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

Correlation

The correlation between SSG and SOXS is -0.56. 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: -0.6

Performance

SSG vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Semiconductors (SSG) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

-100.00%-100.00%-100.00%-99.99%-99.99%-99.99%NovemberDecember2025FebruaryMarchApril
-100.00%
-100.00%
SSG
SOXS

Key characteristics

Sharpe Ratio

SSG:

-0.61

SOXS:

-0.41

Sortino Ratio

SSG:

-0.61

SOXS:

0.19

Omega Ratio

SSG:

0.93

SOXS:

1.02

Calmar Ratio

SSG:

-0.62

SOXS:

-0.53

Martin Ratio

SSG:

-1.17

SOXS:

-1.27

Ulcer Index

SSG:

53.05%

SOXS:

41.51%

Daily Std Dev

SSG:

102.35%

SOXS:

130.05%

Max Drawdown

SSG:

-100.00%

SOXS:

-100.00%

Current Drawdown

SSG:

-100.00%

SOXS:

-100.00%

Returns By Period

In the year-to-date period, SSG achieves a -3.07% return, which is significantly higher than SOXS's -16.63% return. Over the past 10 years, SSG has outperformed SOXS with an annualized return of -55.25%, while SOXS has yielded a comparatively lower -66.44% annualized return.


SSG

YTD

-3.07%

1M

-14.85%

6M

-4.15%

1Y

-60.86%

5Y*

-63.01%

10Y*

-55.25%

SOXS

YTD

-16.63%

1M

-25.26%

6M

-5.94%

1Y

-48.18%

5Y*

-72.17%

10Y*

-66.44%

*Annualized

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SSG vs. SOXS - Expense Ratio Comparison

SSG has a 0.95% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Expense ratio chart for SOXS: current value is 1.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXS: 1.08%
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%

Risk-Adjusted Performance

SSG vs. SOXS — 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

SOXS
The Risk-Adjusted Performance Rank of SOXS is 1111
Overall Rank
The Sharpe Ratio Rank of SOXS is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SOXS is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SOXS is 22
Calmar Ratio Rank
The Martin Ratio Rank of SOXS is 33
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. SOXS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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
SOXS: -0.41
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
SOXS: 0.19
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
SOXS: 1.02
The chart of Calmar ratio for SSG, currently valued at -0.62, compared to the broader market0.002.004.006.008.0010.0012.00
SSG: -0.62
SOXS: -0.53
The chart of Martin ratio for SSG, currently valued at -1.17, compared to the broader market0.0020.0040.0060.00
SSG: -1.17
SOXS: -1.27

The current SSG Sharpe Ratio is -0.61, which is lower than the SOXS Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of SSG and SOXS, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.61
-0.41
SSG
SOXS

Dividends

SSG vs. SOXS - Dividend Comparison

SSG's dividend yield for the trailing twelve months is around 7.13%, more than SOXS's 5.36% yield.


TTM2024202320222021202020192018
SSG
Proshares Ultrashort Semiconductors
7.13%7.66%6.72%0.36%0.00%0.34%1.81%0.63%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
5.36%5.43%9.21%0.19%0.00%3.55%2.32%0.76%

Drawdowns

SSG vs. SOXS - Drawdown Comparison

The maximum SSG drawdown since its inception was -100.00%, roughly equal to the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SSG and SOXS. For additional features, visit the drawdowns tool.


-100.00%-100.00%-100.00%-99.99%-99.99%-99.99%NovemberDecember2025FebruaryMarchApril
-100.00%
-100.00%
SSG
SOXS

Volatility

SSG vs. SOXS - Volatility Comparison

The current volatility for Proshares Ultrashort Semiconductors (SSG) is 57.39%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 98.74%. This indicates that SSG experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
57.39%
98.74%
SSG
SOXS