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SDS vs SOFR

Comparison between ProShares UltraShort S&P500 -2x Shares (SDS, ETF) and Amplify Samsung SOFR ETF (SOFR, ETF).

SDS vs SOFR - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
SDS
$433M
SOFR
$432M
Expense Ratio
SDS
N/A
SOFR
0.20%
Max Drawdown
SDS
99.89%
Winner
SOFR
0.76%
Sharpe Ratio
SDS
-1.68
Winner
SOFR
0.14
5Y Beta
Winner
SDS
-1.92
SOFR
-0.00
5Y Dividends CAGR
SDS
9.31%
SOFR
N/A

SDS vs SOFR - Historical Returns

Returns include dividend reinvestment.

1M
SDS
-2.38%
Winner
SOFR
+0.32%
3M
SDS
-21.68%
Winner
SOFR
+0.92%
6M
SDS
-17.36%
Winner
SOFR
+1.80%
1Y
SDS
-34.70%
Winner
SOFR
+3.92%
5Y(CAGR)
SDS
-24.12%
SOFR
N/A
10Y(CAGR)
SDS
-28.93%
SOFR
N/A
Max(CAGR)
SDS
-26.67%
Winner
SOFR
+4.15%

SDS vs SOFR - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

YearSDSSOFR
2026-15.56%+1.64%
2025-29.04%+4.25%
2024-34.08%+1.20%
2023-34.80%N/A
2022+31.81%N/A
2021-44.54%N/A
2020-49.23%N/A
2019-41.99%N/A
2018+6.06%N/A
2017-31.03%N/A
2016-26.29%N/A
2015-9.61%N/A
2014-27.06%N/A
2013-42.30%N/A
2012-27.66%N/A
2011-17.21%N/A
2010-29.93%N/A
2009-47.35%N/A
2008+28.77%N/A
2007-7.22%N/A
2006-20.86%N/A

SDS vs SOFR Drawdown Comparison

The maximum drawdown for SDS was -99.88%, occurring on Jun 2, 2026. This drawdown has not yet recovered.

The maximum drawdown for SOFR was -0.41%, occurring on Oct 28, 2025. Recovery took 27 trading sessions.

The current SDS drawdown is -99.88%.

RankSDSSOFR
#1-99.88%
Nov 20, 2008 - Jun 2, 2026
-0.41%
Oct 27, 2025 - Dec 4, 2025
#2-35.35%
Jul 17, 2006 - Sep 17, 2008
-0.40%
Dec 20, 2024 - Dec 24, 2024
#3-31.02%
Oct 27, 2008 - Nov 20, 2008
-0.32%
Feb 27, 2026 - Apr 1, 2026
#4-22.44%
Oct 10, 2008 - Oct 27, 2008
-0.15%
May 28, 2026 - Jun 11, 2026
#5-14.28%
Sep 17, 2008 - Oct 6, 2008
-0.13%
Apr 8, 2026 - Apr 20, 2026
#6N/A-0.11%
Apr 7, 2025 - Apr 15, 2025
#7N/A-0.07%
Dec 6, 2024 - Dec 17, 2024
#8N/A-0.06%
Oct 18, 2024 - Oct 23, 2024
#9N/A-0.06%
Feb 14, 2025 - Feb 21, 2025
#10N/A-0.05%
Dec 3, 2024 - Dec 6, 2024
#11N/A-0.05%
Jun 27, 2025 - Jul 3, 2025
#12N/A-0.04%
Jan 22, 2026 - Jan 29, 2026
#13N/A-0.04%
Jul 7, 2025 - Jul 11, 2025
#14N/A-0.04%
Jun 9, 2025 - Jun 13, 2025
#15N/A-0.04%
Apr 28, 2026 - Apr 30, 2026

Correlation

Correlation between SDS and SOFR is -0.92 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.92
-101

Dividend Comparison (2006 - 2026)

SDS vs SOFR dividend yield comparison.

YearSDSSOFR
20260.72%1.51%
20252.55%4.22%
20241.58%1.60%
20231.15%0.00%
20220.07%0.00%
20200.04%0.00%
20190.07%0.00%
20180.05%0.00%
20170.00%0.00%
20080.06%0.00%
20070.01%0.00%
20060.00%0.00%

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