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SSO vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSO vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra S&P500 (SSO) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSO achieves a 17.80% return, which is significantly higher than SPXS's -24.88% return. Over the past 10 years, SSO has outperformed SPXS with an annualized return of 23.26%, while SPXS has yielded a comparatively lower -41.24% annualized return.


SSO

1D
-1.03%
1M
0.06%
6M
14.60%
YTD
17.80%
1Y
37.75%
3Y*
32.35%
5Y*
18.24%
10Y*
23.26%

SPXS

1D
1.67%
1M
-0.21%
6M
-21.79%
YTD
-24.88%
1Y
-41.05%
3Y*
-39.52%
5Y*
-33.62%
10Y*
-41.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSO vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSO
ProShares Ultra S&P500
17.80%26.19%43.48%46.65%-38.98%60.57%21.54%63.45%-14.60%44.35%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-24.88%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between SSO and SPXS is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-1.00

Correlation (3Y)
Calculated over the trailing 3-year period

-1.00

Correlation (5Y)
Calculated over the trailing 5-year period

-1.00

Correlation (10Y)
Calculated over the trailing 10-year period

-1.00

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2008

-1.00

The correlation between SSO and SPXS has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

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Return for Risk

SSO vs. SPXS — Risk / Return Rank

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

SSO
SSO Risk / Return Rank: 5454
Overall Rank
SSO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 5151
Sortino Ratio Rank
SSO Omega Ratio Rank: 5252
Omega Ratio Rank
SSO Calmar Ratio Rank: 5151
Calmar Ratio Rank
SSO Martin Ratio Rank: 6161
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 11
Sortino Ratio Rank
SPXS Omega Ratio Rank: 11
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 00
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. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra S&P500 (SSO) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SSOSPXSDifference
Sharpe ratioReturn per unit of total volatility

+2.61

Sortino ratioReturn per unit of downside risk

+3.73

Omega ratioGain probability vs. loss probability

1.27

0.82

+0.45

Calmar ratioReturn relative to maximum drawdown

2.09

-0.94

+3.03

Martin ratioReturn relative to average drawdown

8.58

-1.62

+10.20

SSO vs. SPXS - Sharpe Ratio Comparison

The current SSO Sharpe Ratio is 1.52, which is higher than the SPXS Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of SSO and SPXS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SSO vs. SPXS - Drawdown Comparison

The maximum SSO drawdown since its inception was -84.67%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SSO and SPXS.


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Drawdown Indicators


SSOSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-84.67%

-100.00%

+15.33%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-43.64%

+25.47%

Max Drawdown (3Y)

Largest decline over 3 years

-35.21%

-84.13%

+48.92%

Max Drawdown (5Y)

Largest decline over 5 years

-46.73%

-90.11%

+43.38%

Max Drawdown (10Y)

Largest decline over 10 years

-59.34%

-99.56%

+40.22%

Current Drawdown

Current decline from peak

-2.70%

-100.00%

+97.30%

Average Drawdown

Average peak-to-trough decline

-19.48%

-96.31%

+76.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

25.40%

-20.99%

Volatility

SSO vs. SPXS - Volatility Comparison

The current volatility for ProShares Ultra S&P500 (SSO) is 6.83%, while Direxion Daily S&P 500 Bear 3X Shares (SPXS) has a volatility of 10.70%. This indicates that SSO experiences smaller price fluctuations and is considered to be less risky than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSOSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

10.70%

-3.87%

Volatility (6M)

Calculated over the trailing 6-month period

19.92%

30.07%

-10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

37.65%

-12.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.87%

50.74%

-16.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.86%

53.50%

-17.64%

SSO vs. SPXS - Expense Ratio Comparison

SSO has a 0.87% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

SSO vs. SPXS - Dividend Comparison

SSO's dividend yield for the trailing twelve months is around 0.67%, less than SPXS's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.52%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%0.00%0.00%
SSO
ProShares Ultra S&P500
0.67%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%

Frequently Asked Questions


SSO and SPXS have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXS has higher volatility (10.70%) compared to SSO (6.83%). In terms of maximum drawdown, SSO dropped -84.67% vs SPXS's -100.00%.

On 10-year performance, SSO leads with 23.26% vs -41.24% for SPXS. On fees, SSO is cheaper at 0.87% per year. On volatility, SSO has been the lower-risk option at 6.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SSO has performed better with a 23.26% return vs -41.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SSO is cheaper with a 0.87% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.52%, compared with 0.67% for SSO.

SSO is categorized as Leveraged Equities, while SPXS is Inverse Equities. SSO tracks S&P 500, while SPXS tracks S&P 500 Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.87% for SSO and 1.08% for SPXS.

SSO currently has the higher Sharpe Ratio (1.52 vs -1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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