0.30%0.00%0.19%0.71%0.12%0.00%0.00%0.00%0.00%0.00%
ARCC
Ares Capital Corporation
8.98%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%8.84%

Drawdowns

SRS vs. ARCC - Drawdown Comparison

The maximum SRS drawdown since its inception was -99.96%, which is greater than ARCC's maximum drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for SRS and ARCC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.95%
-1.86%
SRS
ARCC

Volatility

SRS vs. ARCC - Volatility Comparison

ProShares UltraShort Real Estate (SRS) has a higher volatility of 11.08% compared to Ares Capital Corporation (ARCC) at 3.34%. This indicates that SRS's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.08%
3.34%
SRS
ARCC
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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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