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SSG vs. NVDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSG and NVDL is -0.76. 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.


Performance

SSG vs. NVDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Semiconductors (SSG) and GraniteShares 2x Long NVDA Daily ETF (NVDL). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
-94.48%
862.78%
SSG
NVDL

Key characteristics

Sharpe Ratio

SSG:

-0.60

NVDL:

0.04

Sortino Ratio

SSG:

-0.57

NVDL:

0.92

Omega Ratio

SSG:

0.93

NVDL:

1.12

Calmar Ratio

SSG:

-0.61

NVDL:

0.08

Martin Ratio

SSG:

-1.27

NVDL:

0.16

Ulcer Index

SSG:

47.74%

NVDL:

32.43%

Daily Std Dev

SSG:

101.55%

NVDL:

118.15%

Max Drawdown

SSG:

-100.00%

NVDL:

-67.55%

Current Drawdown

SSG:

-100.00%

NVDL:

-55.79%

Returns By Period

In the year-to-date period, SSG achieves a -5.79% return, which is significantly higher than NVDL's -43.23% return.


SSG

YTD

-5.79%

1M

-42.58%

6M

-8.82%

1Y

-55.89%

5Y*

-62.94%

10Y*

-55.29%

NVDL

YTD

-43.23%

1M

36.26%

6M

-49.73%

1Y

-8.43%

5Y*

N/A

10Y*

N/A

*Annualized

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SSG vs. NVDL - Expense Ratio Comparison

SSG has a 0.95% expense ratio, which is lower than NVDL's 1.15% expense ratio.


Risk-Adjusted Performance

SSG vs. NVDL — Risk-Adjusted Performance Rank

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

SSG
The Risk-Adjusted Performance Rank of SSG is 33
Overall Rank
The Sharpe Ratio Rank of SSG is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SSG is 44
Sortino Ratio Rank
The Omega Ratio Rank of SSG is 55
Omega Ratio Rank
The Calmar Ratio Rank of SSG is 11
Calmar Ratio Rank
The Martin Ratio Rank of SSG is 33
Martin Ratio Rank

NVDL
The Risk-Adjusted Performance Rank of NVDL is 3333
Overall Rank
The Sharpe Ratio Rank of NVDL is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDL is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NVDL is 4949
Omega Ratio Rank
The Calmar Ratio Rank of NVDL is 2222
Calmar Ratio Rank
The Martin Ratio Rank of NVDL is 1919
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.

SSG vs. NVDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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 current SSG Sharpe Ratio is -0.60, which is lower than the NVDL Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SSG and NVDL, 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-1.000.001.002.003.004.005.00December2025FebruaryMarchAprilMay
-0.60
0.04
SSG
NVDL

Dividends

SSG vs. NVDL - Dividend Comparison

SSG's dividend yield for the trailing twelve months is around 7.34%, while NVDL has not paid dividends to shareholders.


TTM2024202320222021202020192018
SSG
Proshares Ultrashort Semiconductors
7.34%7.66%6.72%0.36%0.00%0.34%1.81%0.63%
NVDL
GraniteShares 2x Long NVDA Daily ETF
0.00%0.00%11.29%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SSG vs. NVDL - Drawdown Comparison

The maximum SSG drawdown since its inception was -100.00%, which is greater than NVDL's maximum drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for SSG and NVDL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-95.86%
-55.79%
SSG
NVDL

Volatility

SSG vs. NVDL - Volatility Comparison

Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 51.94% compared to GraniteShares 2x Long NVDA Daily ETF (NVDL) at 42.55%. This indicates that SSG's price experiences larger fluctuations and is considered to be riskier than NVDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
51.94%
42.55%
SSG
NVDL