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SSO vs. QTAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSO vs. QTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra S&P500 (SSO) and Innovator Growth Accelerated Plus ETF - April (QTAP). The values are adjusted to include any dividend payments, if applicable.

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SSO vs. QTAP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SSO
ProShares Ultra S&P500
-8.90%26.19%43.48%46.65%-38.98%40.33%
QTAP
Innovator Growth Accelerated Plus ETF - April
3.02%19.36%17.34%43.32%-25.87%15.63%

Returns By Period

In the year-to-date period, SSO achieves a -8.90% return, which is significantly lower than QTAP's 3.02% return.


SSO

1D
1.48%
1M
-9.07%
YTD
-8.90%
6M
-6.36%
1Y
27.41%
3Y*
28.90%
5Y*
15.68%
10Y*
21.24%

QTAP

1D
1.74%
1M
1.79%
YTD
3.02%
6M
5.43%
1Y
21.08%
3Y*
19.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSO vs. QTAP - Expense Ratio Comparison

SSO has a 0.87% expense ratio, which is higher than QTAP's 0.79% expense ratio.


Return for Risk

SSO vs. QTAP — Risk / Return Rank

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

SSO
SSO Risk / Return Rank: 4545
Overall Rank
SSO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 4444
Sortino Ratio Rank
SSO Omega Ratio Rank: 4848
Omega Ratio Rank
SSO Calmar Ratio Rank: 4545
Calmar Ratio Rank
SSO Martin Ratio Rank: 5151
Martin Ratio Rank

QTAP
QTAP Risk / Return Rank: 8080
Overall Rank
QTAP Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7777
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9696
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6666
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
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.

SSO vs. QTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra S&P500 (SSO) and Innovator Growth Accelerated Plus ETF - April (QTAP). 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.


SSOQTAPDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.29

-0.54

Sortino ratio

Return per unit of downside risk

1.27

2.05

-0.78

Omega ratio

Gain probability vs. loss probability

1.19

1.50

-0.31

Calmar ratio

Return relative to maximum drawdown

1.22

1.81

-0.59

Martin ratio

Return relative to average drawdown

5.19

12.95

-7.76

SSO vs. QTAP - Sharpe Ratio Comparison

The current SSO Sharpe Ratio is 0.76, which is lower than the QTAP Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SSO and QTAP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSOQTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.29

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.64

-0.26

Correlation

The correlation between SSO and QTAP is 0.88, 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

SSO vs. QTAP - Dividend Comparison

SSO's dividend yield for the trailing twelve months is around 0.81%, while QTAP has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SSO
ProShares Ultra S&P500
0.81%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%
QTAP
Innovator Growth Accelerated Plus ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SSO vs. QTAP - Drawdown Comparison

The maximum SSO drawdown since its inception was -84.67%, which is greater than QTAP's maximum drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for SSO and QTAP.


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Drawdown Indicators


SSOQTAPDifference

Max Drawdown

Largest peak-to-trough decline

-84.67%

-29.44%

-55.23%

Max Drawdown (1Y)

Largest decline over 1 year

-23.17%

-12.04%

-11.13%

Max Drawdown (5Y)

Largest decline over 5 years

-46.73%

Max Drawdown (10Y)

Largest decline over 10 years

-59.34%

Current Drawdown

Current decline from peak

-12.18%

0.00%

-12.18%

Average Drawdown

Average peak-to-trough decline

-19.72%

-5.21%

-14.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

1.68%

+3.76%

Volatility

SSO vs. QTAP - Volatility Comparison

ProShares Ultra S&P500 (SSO) has a higher volatility of 10.69% compared to Innovator Growth Accelerated Plus ETF - April (QTAP) at 1.88%. This indicates that SSO's price experiences larger fluctuations and is considered to be riskier than QTAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSOQTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

1.88%

+8.81%

Volatility (6M)

Calculated over the trailing 6-month period

18.99%

3.23%

+15.76%

Volatility (1Y)

Calculated over the trailing 1-year period

36.46%

16.38%

+20.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.66%

19.03%

+14.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.86%

19.03%

+16.83%