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SZK vs. TZA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SZK vs. TZA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Goods (SZK) and Direxion Daily Small Cap Bear 3X Shares (TZA). 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 TZA's -42.59% return. Over the past 10 years, SZK has outperformed TZA with an annualized return of -16.07%, while TZA has yielded a comparatively lower -43.35% annualized 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%

TZA

1D
-2.73%
1M
-12.86%
YTD
-42.59%
6M
-43.80%
1Y
-68.39%
3Y*
-45.37%
5Y*
-30.81%
10Y*
-43.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SZK vs. TZA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SZK
ProShares UltraShort Consumer Goods
-9.91%3.37%-11.33%-3.10%47.20%-37.78%-58.24%-39.43%33.62%-27.22%
TZA
Direxion Daily Small Cap Bear 3X Shares
-42.59%-40.22%-32.22%-41.19%30.21%-50.80%-80.43%-53.25%25.06%-38.19%

Correlation

The correlation between SZK and TZA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.24

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

0.49

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

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2008

0.56

Over the past year, the correlation between SZK and TZA has dropped to 0.13 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

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Return for Risk

SZK vs. TZA — 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

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

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Goods (SZK) and Direxion Daily Small Cap Bear 3X Shares (TZA). 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.


SZKTZADifference

Sharpe ratio

Return per unit of total volatility

0.13

-1.20

+1.34

Sortino ratio

Return per unit of downside risk

0.37

-2.25

+2.62

Omega ratio

Gain probability vs. loss probability

1.04

0.76

+0.28

Calmar ratio

Return relative to maximum drawdown

0.11

-1.00

+1.11

Martin ratio

Return relative to average drawdown

0.26

-1.52

+1.78

SZK vs. TZA - Sharpe Ratio Comparison

The current SZK Sharpe Ratio is 0.13, which is higher than the TZA Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of SZK and TZA, 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


SZKTZADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

-1.20

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.46

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.63

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.58

-0.71

+0.13

Drawdowns

SZK vs. TZA - Drawdown Comparison

The maximum SZK drawdown since its inception was -99.40%, roughly equal to the maximum TZA drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SZK and TZA.


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Drawdown Indicators


SZKTZADifference

Max Drawdown

Largest peak-to-trough decline

-99.40%

-100.00%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-67.28%

+38.02%

Max Drawdown (3Y)

Largest decline over 3 years

-41.81%

-88.34%

+46.53%

Max Drawdown (5Y)

Largest decline over 5 years

-41.81%

-90.83%

+49.02%

Max Drawdown (10Y)

Largest decline over 10 years

-86.78%

-99.71%

+12.93%

Current Drawdown

Current decline from peak

-99.24%

-100.00%

+0.76%

Average Drawdown

Average peak-to-trough decline

-81.99%

-98.00%

+16.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.83%

45.20%

-32.37%

Volatility

SZK vs. TZA - Volatility Comparison

The current volatility for ProShares UltraShort Consumer Goods (SZK) is 8.22%, while Direxion Daily Small Cap Bear 3X Shares (TZA) has a volatility of 16.58%. This indicates that SZK experiences smaller price fluctuations and is considered to be less risky than TZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SZKTZADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

16.58%

-8.36%

Volatility (6M)

Calculated over the trailing 6-month period

19.99%

40.62%

-20.63%

Volatility (1Y)

Calculated over the trailing 1-year period

25.18%

56.90%

-31.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.45%

67.42%

-35.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.61%

68.91%

-35.30%

SZK vs. TZA - Expense Ratio Comparison

SZK has a 0.95% expense ratio, which is lower than TZA's 1.11% expense ratio.


Dividends

SZK vs. TZA - Dividend Comparison

SZK's dividend yield for the trailing twelve months is around 2.63%, less than TZA's 5.00% yield.


PositionTTM20252024202320222021202020192018
SZK
ProShares UltraShort Consumer Goods
2.63%2.90%5.70%4.03%0.56%0.00%0.19%1.70%0.50%
TZA
Direxion Daily Small Cap Bear 3X Shares
5.00%5.08%5.40%5.49%0.00%0.00%1.21%1.56%0.63%

Frequently Asked Questions


SZK and TZA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TZA has higher volatility (16.58%) compared to SZK (8.22%). In terms of maximum drawdown, SZK dropped -99.40% vs TZA's -100.00%.

On 10-year performance, SZK leads with -16.07% vs -43.35% for TZA. 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 10-year period, SZK has performed better with a -16.07% return vs -43.35%. 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 1.11% for TZA.

TZA has the higher dividend yield at 5.00%, compared with 2.63% for SZK.

SZK tracks Dow Jones U.S. Consumer Goods Index (-200%), while TZA tracks Russell 2000 Index (-300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SZK and 1.11% for TZA.

SZK currently has the higher Sharpe Ratio (0.13 vs -1.20), 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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