PortfoliosLab logo
SSG vs. SOXQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSG and SOXQ is -0.79. 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

SSG vs. SOXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Semiconductors (SSG) and Invesco PHLX Semiconductor ETF (SOXQ). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-96.79%
37.48%
SSG
SOXQ

Key characteristics

Sharpe Ratio

SSG:

-0.61

SOXQ:

-0.11

Sortino Ratio

SSG:

-0.61

SOXQ:

0.16

Omega Ratio

SSG:

0.93

SOXQ:

1.02

Calmar Ratio

SSG:

-0.62

SOXQ:

-0.12

Martin Ratio

SSG:

-1.17

SOXQ:

-0.29

Ulcer Index

SSG:

53.05%

SOXQ:

15.94%

Daily Std Dev

SSG:

102.35%

SOXQ:

44.62%

Max Drawdown

SSG:

-100.00%

SOXQ:

-46.01%

Current Drawdown

SSG:

-100.00%

SOXQ:

-27.82%

Returns By Period

In the year-to-date period, SSG achieves a -3.07% return, which is significantly higher than SOXQ's -14.65% return.


SSG

YTD

-3.07%

1M

-14.85%

6M

-4.15%

1Y

-60.86%

5Y*

-63.01%

10Y*

-55.25%

SOXQ

YTD

-14.65%

1M

-5.91%

6M

-18.27%

1Y

-7.49%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSG vs. SOXQ - Expense Ratio Comparison

SSG has a 0.95% expense ratio, which is higher than SOXQ's 0.00% expense ratio.


Expense ratio chart for SSG: 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%
SSG: 0.95%
Expense ratio chart for SOXQ: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXQ: 0.00%

Risk-Adjusted Performance

SSG vs. SOXQ — 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 44
Omega Ratio Rank
The Calmar Ratio Rank of SSG is 11
Calmar Ratio Rank
The Martin Ratio Rank of SSG is 44
Martin Ratio Rank

SOXQ
The Risk-Adjusted Performance Rank of SOXQ is 1616
Overall Rank
The Sharpe Ratio Rank of SOXQ is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXQ is 2020
Sortino Ratio Rank
The Omega Ratio Rank of SOXQ is 2020
Omega Ratio Rank
The Calmar Ratio Rank of SOXQ is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SOXQ is 1414
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. SOXQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) and Invesco PHLX Semiconductor ETF (SOXQ). 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 SSG, currently valued at -0.61, compared to the broader market-1.000.001.002.003.004.00
SSG: -0.61
SOXQ: -0.11
The chart of Sortino ratio for SSG, currently valued at -0.61, compared to the broader market-2.000.002.004.006.008.00
SSG: -0.61
SOXQ: 0.16
The chart of Omega ratio for SSG, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
SSG: 0.93
SOXQ: 1.02
The chart of Calmar ratio for SSG, currently valued at -0.64, compared to the broader market0.002.004.006.008.0010.0012.00
SSG: -0.64
SOXQ: -0.12
The chart of Martin ratio for SSG, currently valued at -1.17, compared to the broader market0.0020.0040.0060.00
SSG: -1.17
SOXQ: -0.29

The current SSG Sharpe Ratio is -0.61, which is lower than the SOXQ Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SSG and SOXQ, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.61
-0.11
SSG
SOXQ

Dividends

SSG vs. SOXQ - Dividend Comparison

SSG's dividend yield for the trailing twelve months is around 7.13%, more than SOXQ's 0.80% yield.


TTM2024202320222021202020192018
SSG
Proshares Ultrashort Semiconductors
7.13%7.66%6.72%0.36%0.00%0.34%1.81%0.63%
SOXQ
Invesco PHLX Semiconductor ETF
0.80%0.68%0.87%1.36%0.73%0.00%0.00%0.00%

Drawdowns

SSG vs. SOXQ - Drawdown Comparison

The maximum SSG drawdown since its inception was -100.00%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for SSG and SOXQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-97.08%
-27.82%
SSG
SOXQ

Volatility

SSG vs. SOXQ - Volatility Comparison

Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 57.39% compared to Invesco PHLX Semiconductor ETF (SOXQ) at 25.99%. This indicates that SSG's price experiences larger fluctuations and is considered to be riskier than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
57.39%
25.99%
SSG
SOXQ