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DNUT vs. TQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DNUT and TQQQ is 0.34, 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.

DNUT vs. TQQQ

Last updated May 30, 2025

Compare and contrast key facts about Krispy Kreme, Inc. (DNUT) 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.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DNUT or TQQQ.

Performance

DNUT vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Krispy Kreme, Inc. (DNUT) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DNUT:

-1.14

TQQQ:

0.14

Sortino Ratio

DNUT:

-2.14

TQQQ:

0.71

Omega Ratio

DNUT:

0.70

TQQQ:

1.10

Calmar Ratio

DNUT:

-0.85

TQQQ:

0.16

Martin Ratio

DNUT:

-2.07

TQQQ:

0.40

Ulcer Index

DNUT:

35.37%

TQQQ:

22.55%

Daily Std Dev

DNUT:

62.28%

TQQQ:

75.92%

Max Drawdown

DNUT:

-86.39%

TQQQ:

-81.66%

Current Drawdown

DNUT:

-85.39%

TQQQ:

-24.09%

Returns By Period

In the year-to-date period, DNUT achieves a -70.13% return, which is significantly lower than TQQQ's -10.81% return.

DNUT

YTD

-70.13%

1M

-29.23%

6M

-73.01%

1Y

-70.51%

3Y*

-40.99%

5Y*

N/A

10Y*

N/A

TQQQ

YTD

-10.81%

1M

28.25%

6M

-9.10%

1Y

10.25%

3Y*

30.01%

5Y*

28.73%

10Y*

31.23%

*Annualized

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Krispy Kreme, Inc.

ProShares UltraPro QQQ

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DNUT vs. TQQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DNUT
The Risk-Adjusted Performance Rank of DNUT is 22
Overall Rank
The Sharpe Ratio Rank of DNUT is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of DNUT is 11
Sortino Ratio Rank
The Omega Ratio Rank of DNUT is 22
Omega Ratio Rank
The Calmar Ratio Rank of DNUT is 44
Calmar Ratio Rank
The Martin Ratio Rank of DNUT is 00
Martin Ratio Rank
TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 2929
Overall Rank
The Sharpe Ratio Rank of TQQQ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 3838
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 3838
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 2424
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNUT vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Krispy Kreme, Inc. (DNUT) 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.

The current DNUT Sharpe Ratio is -1.14, which is lower than the TQQQ Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of DNUT 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DNUT vs. TQQQ - Dividend Comparison

DNUT's dividend yield for the trailing twelve months is around 4.78%, more than TQQQ's 1.40% yield.

TTM20242023202220212020201920182017201620152014
DNUT
Krispy Kreme, Inc.		4.78%1.41%0.93%1.36%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ		1.40%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

DNUT vs. TQQQ - Drawdown Comparison

The maximum DNUT drawdown since its inception was -86.39%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for DNUT and TQQQ.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DNUT vs. TQQQ - Volatility Comparison

Krispy Kreme, Inc. (DNUT) has a higher volatility of 37.55% compared to ProShares UltraPro QQQ (TQQQ) at 16.36%. This indicates that DNUT's price experiences larger fluctuations and is considered to be riskier than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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