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

Correlation

The correlation between SSG and SMG is -0.33. 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.


-0.50.00.51.0-0.3

Performance

SSG vs. SMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Semiconductors (SSG) and The Scotts Miracle-Gro Company (SMG). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%AugustSeptemberOctoberNovemberDecember2025
-100.00%
7.09%
SSG
SMG

Key characteristics

Sharpe Ratio

SSG:

-0.93

SMG:

0.59

Sortino Ratio

SSG:

-1.90

SMG:

1.01

Omega Ratio

SSG:

0.79

SMG:

1.15

Calmar Ratio

SSG:

-0.78

SMG:

0.32

Martin Ratio

SSG:

-1.26

SMG:

1.98

Ulcer Index

SSG:

62.06%

SMG:

12.46%

Daily Std Dev

SSG:

83.89%

SMG:

42.20%

Max Drawdown

SSG:

-100.00%

SMG:

-83.55%

Current Drawdown

SSG:

-100.00%

SMG:

-68.27%

Returns By Period

In the year-to-date period, SSG achieves a -4.92% return, which is significantly lower than SMG's 6.48% return. Over the past 10 years, SSG has underperformed SMG with an annualized return of -55.80%, while SMG has yielded a comparatively higher 4.49% annualized return.


SSG

YTD

-4.92%

1M

-1.86%

6M

-33.83%

1Y

-77.30%

5Y*

-65.70%

10Y*

-55.80%

SMG

YTD

6.48%

1M

-3.50%

6M

6.98%

1Y

25.69%

5Y*

-5.53%

10Y*

4.49%

*Annualized

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Risk-Adjusted Performance

SSG vs. SMG — 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 11
Overall Rank
The Sharpe Ratio Rank of SSG is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of SSG is 00
Sortino Ratio Rank
The Omega Ratio Rank of SSG is 00
Omega Ratio Rank
The Calmar Ratio Rank of SSG is 00
Calmar Ratio Rank
The Martin Ratio Rank of SSG is 22
Martin Ratio Rank

SMG
The Risk-Adjusted Performance Rank of SMG is 6565
Overall Rank
The Sharpe Ratio Rank of SMG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SMG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SMG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SMG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SMG is 6868
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. SMG - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for SSG, currently valued at -0.93, compared to the broader market0.002.004.00-0.930.59
The chart of Sortino ratio for SSG, currently valued at -1.90, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.901.01
The chart of Omega ratio for SSG, currently valued at 0.79, compared to the broader market0.501.001.502.002.503.000.791.15
The chart of Calmar ratio for SSG, currently valued at -0.78, compared to the broader market0.005.0010.0015.00-0.780.32
The chart of Martin ratio for SSG, currently valued at -1.26, compared to the broader market0.0020.0040.0060.0080.00100.00-1.261.98
SSG
SMG

The current SSG Sharpe Ratio is -0.93, which is lower than the SMG Sharpe Ratio of 0.59. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-0.93
0.59
SSG
SMG

Dividends

SSG vs. SMG - Dividend Comparison

SSG's dividend yield for the trailing twelve months is around 6.66%, more than SMG's 3.74% yield.


TTM20242023202220212020201920182017201620152014
SSG
Proshares Ultrashort Semiconductors
6.66%6.33%2.36%0.07%0.00%0.34%1.37%0.63%0.00%0.00%0.00%0.00%
SMG
The Scotts Miracle-Gro Company
3.74%3.98%4.14%5.43%1.59%3.72%2.13%3.51%1.93%2.03%2.85%6.06%

Drawdowns

SSG vs. SMG - Drawdown Comparison

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.


-100.00%-90.00%-80.00%-70.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-100.00%
-68.27%
SSG
SMG

Volatility

SSG vs. SMG - Volatility Comparison

Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 20.99% compared to The Scotts Miracle-Gro Company (SMG) at 9.50%. 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.


10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
20.99%
9.50%
SSG
SMG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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