CCUP vs. NVDQ
CCUP (T-REX 2X Long CRCL Daily Target ETF) and NVDQ (T-Rex 2X Inverse NVIDIA Daily Target ETF) are both exchange-traded funds - CCUP is a Leveraged Equities fund actively managed by T-Rex, while NVDQ is a Inverse Equities fund actively managed by T-Rex. Both are actively managed. Their -0.28 correlation means they have often moved in opposite directions in the past. CCUP charges 1.50%/yr vs 1.05%/yr for NVDQ.
Performance
CCUP vs. NVDQ - Performance Comparison
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Returns By Period
In the year-to-date period, CCUP achieves a -67.28% return, which is significantly lower than NVDQ's -39.70% return.
CCUP
- 1D
- 10.08%
- 1M
- -9.84%
- 6M
- -31.40%
- YTD
- -67.28%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
NVDQ
- 1D
- -5.06%
- 1M
- -19.48%
- 6M
- -42.67%
- YTD
- -39.70%
- 1Y
- -50.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -83.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.79M | $10.01M | $15.56M | |
| $24.84M | $29.28M | $55.12M |
CCUP vs. NVDQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCUP T-REX 2X Long CRCL Daily Target ETF | -67.28% | -82.64% |
NVDQ T-Rex 2X Inverse NVIDIA Daily Target ETF | -39.70% | -15.77% |
Correlation
The correlation between CCUP and NVDQ is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 11, 2025 | -0.28 |
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Return for Risk
CCUP vs. NVDQ — Risk / Return Rank
CCUP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NVDQ
CCUP vs. NVDQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long CRCL Daily Target ETF (CCUP) and T-Rex 2X Inverse NVIDIA Daily Target ETF (NVDQ). 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.
| CCUP | NVDQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.91 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.83 | — |
| Martin ratioReturn relative to average drawdown | — | -1.44 | — |
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Drawdowns
CCUP vs. NVDQ - Drawdown Comparison
The maximum CCUP drawdown since its inception was -95.10%, roughly equal to the maximum NVDQ drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for CCUP and NVDQ.
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Drawdown Indicators
| CCUP | NVDQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.10% | -99.45% | +4.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -61.17% | — |
Current DrawdownCurrent decline from peak | -94.61% | -99.39% | +4.78% |
Average DrawdownAverage peak-to-trough decline | -72.90% | -88.75% | +15.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 35.09% | — |
Volatility
CCUP vs. NVDQ - Volatility Comparison
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Volatility by Period
| CCUP | NVDQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 24.71% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 57.15% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 192.98% | 72.63% | +120.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 192.98% | 94.71% | +98.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 192.98% | 94.71% | +98.27% |
CCUP vs. NVDQ - Expense Ratio Comparison
CCUP has a 1.50% expense ratio, which is higher than NVDQ's 1.05% expense ratio.
Dividends
CCUP vs. NVDQ - Dividend Comparison
CCUP has not paid dividends to shareholders, while NVDQ's dividend yield for the trailing twelve months is around 0.43%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CCUP T-REX 2X Long CRCL Daily Target ETF | 0.00% | 0.00% | 0.00% | 0.00% |
NVDQ T-Rex 2X Inverse NVIDIA Daily Target ETF | 0.43% | 0.26% | 4.59% | 11.60% |
Frequently Asked Questions
CCUP and NVDQ have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NVDQ is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NVDQ is cheaper with a 1.05% expense ratio, compared with 1.50% for CCUP.
NVDQ has the higher dividend yield at 0.43%, compared with 0.00% for CCUP.
CCUP is categorized as Leveraged Equities, while NVDQ is Inverse Equities. Their fees differ too: 1.50% for CCUP and 1.05% for NVDQ.
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