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SZK vs. HIBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SZK vs. HIBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SZK achieves a -9.91% return, which is significantly higher than HIBS's -60.48% return.


SZK

1D
0.25%
1M
6.20%
YTD
-9.91%
6M
-7.73%
1Y
3.38%
3Y*
-4.29%
5Y*
-3.68%
10Y*
-16.07%

HIBS

1D
-5.60%
1M
-32.77%
YTD
-60.48%
6M
-63.58%
1Y
-83.87%
3Y*
-63.29%
5Y*
-53.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SZK vs. HIBS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SZK
ProShares UltraShort Consumer Goods
-9.91%3.37%-11.33%-3.10%47.20%-37.78%-58.24%-10.73%
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
-60.48%-72.44%-26.60%-62.94%-7.59%-75.27%-91.59%-19.45%

Correlation

The correlation between SZK and HIBS is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.14

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

0.49

The correlation between SZK and HIBS shifts across timeframes, from -0.03 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SZK vs. HIBS — Risk / Return Rank

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

SZK
SZK Risk / Return Rank: 1010
Overall Rank
SZK Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SZK Sortino Ratio Rank: 1111
Sortino Ratio Rank
SZK Omega Ratio Rank: 1010
Omega Ratio Rank
SZK Calmar Ratio Rank: 1010
Calmar Ratio Rank
SZK Martin Ratio Rank: 1010
Martin Ratio Rank

HIBS
HIBS Risk / Return Rank: 00
Overall Rank
HIBS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HIBS Sortino Ratio Rank: 00
Sortino Ratio Rank
HIBS Omega Ratio Rank: 00
Omega Ratio Rank
HIBS Calmar Ratio Rank: 00
Calmar Ratio Rank
HIBS Martin Ratio Rank: 11
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.

SZK vs. HIBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS). 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.


SZKHIBSDifference

Sharpe ratio

Return per unit of total volatility

0.13

-1.24

+1.38

Sortino ratio

Return per unit of downside risk

0.37

-3.08

+3.44

Omega ratio

Gain probability vs. loss probability

1.04

0.68

+0.36

Calmar ratio

Return relative to maximum drawdown

0.11

-1.01

+1.12

Martin ratio

Return relative to average drawdown

0.26

-1.51

+1.77

SZK vs. HIBS - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is 0.13, which is higher than the HIBS Sharpe Ratio of -1.24. The chart below compares the historical Sharpe Ratios of SZK and HIBS, 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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Sharpe Ratios by Period


SZKHIBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

-1.24

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.65

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.58

-0.73

+0.14

Drawdowns

SZK vs. HIBS - Drawdown Comparison

The maximum SZK drawdown since its inception was -99.40%, roughly equal to the maximum HIBS drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SZK and HIBS.


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Drawdown Indicators


SZKHIBSDifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-99.98%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-83.13%

+53.87%

Max Drawdown (3Y)

Largest decline over 3 years

-41.81%

-96.48%

+54.67%

Max Drawdown (5Y)

Largest decline over 5 years

-41.81%

-98.52%

+56.71%

Max Drawdown (10Y)

Largest decline over 10 years

-86.78%

Current Drawdown

Current decline from peak

-99.24%

-99.98%

+0.74%

Average Drawdown

Average peak-to-trough decline

-81.99%

-93.13%

+11.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.83%

55.90%

-43.07%

Volatility

SZK vs. HIBS - Volatility Comparison

The current volatility for ProShares UltraShort Consumer Goods (SZK) is 8.22%, while Direxion Daily S&P 500 High Beta Bear 3X Shares (HIBS) has a volatility of 21.89%. This indicates that SZK experiences smaller price fluctuations and is considered to be less risky than HIBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SZKHIBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

21.89%

-13.67%

Volatility (6M)

Calculated over the trailing 6-month period

19.99%

52.77%

-32.78%

Volatility (1Y)

Calculated over the trailing 1-year period

25.18%

67.61%

-42.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.45%

82.47%

-51.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.61%

94.83%

-61.22%

SZK vs. HIBS - Expense Ratio Comparison

SZK has a 0.95% expense ratio, which is lower than HIBS's 1.06% expense ratio.


Dividends

SZK vs. HIBS - Dividend Comparison

SZK's dividend yield for the trailing twelve months is around 2.63%, less than HIBS's 11.98% yield.


PositionTTM20252024202320222021202020192018
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
11.98%8.42%5.34%6.49%0.04%0.00%0.92%0.13%0.00%
SZK
ProShares UltraShort Consumer Goods
2.63%2.90%5.70%4.03%0.56%0.00%0.19%1.70%0.50%

Frequently Asked Questions


SZK and HIBS have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HIBS has higher volatility (21.89%) compared to SZK (8.22%). In terms of maximum drawdown, SZK dropped -99.40% vs HIBS's -99.98%.

On 5-year performance, SZK leads with -3.68% vs -53.79% for HIBS. On fees, SZK is cheaper at 0.95% per year. On volatility, SZK has been the lower-risk option at 8.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SZK has performed better with a -3.68% return vs -53.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SZK is cheaper with a 0.95% expense ratio, compared with 1.06% for HIBS.

HIBS has the higher dividend yield at 11.98%, compared with 2.63% for SZK.

SZK is categorized as Leveraged Equities, while HIBS is Inverse Equities. SZK tracks Dow Jones U.S. Consumer Goods Index (-200%), while HIBS tracks S&P 500® High Beta Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SZK and 1.06% for HIBS.

SZK currently has the higher Sharpe Ratio (0.13 vs -1.24), 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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