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SJB vs TAIL

Comparison between PROSHARES SHORT HIGH YIELD (SJB, ETF) and CAMBRIA TAIL RISK ETF (TAIL, ETF).

5-Year PerformanceSJB has outperformed TAIL, delivering a return of -0.1% compared to -8.8%

SJB vs TAIL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SJB
$56M
Winner
TAIL
$147M
Expense Ratio
SJB
0.95%
Winner
TAIL
0.59%
Max Drawdown
SJB
64.29%
Winner
TAIL
58.07%
Sharpe Ratio
Winner
SJB
-0.64
TAIL
-1.49
5Y Beta
SJB
-0.24
Winner
TAIL
-0.79
5Y Dividends CAGR
SJB
N/A
TAIL
65.67%

SJB vs TAIL - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SJB
+0.63%
TAIL
-1.86%
3M
Winner
SJB
+0.89%
TAIL
-4.62%
6M
Winner
SJB
+1.57%
TAIL
-6.68%
1Y
Winner
SJB
+1.27%
TAIL
-8.32%
5Y(CAGR)
Winner
SJB
-0.08%
TAIL
-8.80%
10Y(CAGR)
Winner
SJB
-3.41%
TAIL
-7.22%
Max(CAGR)
Winner
SJB
-5.03%
TAIL
-7.22%

SJB vs TAIL - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

YearSJBTAIL
2026+1.31%-7.13%
2025-1.63%+5.21%
2024-1.13%-9.82%
2023-5.47%-13.63%
2022+9.51%-12.20%
2021-7.04%-13.35%
2020-8.79%+6.87%
2019-11.72%-14.24%
2018+2.52%+4.21%
2017-5.75%-7.70%
2016-14.50%N/A
2015+2.39%N/A
2014-4.54%N/A
2013-7.96%N/A
2012-13.08%N/A
2011-7.20%N/A

SJB vs TAIL 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 TAIL was -52.36%, occurring on Jan 23, 2025. This drawdown has not yet recovered.

The current SJB drawdown is -57.13%. The current TAIL drawdown is -52.11%.

RankSJBTAIL
#1-58.06%
Oct 4, 2011 - Dec 28, 2021
-52.36%
Apr 2, 2020 - Jan 23, 2025
#2-6.29%
Aug 8, 2011 - Oct 3, 2011
-20.50%
Dec 24, 2018 - Mar 12, 2020
#3-5.33%
Jun 16, 2011 - Aug 8, 2011
-18.52%
Jun 14, 2017 - Dec 24, 2018
#4-2.68%
Mar 22, 2011 - Jun 13, 2011
-6.16%
Mar 23, 2020 - Apr 2, 2020
#5-0.67%
Jun 13, 2011 - Jun 16, 2011
-4.24%
Mar 12, 2020 - Mar 16, 2020
#6N/A-2.28%
Mar 16, 2020 - Mar 20, 2020

Correlation

Correlation between SJB and TAIL is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81
-101

Dividend Comparison (2017 - 2026)

SJB vs TAIL dividend yield comparison.

YearSJBTAIL
20261.37%1.19%
20253.86%2.88%
20245.86%3.48%
20234.10%3.74%
20220.46%1.49%
20210.00%0.49%
20200.07%0.36%
20191.27%1.58%
20180.71%1.52%
20170.00%0.91%

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