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SSXU vs. ARCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSXU vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan/Ned Davis Research Smart Sector International ETF (SSXU) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSXU achieves a 3.85% return, which is significantly higher than ARCC's -0.17% return.


SSXU

1D
0.49%
1M
0.62%
6M
-0.99%
YTD
3.85%
1Y
16.44%
3Y*
11.59%
5Y*
10Y*
ALL TIME*
11.39%

ARCC

1D
2.19%
1M
2.35%
6M
3.47%
YTD
-0.17%
1Y
-5.64%
3Y*
9.14%
5Y*
9.13%
10Y*
12.32%
ALL TIME*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$82.65M$85.21M$94.25M
$118.06K$72.09K$330.31K

SSXU vs. ARCC - Yearly Performance Comparison


2026 (YTD)2025202420232022
SSXU
Day Hagan/Ned Davis Research Smart Sector International ETF
3.85%27.09%5.28%9.56%2.14%
ARCC
Ares Capital Corporation
-0.17%1.07%19.78%20.03%8.35%

Correlation

The correlation between SSXU and ARCC is 0.37, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.37

Correlation (3Y)
Balances recent behavior with more history.

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.46

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Return for Risk

SSXU vs. ARCC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSXU
SSXU Risk / Return Rank: 4040
Overall Rank
SSXU Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SSXU Sortino Ratio Rank: 4141
Sortino Ratio Rank
SSXU Omega Ratio Rank: 4141
Omega Ratio Rank
SSXU Calmar Ratio Rank: 4040
Calmar Ratio Rank
SSXU Martin Ratio Rank: 3939
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 3030
Overall Rank
ARCC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2626
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2626
Omega Ratio Rank
ARCC Calmar Ratio Rank: 3333
Calmar Ratio Rank
ARCC Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SSXU vs. ARCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector International ETF (SSXU) and Ares Capital Corporation (ARCC). 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.


SSXUARCCDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.21

0.97

+0.24

Calmar ratioReturn relative to maximum drawdown

1.54

-0.33

+1.87

Martin ratioReturn relative to average drawdown

4.54

-0.59

+5.13

SSXU vs. ARCC - Sharpe Ratio Comparison

The current SSXU Sharpe Ratio is 1.13, which is higher than the ARCC Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of SSXU and ARCC, 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

SSXU vs. ARCC - Drawdown Comparison

The maximum SSXU drawdown since its inception was -13.91%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for SSXU and ARCC.


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Drawdown Indicators


SSXUARCCDifference

Max Drawdown

Largest peak-to-trough decline

-13.91%

-79.36%

+65.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-17.35%

+6.64%

Max Drawdown (3Y)

Largest decline over 3 years

-13.91%

-19.35%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

Max Drawdown (10Y)

Largest decline over 10 years

-56.77%

Current Drawdown

Current decline from peak

-4.63%

-9.13%

+4.50%

Average Drawdown

Average peak-to-trough decline

-3.30%

-9.12%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

9.52%

-5.89%

Volatility

SSXU vs. ARCC - Volatility Comparison

Day Hagan/Ned Davis Research Smart Sector International ETF (SSXU) has a higher volatility of 5.49% compared to Ares Capital Corporation (ARCC) at 4.82%. This indicates that SSXU's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSXUARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

4.82%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

14.88%

-2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

19.00%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

20.00%

-5.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.47%

25.59%

-11.12%

Dividends

SSXU vs. ARCC - Dividend Comparison

SSXU's dividend yield for the trailing twelve months is around 2.56%, less than ARCC's 10.02% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
10.02%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
SSXU
Day Hagan/Ned Davis Research Smart Sector International ETF
2.56%2.66%2.74%2.07%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SSXU and ARCC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSXU has higher volatility (5.49%) compared to ARCC (4.82%). In terms of maximum drawdown, SSXU dropped -13.91% vs ARCC's -79.36%.

SSXU currently has the higher Sharpe Ratio (1.13 vs -0.30), 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.

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