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VIXY vs. SARK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIXY vs. SARK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares VIX Short-Term Futures ETF (VIXY) and Tradr Short Innovation Daily ETF (SARK). The values are adjusted to include any dividend payments, if applicable.

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VIXY vs. SARK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VIXY
ProShares VIX Short-Term Futures ETF
33.97%-43.05%-27.43%-72.74%-24.98%-12.36%
SARK
Tradr Short Innovation Daily ETF
9.55%-25.93%-36.90%-46.32%83.35%20.78%

Returns By Period

In the year-to-date period, VIXY achieves a 33.97% return, which is significantly higher than SARK's 9.55% return.


VIXY

1D
-9.32%
1M
23.30%
YTD
33.97%
6M
6.35%
1Y
-31.66%
3Y*
-42.53%
5Y*
-45.66%
10Y*
-46.57%

SARK

1D
-6.28%
1M
6.42%
YTD
9.55%
6M
18.96%
1Y
-34.21%
3Y*
-27.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIXY vs. SARK - Expense Ratio Comparison

VIXY has a 0.85% expense ratio, which is higher than SARK's 0.75% expense ratio.


Return for Risk

VIXY vs. SARK — Risk / Return Rank

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

VIXY
VIXY Risk / Return Rank: 66
Overall Rank
VIXY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VIXY Sortino Ratio Rank: 77
Sortino Ratio Rank
VIXY Omega Ratio Rank: 77
Omega Ratio Rank
VIXY Calmar Ratio Rank: 55
Calmar Ratio Rank
VIXY Martin Ratio Rank: 88
Martin Ratio Rank

SARK
SARK Risk / Return Rank: 33
Overall Rank
SARK Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SARK Sortino Ratio Rank: 22
Sortino Ratio Rank
SARK Omega Ratio Rank: 22
Omega Ratio Rank
SARK Calmar Ratio Rank: 44
Calmar Ratio Rank
SARK Martin Ratio Rank: 77
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.

VIXY vs. SARK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Short-Term Futures ETF (VIXY) and Tradr Short Innovation Daily ETF (SARK). 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.


VIXYSARKDifference

Sharpe ratio

Return per unit of total volatility

-0.42

-0.74

+0.32

Sortino ratio

Return per unit of downside risk

-0.22

-0.95

+0.73

Omega ratio

Gain probability vs. loss probability

0.97

0.89

+0.09

Calmar ratio

Return relative to maximum drawdown

-0.46

-0.52

+0.07

Martin ratio

Return relative to average drawdown

-0.59

-0.65

+0.06

VIXY vs. SARK - Sharpe Ratio Comparison

The current VIXY Sharpe Ratio is -0.42, which is higher than the SARK Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of VIXY and SARK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIXYSARKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

-0.74

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

-0.19

-0.49

Correlation

The correlation between VIXY and SARK is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VIXY vs. SARK - Dividend Comparison

VIXY has not paid dividends to shareholders, while SARK's dividend yield for the trailing twelve months is around 2.57%.


TTM2025202420232022
VIXY
ProShares VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%
SARK
Tradr Short Innovation Daily ETF
2.57%2.82%15.49%12.57%25.22%

Drawdowns

VIXY vs. SARK - Drawdown Comparison

The maximum VIXY drawdown since its inception was -100.00%, which is greater than SARK's maximum drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for VIXY and SARK.


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Drawdown Indicators


VIXYSARKDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-81.07%

-18.93%

Max Drawdown (1Y)

Largest decline over 1 year

-69.84%

-59.44%

-10.40%

Max Drawdown (5Y)

Largest decline over 5 years

-96.84%

Max Drawdown (10Y)

Largest decline over 10 years

-99.88%

Current Drawdown

Current decline from peak

-100.00%

-75.82%

-24.18%

Average Drawdown

Average peak-to-trough decline

-92.10%

-45.17%

-46.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.60%

47.87%

+6.73%

Volatility

VIXY vs. SARK - Volatility Comparison

ProShares VIX Short-Term Futures ETF (VIXY) has a higher volatility of 29.44% compared to Tradr Short Innovation Daily ETF (SARK) at 12.51%. This indicates that VIXY's price experiences larger fluctuations and is considered to be riskier than SARK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIXYSARKDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.44%

12.51%

+16.93%

Volatility (6M)

Calculated over the trailing 6-month period

47.30%

27.14%

+20.16%

Volatility (1Y)

Calculated over the trailing 1-year period

75.02%

46.51%

+28.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.36%

56.97%

+14.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.68%

56.97%

+15.71%