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SSG vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

SSG vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Semiconductors (SSG) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSG achieves a -63.37% return, which is significantly lower than ^GSPC's 9.16% return. Over the past 10 years, SSG has underperformed ^GSPC with an annualized return of -62.52%, while ^GSPC has yielded a comparatively higher 13.88% annualized return.


SSG

1D
-0.80%
1M
-21.37%
YTD
-63.37%
6M
-63.97%
1Y
-81.41%
3Y*
-75.00%
5Y*
-67.22%
10Y*
-62.52%

^GSPC

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSG vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSG
Proshares Ultrashort Semiconductors
-63.37%-70.03%-77.59%-78.69%37.90%-67.46%-76.50%-63.33%-0.79%-51.60%
^GSPC
S&P 500 Index
9.16%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between SSG and ^GSPC is -0.71, 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

-0.71

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

-0.74

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

-0.78

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

-0.75

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2007

-0.74

The correlation between SSG and ^GSPC has been stable across timeframes, ranging from -0.78 to -0.71 - a consistent structural relationship.

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Return for Risk

SSG vs. ^GSPC — Risk / Return Rank

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

SSG
SSG Risk / Return Rank: 00
Overall Rank
SSG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 00
Calmar Ratio Rank
SSG Martin Ratio Rank: 11
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8282
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7474
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8585
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.

SSG vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SSG^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-3.24

Sortino ratioReturn per unit of downside risk

-5.61

Omega ratioGain probability vs. loss probability

0.69

1.37

-0.67

Calmar ratioReturn relative to maximum drawdown

-1.00

2.78

-3.79

Martin ratioReturn relative to average drawdown

-1.60

12.44

-14.04

SSG vs. ^GSPC - Sharpe Ratio Comparison

The current SSG Sharpe Ratio is -1.21, which is lower than the ^GSPC Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SSG and ^GSPC, 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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Drawdowns

SSG vs. ^GSPC - Drawdown Comparison

The maximum SSG drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SSG and ^GSPC.


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Drawdown Indicators


SSG^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-56.78%

-43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-81.20%

-9.10%

-72.10%

Max Drawdown (3Y)

Largest decline over 3 years

-98.56%

-18.90%

-79.66%

Max Drawdown (5Y)

Largest decline over 5 years

-99.66%

-25.43%

-74.23%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-33.92%

-66.07%

Current Drawdown

Current decline from peak

-100.00%

-1.80%

-98.20%

Average Drawdown

Average peak-to-trough decline

-88.60%

-10.71%

-77.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.37%

2.03%

+49.34%

Volatility

SSG vs. ^GSPC - Volatility Comparison

Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 30.98% compared to S&P 500 Index (^GSPC) at 4.67%. This indicates that SSG's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSG^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.98%

4.67%

+26.31%

Volatility (6M)

Calculated over the trailing 6-month period

53.34%

9.84%

+43.50%

Volatility (1Y)

Calculated over the trailing 1-year period

67.65%

12.50%

+55.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.35%

16.99%

+61.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.58%

18.11%

+51.47%

Frequently Asked Questions


SSG and ^GSPC have a correlation of -0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSG has higher volatility (30.98%) compared to ^GSPC (4.67%). In terms of maximum drawdown, SSG dropped -100.00% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.03 vs -1.21), 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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