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PYZ vs SJB

Comparison between INVESCO DORSEY WRIGHT BASIC MATERIALS MOMENTUM ETF (PYZ, ETF) and PROSHARES SHORT HIGH YIELD (SJB, ETF).

5-Year PerformancePYZ has outperformed SJB, delivering a return of +7.1% compared to -0.5%

PYZ vs SJB - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
PYZ
$103M
SJB
$103M
Expense Ratio
Winner
PYZ
0.60%
SJB
0.95%
Max Drawdown
PYZ
65.67%
Winner
SJB
64.03%
Sharpe Ratio
Winner
PYZ
1.25
SJB
-0.90
5Y Beta
PYZ
1.06
Winner
SJB
-0.24
P/E Ratio
PYZ
84.03
SJB
N/A
Forward P/E
PYZ
16.03
SJB
N/A
PEG Ratio
PYZ
0.09
SJB
N/A
5Y Dividends CAGR
PYZ
2.16%
Winner
SJB
118.47%
Debt to Equity
PYZ
76.22%
SJB
N/A
P/S Ratio
PYZ
1.94
SJB
N/A
P/B Ratio
PYZ
3.21
SJB
N/A

PYZ vs SJB - Historical Returns

Returns include dividend reinvestment.

1M
PYZ
-3.40%
Winner
SJB
+0.39%
3M
Winner
PYZ
+1.26%
SJB
+0.08%
6M
Winner
PYZ
+17.23%
SJB
+1.02%
1Y
Winner
PYZ
+38.25%
SJB
-0.18%
5Y(CAGR)
Winner
PYZ
+7.05%
SJB
-0.48%
10Y(CAGR)
Winner
PYZ
+9.78%
SJB
-3.80%
Max(CAGR)
Winner
PYZ
+9.75%
SJB
-5.10%

PYZ vs SJB - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

YearPYZSJB
2026+11.36%+0.94%
2025+28.37%-1.63%
2024+3.10%-1.13%
2023+10.11%-5.47%
2022-15.55%+9.51%
2021+33.79%-7.04%
2020+16.13%-8.79%
2019+18.70%-11.72%
2018-25.94%+2.52%
2017+18.98%-5.75%
2016+25.19%-14.50%
2015-5.85%+2.39%
2014+4.79%-4.54%
2013+23.58%-7.96%
2012+24.72%-13.08%
2011-10.08%-7.20%
2010+25.27%N/A
2009+42.85%N/A
2008-42.83%N/A
2007+27.16%N/A
2006+9.29%N/A

PYZ vs SJB Drawdown Comparison

The maximum drawdown for PYZ was -65.15%, occurring on Mar 9, 2009. Recovery took 674 trading sessions.

The maximum drawdown for SJB was -58.06%, occurring on Dec 28, 2021. This drawdown has not yet recovered.

The current PYZ drawdown is -6.01%. The current SJB drawdown is -57.29%.

RankPYZSJB
#1-65.15%
Jun 5, 2008 - Feb 7, 2011
-58.06%
Oct 4, 2011 - Dec 28, 2021
#2-52.45%
Jan 11, 2018 - Jan 5, 2021
-6.29%
Aug 8, 2011 - Oct 3, 2011
#3-34.94%
Apr 29, 2011 - Dec 18, 2012
-5.33%
Jun 16, 2011 - Aug 8, 2011
#4-32.98%
Apr 19, 2022 - Jul 17, 2025
-2.68%
Mar 22, 2011 - Jun 13, 2011
#5-26.34%
Sep 2, 2014 - Jul 11, 2016
-0.67%
Jun 13, 2011 - Jun 16, 2011
#6-18.04%
Oct 29, 2007 - Apr 8, 2008
N/A
#7-17.75%
Mar 2, 2026 - Jun 2, 2026
N/A
#8-16.35%
Jul 19, 2007 - Oct 5, 2007
N/A
#9-15.76%
Jun 1, 2021 - Nov 8, 2021
N/A
#10-14.56%
Oct 14, 2025 - Dec 23, 2025
N/A
#11-13.04%
Nov 12, 2021 - Mar 21, 2022
N/A
#12-11.97%
Jan 12, 2021 - Feb 22, 2021
N/A
#13-10.71%
Aug 8, 2016 - Dec 5, 2016
N/A
#14-8.85%
Feb 21, 2017 - Sep 18, 2017
N/A
#15-8.75%
Mar 12, 2021 - Apr 16, 2021
N/A

Correlation

Correlation between PYZ and SJB is -0.84 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.84
-101

Dividend Comparison (2006 - 2026)

PYZ vs SJB dividend yield comparison.

YearPYZSJB
20260.10%0.22%
20250.72%3.86%
20241.13%5.86%
20231.19%4.10%
20221.18%0.46%
20210.33%0.00%
20201.04%0.07%
20191.38%1.27%
20181.20%0.71%
20170.53%0.00%
20161.07%0.00%
20151.25%0.00%
20141.02%0.00%
20130.95%0.00%
20121.76%0.00%
20111.06%0.00%
20102.39%0.00%
20091.15%0.00%
20082.11%0.00%
20070.79%0.00%
20060.57%0.00%

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