BKGFY vs. TQQQ

Last updated Apr 2, 2026

Compare and contrast key facts about Berkeley Group Holdings PLC ADR (BKGFY) and ProShares UltraPro QQQ (TQQQ).

TQQQ is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (300%). It was launched on Feb 9, 2010.

Performance

BKGFY vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkeley Group Holdings PLC ADR (BKGFY) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

BKGFY vs. TQQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BKGFY Berkeley Group Holdings PLC ADR	-24.36%	10.50%	-18.02%	39.74%	-31.95%	9.05%	23.36%	38.28%	-22.35%	76.95%
TQQQ ProShares UltraPro QQQ	-17.87%	34.35%	58.27%	198.04%	-79.09%	82.98%	110.05%	133.84%	-19.79%	118.06%

Returns By Period

In the year-to-date period, BKGFY achieves a -24.36% return, which is significantly lower than TQQQ's -17.87% return. Over the past 10 years, BKGFY has underperformed TQQQ with an annualized return of 3.33%, while TQQQ has yielded a comparatively higher 35.31% annualized return.

BKGFY

• 1D: -9.92%
• 1M: -28.92%
• YTD: -24.36%
• 6M: -21.78%
• 1Y: -11.37%
• 3Y*: -6.34%
• 5Y*: -8.15%
• 10Y*: 3.33%

TQQQ

• 1D: 3.72%
• 1M: -12.88%
• YTD: -17.87%
• 6M: -17.28%
• 1Y: 48.52%
• 3Y*: 46.87%
• 5Y*: 13.55%
• 10Y*: 35.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BKGFY vs. TQQQ — Risk / Return Rank

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

BKGFY

BKGFY Risk / Return Rank: 25
BKGFY Sharpe Ratio Rank: 24
BKGFY Sortino Ratio Rank: 23
BKGFY Omega Ratio Rank: 23
BKGFY Calmar Ratio Rank: 30
BKGFY Martin Ratio Rank: 25

TQQQ

TQQQ Risk / Return Rank: 47
TQQQ Sharpe Ratio Rank: 37
TQQQ Sortino Ratio Rank: 51
TQQQ Omega Ratio Rank: 50
TQQQ Calmar Ratio Rank: 53
TQQQ Martin Ratio Rank: 44

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.

BKGFY vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkeley Group Holdings PLC ADR (BKGFY) and ProShares UltraPro QQQ (TQQQ). 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.

	BKGFY	TQQQ	Difference
Sharpe ratio Return per unit of total volatility	-0.35	0.72	-1.08
Sortino ratio Return per unit of downside risk	-0.27	1.41	-1.68
Omega ratio Gain probability vs. loss probability	0.96	1.20	-0.24
Calmar ratio Return relative to maximum drawdown	-0.32	1.41	-1.73
Martin ratio Return relative to average drawdown	-0.84	4.28	-5.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKGFY vs. TQQQ - Sharpe Ratio Comparison

The current BKGFY Sharpe Ratio is -0.35, which is lower than the TQQQ Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BKGFY and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BKGFY	TQQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.35	0.72	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	0.20	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	0.54	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.65	-0.40

Correlation

The correlation between BKGFY and TQQQ is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BKGFY vs. TQQQ - Dividend Comparison

BKGFY has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.73%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKGFY Berkeley Group Holdings PLC ADR	0.00%	0.76%	6.37%	2.59%	0.55%	8.36%	12.33%	0.37%	2.80%	5.13%	14.79%	4.88%
TQQQ ProShares UltraPro QQQ	0.73%	0.65%	1.27%	1.26%	0.57%	0.00%	0.00%	0.06%	0.11%	0.00%	0.00%	0.01%

Drawdowns

BKGFY vs. TQQQ - Drawdown Comparison

The maximum BKGFY drawdown since its inception was -53.22%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for BKGFY and TQQQ.

Drawdown Indicators

	BKGFY	TQQQ	Difference
Max Drawdown Largest peak-to-trough decline	-53.22%	-81.66%	+28.44%
Max Drawdown (1Y) Largest decline over 1 year	-32.74%	-36.97%	+4.23%
Max Drawdown (5Y) Largest decline over 5 years	-53.22%	-81.66%	+28.44%
Max Drawdown (10Y) Largest decline over 10 years	-53.22%	-81.66%	+28.44%
Current Drawdown Current decline from peak	-42.31%	-28.08%	-14.23%
Average Drawdown Average peak-to-trough decline	-12.75%	-18.66%	+5.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.62%	12.13%	+0.49%

Volatility

BKGFY vs. TQQQ - Volatility Comparison

The current volatility for Berkeley Group Holdings PLC ADR (BKGFY) is 12.71%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 19.74%. This indicates that BKGFY experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKGFY	TQQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.71%	19.74%	-7.03%
Volatility (6M) Calculated over the trailing 6-month period	24.16%	38.50%	-14.34%
Volatility (1Y) Calculated over the trailing 1-year period	32.37%	67.35%	-34.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.84%	66.53%	-26.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.48%	65.83%	-25.35%