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SRTY vs. SQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SRTY and SQQQ is -0.87. 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
Correlation: -0.9

Performance

SRTY vs. SQQQ - Performance Comparison

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

-100.00%-100.00%-99.99%-99.99%-99.98%-99.98%-99.97%NovemberDecember2025FebruaryMarchApril
-99.98%
-100.00%
SRTY
SQQQ

Key characteristics

Sharpe Ratio

SRTY:

-0.19

SQQQ:

-0.57

Sortino Ratio

SRTY:

0.23

SQQQ:

-0.48

Omega Ratio

SRTY:

1.03

SQQQ:

0.94

Calmar Ratio

SRTY:

-0.14

SQQQ:

-0.42

Martin Ratio

SRTY:

-0.45

SQQQ:

-1.15

Ulcer Index

SRTY:

30.14%

SQQQ:

36.82%

Daily Std Dev

SRTY:

72.19%

SQQQ:

75.08%

Max Drawdown

SRTY:

-99.99%

SQQQ:

-100.00%

Current Drawdown

SRTY:

-99.98%

SQQQ:

-100.00%

Returns By Period

In the year-to-date period, SRTY achieves a 29.99% return, which is significantly higher than SQQQ's 3.12% return. Over the past 10 years, SRTY has outperformed SQQQ with an annualized return of -36.53%, while SQQQ has yielded a comparatively lower -51.05% annualized return.


SRTY

YTD

29.99%

1M

5.41%

6M

21.69%

1Y

-13.88%

5Y*

-43.43%

10Y*

-36.53%

SQQQ

YTD

3.12%

1M

-10.77%

6M

-7.21%

1Y

-39.98%

5Y*

-52.69%

10Y*

-51.05%

*Annualized

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SRTY vs. SQQQ - Expense Ratio Comparison

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


Expense ratio chart for SRTY: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SRTY: 0.95%
Expense ratio chart for SQQQ: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SQQQ: 0.95%

Risk-Adjusted Performance

SRTY vs. SQQQ — Risk-Adjusted Performance Rank

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

SRTY
The Risk-Adjusted Performance Rank of SRTY is 1818
Overall Rank
The Sharpe Ratio Rank of SRTY is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SRTY is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SRTY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SRTY is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SRTY is 1313
Martin Ratio Rank

SQQQ
The Risk-Adjusted Performance Rank of SQQQ is 55
Overall Rank
The Sharpe Ratio Rank of SQQQ is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SQQQ is 66
Sortino Ratio Rank
The Omega Ratio Rank of SQQQ is 66
Omega Ratio Rank
The Calmar Ratio Rank of SQQQ is 33
Calmar Ratio Rank
The Martin Ratio Rank of SQQQ is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SRTY vs. SQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short Russell2000 (SRTY) and ProShares UltraPro Short QQQ (SQQQ). 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 chart of Sharpe ratio for SRTY, currently valued at -0.19, compared to the broader market-1.000.001.002.003.004.00
SRTY: -0.19
SQQQ: -0.57
The chart of Sortino ratio for SRTY, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.00
SRTY: 0.23
SQQQ: -0.48
The chart of Omega ratio for SRTY, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
SRTY: 1.03
SQQQ: 0.94
The chart of Calmar ratio for SRTY, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.0012.00
SRTY: -0.14
SQQQ: -0.42
The chart of Martin ratio for SRTY, currently valued at -0.45, compared to the broader market0.0020.0040.0060.00
SRTY: -0.45
SQQQ: -1.15

The current SRTY Sharpe Ratio is -0.19, which is higher than the SQQQ Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of SRTY and SQQQ, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.19
-0.57
SRTY
SQQQ

Dividends

SRTY vs. SQQQ - Dividend Comparison

SRTY's dividend yield for the trailing twelve months is around 6.68%, less than SQQQ's 9.00% yield.


TTM20242023202220212020201920182017
SRTY
ProShares UltraPro Short Russell2000
6.68%9.40%4.93%0.17%0.00%0.95%2.12%0.70%0.04%
SQQQ
ProShares UltraPro Short QQQ
9.00%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

SRTY vs. SQQQ - Drawdown Comparison

The maximum SRTY drawdown since its inception was -99.99%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SRTY and SQQQ. For additional features, visit the drawdowns tool.


-100.00%-100.00%-99.99%-99.99%-99.98%-99.98%-99.97%NovemberDecember2025FebruaryMarchApril
-99.98%
-100.00%
SRTY
SQQQ

Volatility

SRTY vs. SQQQ - Volatility Comparison

The current volatility for ProShares UltraPro Short Russell2000 (SRTY) is 43.67%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 55.95%. This indicates that SRTY experiences smaller price fluctuations and is considered to be less risky than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
43.67%
55.95%
SRTY
SQQQ