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SRS vs. ARCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, SRS achieves a -14.05% return, which is significantly lower than ARCC's -5.14% return. Over the past 10 years, SRS has underperformed ARCC with an annualized return of -16.52%, while ARCC has yielded a comparatively higher 12.56% annualized return.


SRS

1D
-0.27%
1M
2.82%
YTD
-14.05%
6M
-12.14%
1Y
-9.76%
3Y*
-12.75%
5Y*
-5.84%
10Y*
-16.52%

ARCC

1D
-1.53%
1M
-2.61%
YTD
-5.14%
6M
-5.66%
1Y
-6.58%
3Y*
9.07%
5Y*
8.64%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRS vs. ARCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRS
ProShares UltraShort Real Estate
-14.05%-1.45%-3.55%-18.78%54.68%-52.22%-33.05%-38.97%6.01%-18.03%
ARCC
Ares Capital Corporation
-5.14%1.07%19.78%20.03%-3.84%36.14%0.86%31.30%8.81%4.50%

Correlation

The correlation between SRS and ARCC is -0.30, 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

-0.30

Correlation (3Y)
Calculated over the trailing 3-year period

-0.34

Correlation (5Y)
Calculated over the trailing 5-year period

-0.43

Correlation (10Y)
Calculated over the trailing 10-year period

-0.40

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2007

-0.51

Over the past year, the inverse relationship between SRS and ARCC has weakened: their correlation has moved from -0.51 to -0.30, meaning they move in opposite directions less often than they have historically.

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Return for Risk

SRS vs. ARCC — Risk / Return Rank

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

SRS
SRS Risk / Return Rank: 55
Overall Rank
SRS Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SRS Sortino Ratio Rank: 55
Sortino Ratio Rank
SRS Omega Ratio Rank: 55
Omega Ratio Rank
SRS Calmar Ratio Rank: 55
Calmar Ratio Rank
SRS Martin Ratio Rank: 44
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 2525
Overall Rank
ARCC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2121
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2222
Omega Ratio Rank
ARCC Calmar Ratio Rank: 2929
Calmar Ratio Rank
ARCC Martin Ratio Rank: 2929
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.

SRS vs. ARCC - Risk-Adjusted Trends 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.


SRSARCCDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

0.96

0.95

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.48

-0.34

-0.14

Martin ratioReturn relative to average drawdown

-1.08

-0.63

-0.45

SRS vs. ARCC - Sharpe Ratio Comparison

The current SRS Sharpe Ratio is -0.36, which is comparable to the ARCC Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of SRS and ARCC, 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


SRSARCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

-0.36

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.43

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.41

0.49

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.37

-0.87

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.


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Drawdown Indicators


SRSARCCDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-79.36%

-20.60%

Max Drawdown (1Y)

Largest decline over 1 year

-20.53%

-19.35%

-1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-51.56%

-19.35%

-32.21%

Max Drawdown (5Y)

Largest decline over 5 years

-51.56%

-21.76%

-29.80%

Max Drawdown (10Y)

Largest decline over 10 years

-85.82%

-56.77%

-29.05%

Current Drawdown

Current decline from peak

-99.96%

-13.66%

-86.30%

Average Drawdown

Average peak-to-trough decline

-91.23%

-9.10%

-82.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

10.48%

-1.40%

Volatility

SRS vs. ARCC - Volatility Comparison

ProShares UltraShort Real Estate (SRS) has a higher volatility of 7.58% compared to Ares Capital Corporation (ARCC) at 3.94%. 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.


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Volatility by Period


SRSARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

3.94%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

14.71%

+4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

27.06%

18.40%

+8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.58%

19.96%

+17.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.67%

25.58%

+15.09%

Dividends

SRS vs. ARCC - Dividend Comparison

SRS's dividend yield for the trailing twelve months is around 3.67%, less than ARCC's 10.28% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
10.28%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
SRS
ProShares UltraShort Real Estate
3.67%3.61%6.06%4.49%0.30%0.00%0.19%1.80%0.47%0.00%0.00%0.00%

Frequently Asked Questions


SRS and ARCC have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRS has higher volatility (7.58%) compared to ARCC (3.94%). In terms of maximum drawdown, SRS dropped -99.96% vs ARCC's -79.36%.

ARCC currently has the higher Sharpe Ratio (-0.36 vs -0.36), 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.

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