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^DJUS vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility

Performance

^DJUS vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Index (^DJUS) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^DJUS achieves a 9.95% return, which is significantly higher than SQQQ's -40.27% return. Over the past 10 years, ^DJUS has outperformed SQQQ with an annualized return of 12.99%, while SQQQ has yielded a comparatively lower -55.28% annualized return.


^DJUS

1D
-0.78%
1M
1.08%
6M
7.71%
YTD
9.95%
1Y
19.81%
3Y*
18.38%
5Y*
10.73%
10Y*
12.99%

SQQQ

1D
5.74%
1M
1.37%
6M
-36.57%
YTD
-40.27%
1Y
-56.10%
3Y*
-51.78%
5Y*
-45.66%
10Y*
-55.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^DJUS vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^DJUS
Dow Jones U.S. Index
9.95%15.89%22.77%24.51%-20.68%24.80%18.31%28.62%-6.76%19.16%
SQQQ
ProShares UltraPro Short QQQ
-40.27%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between ^DJUS and SQQQ is -0.92, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.92

Correlation (3Y)
Calculated over the trailing 3-year period

-0.93

Correlation (5Y)
Calculated over the trailing 5-year period

-0.94

Correlation (10Y)
Calculated over the trailing 10-year period

-0.90

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2010

-0.90

The correlation between ^DJUS and SQQQ has been stable across timeframes, ranging from -0.94 to -0.90 - a consistent structural relationship.

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Return for Risk

^DJUS vs. SQQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJUS
^DJUS Risk / Return Rank: 6868
Overall Rank
^DJUS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^DJUS Sortino Ratio Rank: 6464
Sortino Ratio Rank
^DJUS Omega Ratio Rank: 6969
Omega Ratio Rank
^DJUS Calmar Ratio Rank: 6262
Calmar Ratio Rank
^DJUS Martin Ratio Rank: 7878
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 11
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 11
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DJUS vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and ProShares UltraPro Short QQQ (SQQQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^DJUSSQQQDifference
Sharpe ratioReturn per unit of total volatility

+2.57

Sortino ratioReturn per unit of downside risk

+3.85

Omega ratioGain probability vs. loss probability

1.28

0.82

+0.46

Calmar ratioReturn relative to maximum drawdown

2.19

-0.92

+3.11

Martin ratioReturn relative to average drawdown

9.43

-1.71

+11.14

^DJUS vs. SQQQ - Sharpe Ratio Comparison

The current ^DJUS Sharpe Ratio is 1.56, which is higher than the SQQQ Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of ^DJUS and SQQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^DJUS vs. SQQQ - Drawdown Comparison

The maximum ^DJUS drawdown since its inception was -56.62%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ^DJUS and SQQQ.


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Drawdown Indicators


^DJUSSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-56.62%

-100.00%

+43.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-61.03%

+51.94%

Max Drawdown (3Y)

Largest decline over 3 years

-19.40%

-92.51%

+73.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.24%

-97.27%

+71.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-99.97%

+65.12%

Current Drawdown

Current decline from peak

-1.21%

-100.00%

+98.79%

Average Drawdown

Average peak-to-trough decline

-12.86%

-92.75%

+79.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

32.78%

-30.67%

Volatility

^DJUS vs. SQQQ - Volatility Comparison

The current volatility for Dow Jones U.S. Index (^DJUS) is 3.99%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 26.05%. This indicates that ^DJUS experiences smaller price fluctuations and is considered to be less risky than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^DJUSSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

26.05%

-22.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

45.88%

-35.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

55.64%

-42.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

67.87%

-50.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

66.56%

-48.25%

Frequently Asked Questions


^DJUS and SQQQ have a correlation of -0.92, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (26.05%) compared to ^DJUS (3.99%). In terms of maximum drawdown, ^DJUS dropped -56.62% vs SQQQ's -100.00%.

^DJUS currently has the higher Sharpe Ratio (1.56 vs -1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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