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SZK vs. SSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SZK and SSG is -0.66. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.7

Performance

SZK vs. SSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and Proshares Ultrashort Semiconductors (SSG). The values are adjusted to include any dividend payments, if applicable.

-100.00%-99.50%-99.00%-98.50%-98.00%NovemberDecember2025FebruaryMarchApril
-98.40%
-100.00%
SZK
SSG

Key characteristics

Sharpe Ratio

SZK:

-0.41

SSG:

-0.61

Sortino Ratio

SZK:

-0.44

SSG:

-0.61

Omega Ratio

SZK:

0.95

SSG:

0.93

Calmar Ratio

SZK:

-0.11

SSG:

-0.62

Martin Ratio

SZK:

-1.05

SSG:

-1.17

Ulcer Index

SZK:

10.40%

SSG:

53.05%

Daily Std Dev

SZK:

26.23%

SSG:

102.35%

Max Drawdown

SZK:

-99.40%

SSG:

-100.00%

Current Drawdown

SZK:

-99.23%

SSG:

-100.00%

Returns By Period

In the year-to-date period, SZK achieves a -6.23% return, which is significantly lower than SSG's -3.07% return. Over the past 10 years, SZK has outperformed SSG with an annualized return of -19.98%, while SSG has yielded a comparatively lower -55.30% annualized return.


SZK

YTD

-6.23%

1M

-0.75%

6M

-0.16%

1Y

-10.24%

5Y*

-20.73%

10Y*

-19.98%

SSG

YTD

-3.07%

1M

-18.71%

6M

-4.15%

1Y

-57.59%

5Y*

-62.84%

10Y*

-55.30%

*Annualized

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SZK vs. SSG - Expense Ratio Comparison

Both SZK and SSG have an expense ratio of 0.95%.


Expense ratio chart for SZK: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SZK: 0.95%
Expense ratio chart for SSG: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SSG: 0.95%

Risk-Adjusted Performance

SZK vs. SSG — Risk-Adjusted Performance Rank

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

SZK
The Risk-Adjusted Performance Rank of SZK is 88
Overall Rank
The Sharpe Ratio Rank of SZK is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SZK is 77
Sortino Ratio Rank
The Omega Ratio Rank of SZK is 77
Omega Ratio Rank
The Calmar Ratio Rank of SZK is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SZK is 66
Martin Ratio Rank

SSG
The Risk-Adjusted Performance Rank of SSG is 44
Overall Rank
The Sharpe Ratio Rank of SSG is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SSG is 44
Sortino Ratio Rank
The Omega Ratio Rank of SSG is 55
Omega Ratio Rank
The Calmar Ratio Rank of SSG is 11
Calmar Ratio Rank
The Martin Ratio Rank of SSG is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SZK vs. SSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and Proshares Ultrashort Semiconductors (SSG). 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.


The chart of Sharpe ratio for SZK, currently valued at -0.41, compared to the broader market-1.000.001.002.003.004.00
SZK: -0.41
SSG: -0.61
The chart of Sortino ratio for SZK, currently valued at -0.44, compared to the broader market-2.000.002.004.006.008.00
SZK: -0.44
SSG: -0.61
The chart of Omega ratio for SZK, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
SZK: 0.95
SSG: 0.93
The chart of Calmar ratio for SZK, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.00
SZK: -0.11
SSG: -0.62
The chart of Martin ratio for SZK, currently valued at -1.05, compared to the broader market0.0020.0040.0060.00
SZK: -1.05
SSG: -1.17

The current SZK Sharpe Ratio is -0.41, which is higher than the SSG Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of SZK and SSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.40-1.20-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-0.41
-0.61
SZK
SSG

Dividends

SZK vs. SSG - Dividend Comparison

SZK's dividend yield for the trailing twelve months is around 5.54%, less than SSG's 7.13% yield.


TTM2024202320222021202020192018
SZK
ProShares UltraShort Consumer Goods
5.54%5.70%4.03%0.56%0.00%0.18%1.69%0.50%
SSG
Proshares Ultrashort Semiconductors
7.13%7.66%6.72%0.36%0.00%0.34%1.81%0.63%

Drawdowns

SZK vs. SSG - Drawdown Comparison

The maximum SZK drawdown since its inception was -99.40%, roughly equal to the maximum SSG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SZK and SSG. For additional features, visit the drawdowns tool.


-100.00%-99.80%-99.60%-99.40%-99.20%NovemberDecember2025FebruaryMarchApril
-99.23%
-100.00%
SZK
SSG

Volatility

SZK vs. SSG - Volatility Comparison

The current volatility for ProShares UltraShort Consumer Goods (SZK) is 15.26%, while Proshares Ultrashort Semiconductors (SSG) has a volatility of 57.39%. This indicates that SZK experiences smaller price fluctuations and is considered to be less risky than SSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
15.26%
57.39%
SZK
SSG