SRS vs. ARCC

In the year-to-date period, SRS achieves a -1.72% return, which is significantly lower than ARCC's 0.89% return. Over the past 10 years, SRS has underperformed ARCC with an annualized return of -18.11%, while ARCC has yielded a comparatively higher 13.00% annualized return.

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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.

The current SRS Sharpe Ratio is -0.56, which is lower than the ARCC Sharpe Ratio of 0.56. 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.

SRS's dividend yield for the trailing twelve months is around 6.19%, less than ARCC's 8.89% yield.

The maximum SRS drawdown since its inception was -99.96%, which is greater than ARCC's maximum drawdown of -79.40%. Use the drawdown chart below to compare losses from any high point for SRS and ARCC.

ProShares UltraShort Real Estate (SRS) has a higher volatility of 8.89% compared to Ares Capital Corporation (ARCC) at 5.82%. 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.