SSG vs. SMG

In the year-to-date period, SSG achieves a -32.40% return, which is significantly lower than SMG's -4.87% return. Over the past 10 years, SSG has underperformed SMG with an annualized return of -56.52%, while SMG has yielded a comparatively higher 2.27% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) and The Scotts Miracle-Gro Company (SMG). 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 -0.64, which is lower than the SMG Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of SSG and SMG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SSG's dividend yield for the trailing twelve months is around 10.22%, more than SMG's 4.23% yield.

The maximum SSG drawdown since its inception was -100.00%, which is greater than SMG's maximum drawdown of -83.55%. Use the drawdown chart below to compare losses from any high point for SSG and SMG. For additional features, visit the drawdowns tool.

Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 23.94% compared to The Scotts Miracle-Gro Company (SMG) at 13.71%. This indicates that SSG's price experiences larger fluctuations and is considered to be riskier than SMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.