PortfoliosLab logoPortfoliosLab logo
CGY.TO vs. TQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGY.TO vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Calian Group Ltd. (CGY.TO) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CGY.TO vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGY.TO
Calian Group Ltd.
31.95%17.68%-13.77%-12.54%10.48%-5.19%75.46%35.41%-4.85%35.99%
TQQQ
ProShares UltraPro QQQ
-19.74%28.19%71.87%191.48%-77.60%81.33%106.50%122.34%-12.99%104.18%
Different Trading Currencies

CGY.TO is traded in CAD, while TQQQ is traded in USD. To make them comparable, the TQQQ values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CGY.TO achieves a 31.95% return, which is significantly higher than TQQQ's -19.74% return. Over the past 10 years, CGY.TO has underperformed TQQQ with an annualized return of 18.06%, while TQQQ has yielded a comparatively higher 35.72% annualized return.


CGY.TO

1D
3.69%
1M
-9.30%
YTD
31.95%
6M
48.24%
1Y
69.45%
3Y*
6.11%
5Y*
7.04%
10Y*
18.06%

TQQQ

1D
9.88%
1M
-14.03%
YTD
-19.74%
6M
-19.20%
1Y
41.61%
3Y*
46.48%
5Y*
15.07%
10Y*
35.72%
*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.


Return for Risk

CGY.TO vs. TQQQ — Risk / Return Rank

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

CGY.TO
CGY.TO Risk / Return Rank: 8686
Overall Rank
CGY.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CGY.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
CGY.TO Omega Ratio Rank: 8585
Omega Ratio Rank
CGY.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
CGY.TO Martin Ratio Rank: 8888
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 5050
Overall Rank
TQQQ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5757
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5656
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5555
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 4444
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.

CGY.TO vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calian Group Ltd. (CGY.TO) 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.


CGY.TOTQQQDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.63

+1.14

Sortino ratio

Return per unit of downside risk

2.28

1.28

+1.00

Omega ratio

Gain probability vs. loss probability

1.34

1.18

+0.15

Calmar ratio

Return relative to maximum drawdown

2.94

1.14

+1.80

Martin ratio

Return relative to average drawdown

9.60

3.33

+6.27

CGY.TO vs. TQQQ - Sharpe Ratio Comparison

The current CGY.TO Sharpe Ratio is 1.77, which is higher than the TQQQ Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CGY.TO 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.


Loading graphics...

Sharpe Ratios by Period


CGY.TOTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.63

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.24

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.56

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.71

-0.41

Correlation

The correlation between CGY.TO and TQQQ is 0.15, 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

CGY.TO vs. TQQQ - Dividend Comparison

CGY.TO's dividend yield for the trailing twelve months is around 1.53%, more than TQQQ's 0.76% yield.


TTM20252024202320222021202020192018201720162015
CGY.TO
Calian Group Ltd.
1.53%2.02%2.32%1.95%1.68%1.82%1.69%2.91%3.81%3.49%4.57%6.93%
TQQQ
ProShares UltraPro QQQ
0.76%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Drawdowns

CGY.TO vs. TQQQ - Drawdown Comparison

The maximum CGY.TO drawdown since its inception was -79.59%, roughly equal to the maximum TQQQ drawdown of -80.26%. Use the drawdown chart below to compare losses from any high point for CGY.TO and TQQQ.


Loading graphics...

Drawdown Indicators


CGY.TOTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-79.59%

-81.66%

+2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-25.02%

-36.97%

+11.95%

Max Drawdown (5Y)

Largest decline over 5 years

-43.62%

-81.66%

+38.04%

Max Drawdown (10Y)

Largest decline over 10 years

-43.62%

-81.66%

+38.04%

Current Drawdown

Current decline from peak

-13.27%

-30.66%

+17.39%

Average Drawdown

Average peak-to-trough decline

-21.46%

-18.66%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.66%

12.00%

-4.34%

Volatility

CGY.TO vs. TQQQ - Volatility Comparison

The current volatility for Calian Group Ltd. (CGY.TO) is 8.07%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 19.21%. This indicates that CGY.TO 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.


Loading graphics...

Volatility by Period


CGY.TOTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

19.21%

-11.14%

Volatility (6M)

Calculated over the trailing 6-month period

27.67%

37.91%

-10.24%

Volatility (1Y)

Calculated over the trailing 1-year period

39.53%

66.35%

-26.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.58%

64.42%

-34.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.26%

63.80%

-35.54%