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

Correlation

The correlation between SSG and SZK is -0.66. 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: -0.7

Performance

SSG vs. SZK - Performance Comparison

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

-100.00%-99.50%-99.00%-98.50%-98.00%NovemberDecember2025FebruaryMarchApril
-100.00%
-98.40%
SSG
SZK

Key characteristics

Sharpe Ratio

SSG:

-0.61

SZK:

-0.41

Sortino Ratio

SSG:

-0.61

SZK:

-0.43

Omega Ratio

SSG:

0.93

SZK:

0.95

Calmar Ratio

SSG:

-0.62

SZK:

-0.11

Martin Ratio

SSG:

-1.17

SZK:

-1.04

Ulcer Index

SSG:

53.05%

SZK:

10.40%

Daily Std Dev

SSG:

102.35%

SZK:

26.23%

Max Drawdown

SSG:

-100.00%

SZK:

-99.40%

Current Drawdown

SSG:

-100.00%

SZK:

-99.23%

Returns By Period

In the year-to-date period, SSG achieves a -3.07% return, which is significantly higher than SZK's -6.20% return. Over the past 10 years, SSG has underperformed SZK with an annualized return of -55.25%, while SZK has yielded a comparatively higher -19.98% annualized return.


SSG

YTD

-3.07%

1M

-14.85%

6M

-4.15%

1Y

-60.86%

5Y*

-63.01%

10Y*

-55.25%

SZK

YTD

-6.20%

1M

-2.98%

6M

-0.12%

1Y

-9.97%

5Y*

-21.27%

10Y*

-19.98%

*Annualized

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SSG vs. SZK - Expense Ratio Comparison

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


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 SZK: 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%
SZK: 0.95%

Risk-Adjusted Performance

SSG vs. SZK — 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

SZK
The Risk-Adjusted Performance Rank of SZK is 77
Overall Rank
The Sharpe Ratio Rank of SZK is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SZK is 66
Sortino Ratio Rank
The Omega Ratio Rank of SZK is 66
Omega Ratio Rank
The Calmar Ratio Rank of SZK is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SZK is 55
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. SZK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) and ProShares UltraShort Consumer Goods (SZK). 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
SZK: -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
SZK: -0.43
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
SZK: 0.95
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
SZK: -0.11
The chart of Martin ratio for SSG, currently valued at -1.17, compared to the broader market0.0020.0040.0060.00
SSG: -1.17
SZK: -1.04

The current SSG Sharpe Ratio is -0.61, which is lower than the SZK Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of SSG and SZK, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-0.61
-0.41
SSG
SZK

Dividends

SSG vs. SZK - Dividend Comparison

SSG's dividend yield for the trailing twelve months is around 7.13%, more than SZK's 5.54% yield.


TTM2024202320222021202020192018
SSG
Proshares Ultrashort Semiconductors
7.13%7.66%6.72%0.36%0.00%0.34%1.81%0.63%
SZK
ProShares UltraShort Consumer Goods
5.54%5.70%4.03%0.56%0.00%0.18%1.69%0.50%

Drawdowns

SSG vs. SZK - Drawdown Comparison

The maximum SSG drawdown since its inception was -100.00%, roughly equal to the maximum SZK drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for SSG and SZK. For additional features, visit the drawdowns tool.


-100.00%-99.80%-99.60%-99.40%-99.20%NovemberDecember2025FebruaryMarchApril
-100.00%
-99.23%
SSG
SZK

Volatility

SSG vs. SZK - Volatility Comparison

Proshares Ultrashort Semiconductors (SSG) has a higher volatility of 57.39% compared to ProShares UltraShort Consumer Goods (SZK) at 15.26%. This indicates that SSG's price experiences larger fluctuations and is considered to be riskier than SZK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
57.39%
15.26%
SSG
SZK