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SRTY vs. SDOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRTY vs. SDOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short Russell2000 (SRTY) and ProShares UltraPro Short Dow30 (SDOW). The values are adjusted to include any dividend payments, if applicable.

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SRTY vs. SDOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRTY
ProShares UltraPro Short Russell2000
-5.72%-40.55%-32.91%-42.02%28.99%-51.67%-80.61%-53.83%23.37%-38.31%
SDOW
ProShares UltraPro Short Dow30
10.94%-33.94%-25.95%-28.78%4.00%-49.00%-66.48%-49.54%-0.30%-52.26%

Returns By Period

In the year-to-date period, SRTY achieves a -5.72% return, which is significantly lower than SDOW's 10.94% return. Over the past 10 years, SRTY has underperformed SDOW with an annualized return of -41.91%, while SDOW has yielded a comparatively higher -36.41% annualized return.


SRTY

1D
-10.37%
1M
13.97%
YTD
-5.72%
6M
-13.38%
1Y
-57.84%
3Y*
-37.50%
5Y*
-25.46%
10Y*
-41.91%

SDOW

1D
-7.24%
1M
17.21%
YTD
10.94%
6M
0.57%
1Y
-29.73%
3Y*
-26.80%
5Y*
-22.86%
10Y*
-36.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SRTY vs. SDOW - Expense Ratio Comparison

Both SRTY and SDOW have an expense ratio of 0.95%.


Return for Risk

SRTY vs. SDOW — Risk / Return Rank

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

SRTY
SRTY Risk / Return Rank: 22
Overall Rank
SRTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SRTY Sortino Ratio Rank: 11
Sortino Ratio Rank
SRTY Omega Ratio Rank: 11
Omega Ratio Rank
SRTY Calmar Ratio Rank: 11
Calmar Ratio Rank
SRTY Martin Ratio Rank: 55
Martin Ratio Rank

SDOW
SDOW Risk / Return Rank: 44
Overall Rank
SDOW Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SDOW Sortino Ratio Rank: 33
Sortino Ratio Rank
SDOW Omega Ratio Rank: 33
Omega Ratio Rank
SDOW Calmar Ratio Rank: 33
Calmar Ratio Rank
SDOW Martin Ratio Rank: 77
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.

SRTY vs. SDOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short Russell2000 (SRTY) and ProShares UltraPro Short Dow30 (SDOW). 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.


SRTYSDOWDifference

Sharpe ratio

Return per unit of total volatility

-0.84

-0.59

-0.24

Sortino ratio

Return per unit of downside risk

-1.21

-0.61

-0.60

Omega ratio

Gain probability vs. loss probability

0.86

0.92

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.75

-0.54

-0.21

Martin ratio

Return relative to average drawdown

-0.94

-0.70

-0.24

SRTY vs. SDOW - Sharpe Ratio Comparison

The current SRTY Sharpe Ratio is -0.84, which is lower than the SDOW Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of SRTY and SDOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SRTYSDOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

-0.59

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

-0.52

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.62

-0.70

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

-0.76

+0.09

Correlation

The correlation between SRTY and SDOW is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SRTY vs. SDOW - Dividend Comparison

SRTY's dividend yield for the trailing twelve months is around 5.80%, more than SDOW's 4.19% yield.


TTM202520242023202220212020201920182017
SRTY
ProShares UltraPro Short Russell2000
5.80%6.87%9.40%4.93%0.17%0.00%0.95%2.13%0.70%0.04%
SDOW
ProShares UltraPro Short Dow30
4.19%5.80%8.30%5.38%0.36%0.00%0.52%2.17%1.23%0.09%

Drawdowns

SRTY vs. SDOW - Drawdown Comparison

The maximum SRTY drawdown since its inception was -99.99%, roughly equal to the maximum SDOW drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for SRTY and SDOW.


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Drawdown Indicators


SRTYSDOWDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-99.96%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-76.28%

-58.80%

-17.48%

Max Drawdown (5Y)

Largest decline over 5 years

-88.24%

-80.95%

-7.29%

Max Drawdown (10Y)

Largest decline over 10 years

-99.67%

-99.20%

-0.47%

Current Drawdown

Current decline from peak

-99.99%

-99.95%

-0.04%

Average Drawdown

Average peak-to-trough decline

-93.71%

-89.32%

-4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.09%

45.44%

+15.65%

Volatility

SRTY vs. SDOW - Volatility Comparison

ProShares UltraPro Short Russell2000 (SRTY) has a higher volatility of 22.45% compared to ProShares UltraPro Short Dow30 (SDOW) at 14.79%. This indicates that SRTY's price experiences larger fluctuations and is considered to be riskier than SDOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRTYSDOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.45%

14.79%

+7.66%

Volatility (6M)

Calculated over the trailing 6-month period

43.37%

27.65%

+15.72%

Volatility (1Y)

Calculated over the trailing 1-year period

69.30%

50.29%

+19.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.50%

44.15%

+23.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.22%

52.05%

+16.17%