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

Correlation

The correlation between SRTY and URTY is -0.84. 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: -0.8

Performance

SRTY vs. URTY - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
-99.98%
192.41%
SRTY
URTY

Key characteristics

Sharpe Ratio

SRTY:

-0.25

URTY:

-0.34

Sortino Ratio

SRTY:

0.13

URTY:

-0.04

Omega Ratio

SRTY:

1.02

URTY:

0.99

Calmar Ratio

SRTY:

-0.18

URTY:

-0.30

Martin Ratio

SRTY:

-0.60

URTY:

-1.01

Ulcer Index

SRTY:

30.08%

URTY:

24.39%

Daily Std Dev

SRTY:

72.20%

URTY:

72.35%

Max Drawdown

SRTY:

-99.99%

URTY:

-88.09%

Current Drawdown

SRTY:

-99.98%

URTY:

-77.30%

Returns By Period

In the year-to-date period, SRTY achieves a 29.99% return, which is significantly higher than URTY's -39.75% return. Over the past 10 years, SRTY has underperformed URTY with an annualized return of -36.44%, while URTY has yielded a comparatively higher -5.22% annualized return.


SRTY

YTD

29.99%

1M

10.37%

6M

23.25%

1Y

-14.72%

5Y*

-44.85%

10Y*

-36.44%

URTY

YTD

-39.75%

1M

-24.04%

6M

-41.23%

1Y

-27.36%

5Y*

6.23%

10Y*

-5.22%

*Annualized

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SRTY vs. URTY - Expense Ratio Comparison

Both SRTY and URTY 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 URTY: 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%
URTY: 0.95%

Risk-Adjusted Performance

SRTY vs. URTY — 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 1515
Overall Rank
The Sharpe Ratio Rank of SRTY is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SRTY is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SRTY is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SRTY is 1111
Calmar Ratio Rank
The Martin Ratio Rank of SRTY is 1212
Martin Ratio Rank

URTY
The Risk-Adjusted Performance Rank of URTY is 1111
Overall Rank
The Sharpe Ratio Rank of URTY is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of URTY is 1515
Sortino Ratio Rank
The Omega Ratio Rank of URTY is 1616
Omega Ratio Rank
The Calmar Ratio Rank of URTY is 77
Calmar Ratio Rank
The Martin Ratio Rank of URTY is 66
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. URTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short Russell2000 (SRTY) and ProShares UltraPro Russell2000 (URTY). 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 -0.25, compared to the broader market-1.000.001.002.003.004.00
SRTY: -0.25
URTY: -0.34
The chart of Sortino ratio for SRTY, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
SRTY: 0.13
URTY: -0.04
The chart of Omega ratio for SRTY, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
SRTY: 1.02
URTY: 0.99
The chart of Calmar ratio for SRTY, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00
SRTY: -0.18
URTY: -0.30
The chart of Martin ratio for SRTY, currently valued at -0.60, compared to the broader market0.0020.0040.0060.00
SRTY: -0.60
URTY: -1.01

The current SRTY Sharpe Ratio is -0.25, which is comparable to the URTY Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of SRTY and URTY, 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.25
-0.34
SRTY
URTY

Dividends

SRTY vs. URTY - Dividend Comparison

SRTY's dividend yield for the trailing twelve months is around 6.68%, more than URTY's 2.37% yield.


TTM202420232022202120202019201820172016
SRTY
ProShares UltraPro Short Russell2000
6.68%9.40%4.93%0.16%0.00%0.95%2.12%0.70%0.04%0.00%
URTY
ProShares UltraPro Russell2000
2.37%1.16%0.55%0.28%0.00%0.00%0.18%0.27%0.00%0.03%

Drawdowns

SRTY vs. URTY - Drawdown Comparison

The maximum SRTY drawdown since its inception was -99.99%, which is greater than URTY's maximum drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for SRTY and URTY. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-99.98%
-77.30%
SRTY
URTY

Volatility

SRTY vs. URTY - Volatility Comparison

ProShares UltraPro Short Russell2000 (SRTY) and ProShares UltraPro Russell2000 (URTY) have volatilities of 43.77% and 42.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
43.77%
42.36%
SRTY
URTY