PortfoliosLab logoPortfoliosLab logo
APPX vs. QQQP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APPX vs. QQQP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long APP Daily ETF (APPX) and Tradr 2X Long Triple Q Quarterly ETF (QQQP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

APPX vs. QQQP - Yearly Performance Comparison


2026 (YTD)2025
APPX
Tradr 2X Long APP Daily ETF
-74.21%329.60%
QQQP
Tradr 2X Long Triple Q Quarterly ETF
-13.36%57.83%

Returns By Period

In the year-to-date period, APPX achieves a -74.21% return, which is significantly lower than QQQP's -13.36% return.


APPX

1D
13.92%
1M
-20.38%
YTD
-74.21%
6M
-79.95%
1Y
3Y*
5Y*
10Y*

QQQP

1D
7.62%
1M
-10.35%
YTD
-13.36%
6M
-10.83%
1Y
38.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


APPX vs. QQQP - Expense Ratio Comparison

Both APPX and QQQP have an expense ratio of 1.30%.


Return for Risk

APPX vs. QQQP — Risk / Return Rank

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

APPX

QQQP
QQQP Risk / Return Rank: 5353
Overall Rank
QQQP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QQQP Sortino Ratio Rank: 5454
Sortino Ratio Rank
QQQP Omega Ratio Rank: 5454
Omega Ratio Rank
QQQP Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQQP Martin Ratio Rank: 5353
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.

APPX vs. QQQP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long APP Daily ETF (APPX) and Tradr 2X Long Triple Q Quarterly ETF (QQQP). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

APPX vs. QQQP - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


APPXQQQPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.36

-0.28

Correlation

The correlation between APPX and QQQP is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

APPX vs. QQQP - Dividend Comparison

APPX's dividend yield for the trailing twelve months is around 36.38%, while QQQP has not paid dividends to shareholders.


Drawdowns

APPX vs. QQQP - Drawdown Comparison

The maximum APPX drawdown since its inception was -82.40%, which is greater than QQQP's maximum drawdown of -42.50%. Use the drawdown chart below to compare losses from any high point for APPX and QQQP.


Loading graphics...

Drawdown Indicators


APPXQQQPDifference

Max Drawdown

Largest peak-to-trough decline

-82.40%

-42.50%

-39.90%

Max Drawdown (1Y)

Largest decline over 1 year

-25.35%

Current Drawdown

Current decline from peak

-79.95%

-19.66%

-60.29%

Average Drawdown

Average peak-to-trough decline

-30.59%

-7.80%

-22.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.29%

Volatility

APPX vs. QQQP - Volatility Comparison


Loading graphics...

Volatility by Period


APPXQQQPDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.08%

Volatility (6M)

Calculated over the trailing 6-month period

26.15%

Volatility (1Y)

Calculated over the trailing 1-year period

142.56%

46.96%

+95.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

142.56%

44.95%

+97.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

142.56%

44.95%

+97.61%