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

Key characteristics


SRSARCC
YTD Return-12.54%15.51%
1Y Return-30.42%20.37%
3Y Return (Ann)-1.94%11.46%
5Y Return (Ann)-19.73%13.35%
10Y Return (Ann)-19.25%13.08%
Sharpe Ratio-0.941.76
Sortino Ratio-1.322.48
Omega Ratio0.851.32
Calmar Ratio-0.312.88
Martin Ratio-1.4112.19
Ulcer Index21.66%1.64%
Daily Std Dev32.62%11.35%
Max Drawdown-99.96%-79.36%
Current Drawdown-99.95%-0.64%

Correlation

-0.50.00.51.0-0.5

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.

Performance

SRS vs. ARCC - Performance Comparison

In the year-to-date period, SRS achieves a -12.54% return, which is significantly lower than ARCC's 15.51% return. Over the past 10 years, SRS has underperformed ARCC with an annualized return of -19.25%, while ARCC has yielded a comparatively higher 13.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-19.05%
6.87%
SRS
ARCC

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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.


SRS
Sharpe ratio
The chart of Sharpe ratio for SRS, currently valued at -0.94, compared to the broader market0.002.004.006.00-0.94
Sortino ratio
The chart of Sortino ratio for SRS, currently valued at -1.32, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.32
Omega ratio
The chart of Omega ratio for SRS, currently valued at 0.85, compared to the broader market1.001.502.002.503.000.85
Calmar ratio
The chart of Calmar ratio for SRS, currently valued at -0.31, compared to the broader market0.005.0010.0015.00-0.31
Martin ratio
The chart of Martin ratio for SRS, currently valued at -1.41, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-1.41
ARCC
Sharpe ratio
The chart of Sharpe ratio for ARCC, currently valued at 1.76, compared to the broader market0.002.004.006.001.76
Sortino ratio
The chart of Sortino ratio for ARCC, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.0012.002.48
Omega ratio
The chart of Omega ratio for ARCC, currently valued at 1.32, compared to the broader market1.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for ARCC, currently valued at 2.88, compared to the broader market0.005.0010.0015.002.88
Martin ratio
The chart of Martin ratio for ARCC, currently valued at 12.19, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.19

SRS vs. ARCC - Sharpe Ratio Comparison

The current SRS Sharpe Ratio is -0.94, which is lower than the ARCC Sharpe Ratio of 1.76. 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.94
1.76
SRS
ARCC

Dividends

SRS vs. ARCC - Dividend Comparison

SRS's dividend yield for the trailing twelve months is around 5.74%, less than ARCC's 8.90% yield.


TTM20232022202120202019201820172016201520142013
SRS
ProShares UltraShort Real Estate
5.74%2.29%0.08%0.00%0.19%1.52%0.47%0.00%0.00%0.00%0.00%0.00%
ARCC
Ares Capital Corporation
8.90%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%JuneJulyAugustSeptemberOctoberNovember
-99.95%
-0.64%
SRS
ARCC

Volatility

SRS vs. ARCC - Volatility Comparison

ProShares UltraShort Real Estate (SRS) has a higher volatility of 11.46% compared to Ares Capital Corporation (ARCC) at 3.19%. 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%JuneJulyAugustSeptemberOctoberNovember
11.46%
3.19%
SRS
ARCC