PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SSG vs. USD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SSG and USD is -0.87. 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.


-0.50.00.51.0-0.9

Performance

SSG vs. USD - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
6,171.59%
SSG
USD

Key characteristics

Sharpe Ratio

SSG:

-0.95

USD:

1.89

Sortino Ratio

SSG:

-1.96

USD:

2.33

Omega Ratio

SSG:

0.78

USD:

1.30

Calmar Ratio

SSG:

-0.79

USD:

3.18

Martin Ratio

SSG:

-1.23

USD:

7.93

Ulcer Index

SSG:

64.33%

USD:

19.18%

Daily Std Dev

SSG:

82.92%

USD:

80.37%

Max Drawdown

SSG:

-100.00%

USD:

-87.93%

Current Drawdown

SSG:

-100.00%

USD:

-22.06%

Returns By Period

In the year-to-date period, SSG achieves a -77.17% return, which is significantly lower than USD's 135.72% return. Over the past 10 years, SSG has underperformed USD with an annualized return of -55.02%, while USD has yielded a comparatively higher 43.86% annualized return.


SSG

YTD

-77.17%

1M

3.54%

6M

-18.32%

1Y

-78.84%

5Y*

-65.38%

10Y*

-55.02%

USD

YTD

135.72%

1M

-5.50%

6M

-16.77%

1Y

152.12%

5Y*

53.03%

10Y*

43.86%

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. USD - Expense Ratio Comparison

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


SSG
Proshares Ultrashort Semiconductors
Expense ratio chart for SSG: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for USD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

SSG vs. USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) and ProShares Ultra Semiconductors (USD). 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 -0.95, compared to the broader market0.002.004.00-0.951.89
The chart of Sortino ratio for SSG, currently valued at -1.96, compared to the broader market-2.000.002.004.006.008.0010.00-1.962.33
The chart of Omega ratio for SSG, currently valued at 0.78, compared to the broader market0.501.001.502.002.503.000.781.30
The chart of Calmar ratio for SSG, currently valued at -0.79, compared to the broader market0.005.0010.0015.00-0.793.18
The chart of Martin ratio for SSG, currently valued at -1.23, compared to the broader market0.0020.0040.0060.0080.00100.00-1.237.93
SSG
USD

The current SSG Sharpe Ratio is -0.95, which is lower than the USD Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SSG and USD, 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-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.95
1.89
SSG
USD

Dividends

SSG vs. USD - Dividend Comparison

SSG's dividend yield for the trailing twelve months is around 2.77%, while USD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SSG
Proshares Ultrashort Semiconductors
2.77%4.40%0.36%0.00%0.07%1.23%0.36%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.00%0.10%0.30%0.00%0.25%0.93%1.47%0.64%7.33%0.54%3.06%1.13%

Drawdowns

SSG vs. USD - Drawdown Comparison

The maximum SSG drawdown since its inception was -100.00%, which is greater than USD's maximum drawdown of -87.93%. Use the drawdown chart below to compare losses from any high point for SSG and USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-22.06%
SSG
USD

Volatility

SSG vs. USD - Volatility Comparison

Proshares Ultrashort Semiconductors (SSG) and ProShares Ultra Semiconductors (USD) have volatilities of 16.85% and 16.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
16.85%
16.85%
SSG
USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab