SCO vs JHML
Comparison between ProShares UltraShort Bloomberg Crude Oil -2x Shares (SCO, ETF) and JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF).
5-Year PerformanceJHML has outperformed SCO, delivering a return of +11.5% compared to -42.0%
SCO vs JHML - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
SCO vs JHML - Historical Returns
Returns include dividend reinvestment.
SCO vs JHML - Annual Returns (2008 - 2026)
Returns include dividend reinvestment.
| Year | SCO | JHML |
|---|---|---|
| 2026 | -66.33% | +9.07% |
| 2025 | +18.99% | +16.16% |
| 2024 | -20.71% | +20.27% |
| 2023 | -17.89% | +21.56% |
| 2022 | -61.75% | -16.13% |
| 2021 | -73.53% | +28.85% |
| 2020 | -4.04% | +16.13% |
| 2019 | -56.87% | +31.19% |
| 2018 | +20.20% | -6.88% |
| 2017 | -25.71% | +20.69% |
| 2016 | -52.70% | +14.89% |
| 2015 | +67.26% | +6.38% |
| 2014 | +128.35% | N/A |
| 2013 | -19.71% | N/A |
| 2012 | +13.72% | N/A |
| 2011 | -23.46% | N/A |
| 2010 | -21.59% | N/A |
| 2009 | -49.82% | N/A |
| 2008 | +12.07% | N/A |
SCO vs JHML Drawdown Comparison
The maximum drawdown for SCO was -99.80%, occurring on May 19, 2026. This drawdown has not yet recovered.
The maximum drawdown for JHML was -36.13%, occurring on Mar 23, 2020. Recovery took 132 trading sessions.
The current SCO drawdown is -99.78%. The current JHML drawdown is -2.32%.
| Rank | SCO | JHML |
|---|---|---|
| #1 | -99.80% Feb 18, 2009 - May 19, 2026 | -36.13% Feb 19, 2020 - Aug 26, 2020 |
| #2 | -47.72% Dec 24, 2008 - Feb 13, 2009 | -23.46% Jan 4, 2022 - Dec 14, 2023 |
| #3 | -26.24% Dec 5, 2008 - Dec 22, 2008 | -19.78% Sep 21, 2018 - Apr 12, 2019 |
| #4 | -15.36% Nov 25, 2008 - Dec 1, 2008 | -18.20% Feb 19, 2025 - Jun 27, 2025 |
| #5 | N/A | -13.78% Nov 3, 2015 - Apr 18, 2016 |
| #6 | N/A | -9.80% Jan 26, 2018 - Aug 20, 2018 |
| #7 | N/A | -8.55% Sep 2, 2020 - Oct 12, 2020 |
| #8 | N/A | -7.95% Feb 9, 2026 - Apr 14, 2026 |
| #9 | N/A | -7.56% Jul 16, 2024 - Aug 30, 2024 |
| #10 | N/A | -6.90% Oct 12, 2020 - Nov 9, 2020 |
| #11 | N/A | -6.58% May 3, 2019 - Jun 20, 2019 |
| #12 | N/A | -6.29% Jul 26, 2019 - Oct 25, 2019 |
| #13 | N/A | -5.90% Jun 8, 2016 - Jul 8, 2016 |
| #14 | N/A | -5.57% Mar 28, 2024 - May 15, 2024 |
| #15 | N/A | -5.27% Dec 4, 2024 - Feb 19, 2025 |
Correlation
Correlation between SCO and JHML is -0.78 which considered as a strong negative correlation - the stocks tend to move in opposite directions.
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