PortfoliosLab logoPortfoliosLab logo
SSG vs. SQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSG vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Semiconductors (SSG) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SSG vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSG
Proshares Ultrashort Semiconductors
-5.39%-70.03%-77.59%-78.69%37.90%-67.46%-76.50%-63.33%-0.79%-51.60%
SQQQ
ProShares UltraPro Short QQQ
13.99%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Returns By Period

In the year-to-date period, SSG achieves a -5.39% return, which is significantly lower than SQQQ's 13.99% return. Over the past 10 years, SSG has underperformed SQQQ with an annualized return of -58.98%, while SQQQ has yielded a comparatively higher -52.71% annualized return.


SSG

1D
-3.97%
1M
3.53%
YTD
-5.39%
6M
-18.48%
1Y
-77.08%
3Y*
-70.14%
5Y*
-61.10%
10Y*
-58.98%

SQQQ

1D
-3.78%
1M
10.61%
YTD
13.99%
6M
6.42%
1Y
-56.13%
3Y*
-49.39%
5Y*
-42.70%
10Y*
-52.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. SQQQ - Expense Ratio Comparison

Both SSG and SQQQ have an expense ratio of 0.95%.


Return for Risk

SSG vs. SQQQ — Risk / Return Rank

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

SSG
SSG Risk / Return Rank: 11
Overall Rank
SSG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 00
Calmar Ratio Rank
SSG Martin Ratio Rank: 44
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 22
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 11
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSG vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) and ProShares UltraPro Short QQQ (SQQQ). 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.


SSGSQQQDifference

Sharpe ratio

Return per unit of total volatility

-1.00

-0.84

-0.17

Sortino ratio

Return per unit of downside risk

-1.92

-1.14

-0.78

Omega ratio

Gain probability vs. loss probability

0.75

0.84

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.91

-0.76

-0.15

Martin ratio

Return relative to average drawdown

-1.06

-0.87

-0.18

SSG vs. SQQQ - Sharpe Ratio Comparison

The current SSG Sharpe Ratio is -1.00, which is comparable to the SQQQ Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of SSG and SQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SSGSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

-0.84

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.80

-0.64

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.86

-0.80

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

-0.85

+0.09

Correlation

The correlation between SSG and SQQQ is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SSG vs. SQQQ - Dividend Comparison

SSG's dividend yield for the trailing twelve months is around 5.52%, less than SQQQ's 5.99% yield.


TTM202520242023202220212020201920182017
SSG
Proshares Ultrashort Semiconductors
5.52%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%0.00%
SQQQ
ProShares UltraPro Short QQQ
5.99%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

SSG vs. SQQQ - Drawdown Comparison

The maximum SSG drawdown since its inception was -100.00%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SSG and SQQQ.


Loading graphics...

Drawdown Indicators


SSGSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-85.01%

-75.23%

-9.78%

Max Drawdown (5Y)

Largest decline over 5 years

-99.37%

-95.36%

-4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

-99.96%

-0.03%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-88.49%

-92.32%

+3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

73.57%

65.40%

+8.17%

Volatility

SSG vs. SQQQ - Volatility Comparison

Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 22.10% compared to ProShares UltraPro Short QQQ (SQQQ) at 19.98%. This indicates that SSG's price experiences larger fluctuations and is considered to be riskier than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SSGSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.10%

19.98%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

49.05%

38.23%

+10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

77.15%

67.38%

+9.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.00%

66.65%

+10.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.55%

65.97%

+2.58%