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SJB vs SPY

Comparison between PROSHARES SHORT HIGH YIELD (SJB, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed SJB, delivering a return of +13.3% compared to -0.5%

SJB vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SJB
$103M
Winner
SPY
$735B
Expense Ratio
SJB
0.95%
Winner
SPY
0.09%
Max Drawdown
SJB
64.03%
Winner
SPY
56.47%
Sharpe Ratio
SJB
-0.90
Winner
SPY
1.62
5Y Beta
Winner
SJB
-0.24
SPY
1.00
P/E Ratio
SJB
N/A
SPY
28.99
Forward P/E
SJB
N/A
SPY
22.37
5Y Dividends CAGR
Winner
SJB
118.47%
SPY
5.43%
5Y EPS CAGR
SJB
N/A
SPY
26.05%
Debt to Equity
SJB
N/A
SPY
32.40%
P/S Ratio
SJB
N/A
SPY
3.74
P/B Ratio
SJB
N/A
SPY
5.61

SJB vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
SJB
+0.39%
Winner
SPY
+1.90%
3M
SJB
+0.08%
Winner
SPY
+8.55%
6M
SJB
+1.02%
Winner
SPY
+8.18%
1Y
SJB
-0.18%
Winner
SPY
+25.79%
5Y(CAGR)
SJB
-0.48%
Winner
SPY
+13.32%
10Y(CAGR)
SJB
-3.80%
Winner
SPY
+15.19%
Max(CAGR)
SJB
-5.10%
Winner
SPY
+8.47%

SJB vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearSJBSPY
2026+0.94%+8.26%
2025-1.63%+18.00%
2024-1.13%+25.59%
2023-5.47%+26.72%
2022+9.51%-18.64%
2021-7.04%+30.52%
2020-8.79%+17.28%
2019-11.72%+31.09%
2018+2.52%-5.24%
2017-5.75%+20.78%
2016-14.50%+13.59%
2015+2.39%+1.31%
2014-4.54%+14.56%
2013-7.96%+29.00%
2012-13.08%+14.17%
2011-7.20%+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

SJB vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current SJB drawdown is -57.29%. The current SPY drawdown is -2.90%.

RankSJBSPY
#1-58.06%
Oct 4, 2011 - Dec 28, 2021
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-6.29%
Aug 8, 2011 - Oct 3, 2011
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-5.33%
Jun 16, 2011 - Aug 8, 2011
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-2.68%
Mar 22, 2011 - Jun 13, 2011
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-0.67%
Jun 13, 2011 - Jun 16, 2011
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6N/A-18.76%
Feb 19, 2025 - Jun 26, 2025
#7N/A-13.02%
Jul 20, 2015 - Apr 18, 2016
#8N/A-10.10%
Jan 26, 2018 - Aug 6, 2018
#9N/A-9.44%
Sep 2, 2020 - Nov 11, 2020
#10N/A-9.30%
Jan 19, 2000 - Mar 17, 2000
#11N/A-9.05%
Jul 19, 2007 - Oct 5, 2007
#12N/A-8.88%
Jan 27, 2026 - Apr 14, 2026
#13N/A-8.41%
Jul 16, 2024 - Sep 19, 2024
#14N/A-7.35%
Sep 14, 2012 - Jan 2, 2013
#15N/A-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between SJB and SPY is -0.82 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.82
-101

Dividend Comparison (1999 - 2026)

SJB vs SPY dividend yield comparison.

YearSJBSPY
20260.22%0.24%
20253.86%1.07%
20245.86%1.21%
20234.10%1.40%
20220.46%1.65%
20210.00%1.20%
20200.07%1.52%
20191.27%1.75%
20180.71%2.04%
20170.00%1.80%
20160.00%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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