JNK vs SSO

Comparison between SPDR(R) BLOOMBERG HIGH YIELD BOND ETF (JNK, ETF) and PROSHARES ULTRA S&P500 (SSO, ETF).

5-Year PerformanceSSO has outperformed JNK, delivering a return of +20.3% compared to +3.8%

JNK vs SSO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JNK(ETF)	SSO(ETF)
Net Assets	$7.30B	$7.30B
Expense Ratio	0.40%	N/A
Max Drawdown	46.21%	85.48%
Sharpe Ratio	0.93	1.79
5Y Beta	0.24	1.94
P/E Ratio	N/A	28.10
Forward P/E	N/A	21.53
5Y Dividends CAGR	5.24%	51.78%
Debt to Equity	N/A	26.93%
P/S Ratio	N/A	3.60
P/B Ratio	N/A	5.31

Net Assets

JNK

$7.30B

SSO

$7.30B

Expense Ratio

JNK

0.40%

SSO

N/A

Max Drawdown

Winner

JNK

46.21%

SSO

85.48%

Sharpe Ratio

JNK

0.93

Winner

SSO

1.79

5Y Beta

Winner

JNK

0.24

SSO

1.94

P/E Ratio

JNK

N/A

SSO

28.10

Forward P/E

JNK

N/A

SSO

21.53

5Y Dividends CAGR

JNK

5.24%

Winner

SSO

51.78%

Debt to Equity

JNK

N/A

SSO

26.93%

P/S Ratio

JNK

N/A

SSO

3.60

P/B Ratio

JNK

N/A

SSO

5.31

JNK vs SSO - Historical Returns

Returns include dividend reinvestment.

Period	JNK	SSO
1 month	+0.13%	+16.46%
3 months	+0.29%	+17.14%
6 months	+2.86%	+19.08%
1 year	+7.22%	+52.48%
5 years(CAGR)	+3.78%	+20.34%
10 years(CAGR)	+5.12%	+24.50%
Max(CAGR)	+4.96%	+15.77%

JNK

+0.13%

Winner

SSO

+16.46%

JNK

+0.29%

Winner

SSO

+17.14%

JNK

+2.86%

Winner

SSO

+19.08%

JNK

+7.22%

Winner

SSO

+52.48%

5Y(CAGR)

JNK

+3.78%

Winner

SSO

+20.34%

10Y(CAGR)

JNK

+5.12%

Winner

SSO

+24.50%

Max(CAGR)

JNK

+4.96%

Winner

SSO

+15.77%

JNK vs SSO - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	JNK	SSO
2026	+1.12%	+15.67%
2025	+8.44%	+26.86%
2024	+8.04%	+45.19%
2023	+12.19%	+47.99%
2022	-12.15%	-39.69%
2021	+4.25%	+65.07%
2020	+4.53%	+19.38%
2019	+15.02%	+63.26%
2018	-3.38%	-15.76%
2017	+5.96%	+42.26%
2016	+15.00%	+25.14%
2015	-6.94%	-1.06%
2014	+0.85%	+27.99%
2013	+5.04%	+62.55%
2012	+12.84%	+27.12%
2011	+4.70%	-4.74%
2010	+12.72%	+22.88%
2009	+39.70%	+38.70%
2008	-24.89%	-67.25%
2007	+0.69%	+1.74%
2006	N/A	+25.97%

JNK vs SSO Drawdown Comparison

The maximum drawdown for JNK was -38.51%, occurring on Nov 21, 2008. Recovery took 456 trading sessions.

The maximum drawdown for SSO was -84.67%, occurring on Mar 9, 2009. Recovery took 1520 trading sessions.

The current JNK drawdown is -0.39%.

Rank	JNK	SSO
#1	-38.51% Jan 2, 2008 - Oct 22, 2009	-84.67% Oct 9, 2007 - Oct 22, 2013
#2	-22.90% Feb 20, 2020 - Nov 4, 2020	-59.34% Feb 19, 2020 - Sep 2, 2020
#3	-16.95% Sep 2, 2014 - Aug 29, 2016	-46.73% Jan 3, 2022 - Mar 1, 2024
#4	-16.68% Dec 27, 2021 - Mar 20, 2024	-36.57% Sep 20, 2018 - Jul 2, 2019
#5	-10.93% Jul 21, 2011 - Jan 18, 2012	-35.21% Feb 19, 2025 - Jul 3, 2025
#6	-8.74% May 3, 2010 - Jul 23, 2010	-26.68% May 21, 2015 - Jul 11, 2016
#7	-7.26% May 8, 2013 - Nov 29, 2013	-19.76% Jan 26, 2018 - Aug 27, 2018
#8	-7.10% Oct 1, 2018 - Feb 5, 2019	-18.40% Sep 2, 2020 - Nov 16, 2020
#9	-6.48% Jan 8, 2010 - Mar 9, 2010	-18.17% Jan 12, 2026 - Apr 16, 2026
#10	-5.02% Feb 28, 2025 - May 12, 2025	-18.05% Jul 13, 2007 - Oct 9, 2007
#11	-4.60% May 2, 2012 - Jun 29, 2012	-16.70% Jul 16, 2024 - Sep 19, 2024
#12	-4.55% May 31, 2011 - Jul 7, 2011	-14.33% Sep 18, 2014 - Oct 31, 2014
#13	-4.23% Oct 24, 2016 - Dec 13, 2016	-12.06% Jul 26, 2019 - Oct 28, 2019
#14	-3.90% Nov 4, 2010 - Jan 5, 2011	-11.98% Feb 20, 2007 - Apr 16, 2007
#15	-3.22% Jan 5, 2018 - Aug 6, 2018	-11.49% Dec 31, 2013 - Feb 27, 2014

Correlation

Correlation between JNK and SSO is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2006 - 2026)

JNK vs SSO dividend yield comparison.

Year	JNK	SSO
2026	2.22%	0.17%
2025	6.54%	0.68%
2024	6.63%	0.85%
2023	6.38%	0.18%
2022	6.06%	0.50%
2021	4.27%	0.18%
2020	5.12%	0.20%
2019	5.44%	0.50%
2018	5.90%	0.75%
2017	5.60%	0.39%
2016	6.06%	0.51%
2015	6.59%	0.63%
2014	5.99%	0.33%
2013	6.05%	0.26%
2012	6.75%	0.71%
2011	8.39%	0.56%
2010	10.89%	0.78%
2009	12.15%	0.77%
2008	12.89%	2.14%
2007	0.74%	5.34%
2006	0.00%	4.40%