SVXY vs. REVG

Last updated Jun 4, 2026

SVXY (ProShares Short VIX Short-Term Futures ETF) is Volatility fund tracking the S&P 500 VIX Short-Term Futures Index (-100%), while REVG (REV Group, Inc.) is a stock. Over the past 5 years, SVXY returned 15.76%/yr vs 32.82%/yr for REVG. At a 0.39 correlation, their price movements are largely independent.

Performance

SVXY vs. REVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short VIX Short-Term Futures ETF (SVXY) and REV Group, Inc. (REVG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SVXY achieves a -0.92% return, which is significantly lower than REVG's 5.08% return.

SVXY

• 1D: -0.20%
• 1M: 8.44%
• YTD: -0.92%
• 6M: 7.55%
• 1Y: 33.37%
• 3Y*: 13.21%
• 5Y*: 15.76%
• 10Y*: -1.59%

REVG

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.08%
• 6M: 13.15%
• 1Y: 72.25%
• 3Y*: 90.70%
• 5Y*: 32.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SVXY vs. REVG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SVXY ProShares Short VIX Short-Term Futures ETF	-0.92%	10.63%	-3.17%	76.21%	-4.66%	48.53%	-36.47%	54.21%	-91.75%	112.37%
REVG REV Group, Inc.	5.08%	91.79%	108.93%	46.01%	-9.35%	62.15%	-26.83%	65.71%	-76.63%	30.83%

Correlation

The correlation between SVXY and REVG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jan 30, 2017	0.39

Return for Risk

SVXY vs. REVG — Risk / Return Rank

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

SVXY

SVXY Risk / Return Rank: 31
SVXY Sharpe Ratio Rank: 32
SVXY Sortino Ratio Rank: 30
SVXY Omega Ratio Rank: 34
SVXY Calmar Ratio Rank: 29
SVXY Martin Ratio Rank: 32

REVG

REVG Risk / Return Rank: 89
REVG Sharpe Ratio Rank: 90
REVG Sortino Ratio Rank: 91
REVG Omega Ratio Rank: 94
REVG Calmar Ratio Rank: 83
REVG Martin Ratio Rank: 85

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.

SVXY vs. REVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and REV Group, Inc. (REVG). 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.

	SVXY	REVG	Difference
Sharpe ratio: Return per unit of total volatility	1.17	2.26	-1.09
Sortino ratio: Return per unit of downside risk	1.64	3.42	-1.78
Omega ratio: Gain probability vs. loss probability	1.23	1.54	-0.30
Calmar ratio: Return relative to maximum drawdown	1.46	3.23	-1.76
Martin ratio: Return relative to average drawdown	4.78	8.95	-4.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SVXY vs. REVG - Sharpe Ratio Comparison

The current SVXY Sharpe Ratio is 1.17, which is lower than the REVG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of SVXY and REVG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SVXY	REVG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	2.26	-1.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.76	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.27	-0.05

Drawdowns

SVXY vs. REVG - Drawdown Comparison

The maximum SVXY drawdown since its inception was -95.25%, which is greater than REVG's maximum drawdown of -88.07%. Use the drawdown chart below to compare losses from any high point for SVXY and REVG.

Drawdown Indicators

	SVXY	REVG	Difference
Max Drawdown Largest peak-to-trough decline	-95.25%	-88.07%	-7.18%
Max Drawdown (1Y) Largest decline over 1 year	-22.94%	-23.48%	+0.54%
Max Drawdown (3Y) Largest decline over 3 years	-46.45%	-23.48%	-22.97%
Max Drawdown (5Y) Largest decline over 5 years	-46.45%	-48.36%	+1.91%
Max Drawdown (10Y) Largest decline over 10 years	-95.25%	—	—
Current Drawdown Current decline from peak	-80.15%	-7.32%	-72.83%
Average Drawdown Average peak-to-trough decline	-56.87%	-40.94%	-15.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.00%	8.32%	-1.32%

Volatility

SVXY vs. REVG - Volatility Comparison

ProShares Short VIX Short-Term Futures ETF (SVXY) has a higher volatility of 3.76% compared to REV Group, Inc. (REVG) at 0.00%. This indicates that SVXY's price experiences larger fluctuations and is considered to be riskier than REVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SVXY	REVG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	0.00%	+3.76%
Volatility (6M) Calculated over the trailing 6-month period	21.42%	14.01%	+7.41%
Volatility (1Y) Calculated over the trailing 1-year period	28.62%	33.52%	-4.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.38%	43.99%	-8.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.75%	51.60%	-0.85%

Dividends

SVXY vs. REVG - Dividend Comparison

SVXY has not paid dividends to shareholders, while REVG's dividend yield for the trailing twelve months is around 0.28%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
REVG REV Group, Inc.	0.28%	0.39%	10.07%	1.10%	1.58%	1.06%	1.14%	1.64%	2.66%	0.46%
SVXY ProShares Short VIX Short-Term Futures ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SVXY and REVG in my portfolio?

SVXY and REVG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SVXY or REVG?

SVXY has higher volatility (3.76%) compared to REVG (0.00%). In terms of maximum drawdown, SVXY dropped -95.25% vs REVG's -88.07%.

Which has better risk-adjusted returns?

REVG currently has the higher Sharpe Ratio (2.26 vs 1.17), 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.