COMP vs. QQQA

Last updated Jun 5, 2026

COMP (Compass, Inc.) is a stock, while QQQA (ProShares Nasdaq-100 Dorsey Wright Momentum ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Dorsey Wright Momentum Index - Benchmark TR Gross. Over the past 5 years, COMP returned -10.79%/yr vs 14.57%/yr for QQQA. At a 0.39 correlation, their price movements are largely independent.

Performance

COMP vs. QQQA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass, Inc. (COMP) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COMP achieves a -25.45% return, which is significantly lower than QQQA's 64.12% return.

COMP

• 1D: 3.55%
• 1M: 8.54%
• YTD: -25.45%
• 6M: -24.23%
• 1Y: 27.51%
• 3Y*: 27.08%
• 5Y*: -10.79%
• 10Y*: —

QQQA

• 1D: -0.76%
• 1M: 19.04%
• YTD: 64.12%
• 6M: 67.24%
• 1Y: 86.88%
• 3Y*: 34.14%
• 5Y*: 14.57%
• 10Y*: —

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

COMP vs. QQQA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COMP Compass, Inc.	-25.45%	80.68%	55.59%	61.37%	-74.37%	-36.34%
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF	64.12%	9.87%	16.17%	24.98%	-29.08%	8.43%

Correlation

The correlation between COMP and QQQA is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since May 21, 2021	0.39

The correlation between COMP and QQQA shifts across timeframes, from 0.25 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

COMP vs. QQQA — Risk / Return Rank

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

COMP

COMP Risk / Return Rank: 56
COMP Sharpe Ratio Rank: 57
COMP Sortino Ratio Rank: 57
COMP Omega Ratio Rank: 56
COMP Calmar Ratio Rank: 54
COMP Martin Ratio Rank: 54

QQQA

QQQA Risk / Return Rank: 90
QQQA Sharpe Ratio Rank: 93
QQQA Sortino Ratio Rank: 87
QQQA Omega Ratio Rank: 87
QQQA Calmar Ratio Rank: 92
QQQA Martin Ratio Rank: 92

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.

COMP vs. QQQA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). 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.

	COMP	QQQA	Difference
Sharpe ratio: Return per unit of total volatility	0.44	3.35	-2.91
Sortino ratio: Return per unit of downside risk	1.11	3.94	-2.83
Omega ratio: Gain probability vs. loss probability	1.14	1.53	-0.39
Calmar ratio: Return relative to maximum drawdown	0.54	6.01	-5.46
Martin ratio: Return relative to average drawdown	1.17	22.45	-21.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COMP vs. QQQA - Sharpe Ratio Comparison

The current COMP Sharpe Ratio is 0.44, which is lower than the QQQA Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of COMP and QQQA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COMP	QQQA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	3.35	-2.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	0.57	-0.70
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.58	-0.79

Drawdowns

COMP vs. QQQA - Drawdown Comparison

The maximum COMP drawdown since its inception was -90.82%, which is greater than QQQA's maximum drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for COMP and QQQA.

Drawdown Indicators

	COMP	QQQA	Difference
Max Drawdown Largest peak-to-trough decline	-90.82%	-38.44%	-52.38%
Max Drawdown (1Y) Largest decline over 1 year	-50.81%	-14.54%	-36.27%
Max Drawdown (3Y) Largest decline over 3 years	-57.24%	-30.84%	-26.40%
Max Drawdown (5Y) Largest decline over 5 years	-89.25%	-38.44%	-50.81%
Current Drawdown Current decline from peak	-60.89%	-0.76%	-60.13%
Average Drawdown Average peak-to-trough decline	-66.54%	-15.66%	-50.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.49%	3.88%	+19.61%

Volatility

COMP vs. QQQA - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 31.81% compared to ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) at 10.13%. This indicates that COMP's price experiences larger fluctuations and is considered to be riskier than QQQA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COMP	QQQA	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.81%	10.13%	+21.68%
Volatility (6M) Calculated over the trailing 6-month period	50.76%	22.18%	+28.58%
Volatility (1Y) Calculated over the trailing 1-year period	63.26%	26.07%	+37.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.92%	25.82%	+54.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.12%	25.76%	+53.36%

Dividends

COMP vs. QQQA - Dividend Comparison

COMP has not paid dividends to shareholders, while QQQA's dividend yield for the trailing twelve months is around 0.06%.

Position	TTM	2025	2024	2023	2022	2021
COMP Compass, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQA ProShares Nasdaq-100 Dorsey Wright Momentum ETF	0.06%	0.10%	0.09%	0.34%	0.28%	0.10%

Frequently Asked Questions

Can I hold both COMP and QQQA in my portfolio?

COMP and QQQA have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COMP or QQQA?

COMP has higher volatility (31.81%) compared to QQQA (10.13%). In terms of maximum drawdown, COMP dropped -90.82% vs QQQA's -38.44%.

Which has better risk-adjusted returns?

QQQA currently has the higher Sharpe Ratio (3.35 vs 0.44), 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.