EGGQ vs. TQQQ

Last updated Jun 3, 2026

EGGQ (NestYield Visionary ETF) and TQQQ (ProShares UltraPro QQQ) are both exchange-traded funds - EGGQ is a Derivative Income fund actively managed by NestYield, while TQQQ is a Leveraged Equities fund tracking the NASDAQ-100 Index (300%). EGGQ is actively managed, while TQQQ is passively managed. Over the past year, EGGQ returned 63.58% vs 145.30% for TQQQ. Their correlation of 0.83 suggests significant overlap in exposure. EGGQ charges 0.89%/yr vs 0.95%/yr for TQQQ.

Performance

EGGQ vs. TQQQ - Performance Comparison

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

Returns By Period

In the year-to-date period, EGGQ achieves a 39.32% return, which is significantly lower than TQQQ's 65.71% return.

EGGQ

• 1D: 4.92%
• 1M: 17.67%
• YTD: 39.32%
• 6M: 38.36%
• 1Y: 63.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TQQQ

• 1D: 1.37%
• 1M: 33.57%
• YTD: 65.71%
• 6M: 58.23%
• 1Y: 145.30%
• 3Y*: 69.92%
• 5Y*: 29.86%
• 10Y*: 45.44%

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

EGGQ vs. TQQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGQ NestYield Visionary ETF	39.32%	25.92%	-1.32%
TQQQ ProShares UltraPro QQQ	65.71%	34.35%	-2.62%

Correlation

The correlation between EGGQ and TQQQ is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (All Time) Calculated using the full available price history since Dec 31, 2024	0.83

The correlation between EGGQ and TQQQ has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

Return for Risk

EGGQ vs. TQQQ — Risk / Return Rank

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

EGGQ

EGGQ Risk / Return Rank: 57
EGGQ Sharpe Ratio Rank: 60
EGGQ Sortino Ratio Rank: 52
EGGQ Omega Ratio Rank: 55
EGGQ Calmar Ratio Rank: 66
EGGQ Martin Ratio Rank: 52

TQQQ

TQQQ Risk / Return Rank: 75
TQQQ Sharpe Ratio Rank: 89
TQQQ Sortino Ratio Rank: 69
TQQQ Omega Ratio Rank: 68
TQQQ Calmar Ratio Rank: 79
TQQQ Martin Ratio Rank: 71

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.

EGGQ vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Visionary ETF (EGGQ) 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.

	EGGQ	TQQQ	Difference
Sharpe ratio Return per unit of total volatility	2.05	3.07	-1.02
Sortino ratio Return per unit of downside risk	2.52	3.19	-0.67
Omega ratio Gain probability vs. loss probability	1.34	1.42	-0.07
Calmar ratio Return relative to maximum drawdown	3.34	4.08	-0.74
Martin ratio Return relative to average drawdown	9.07	13.38	-4.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGGQ vs. TQQQ - Sharpe Ratio Comparison

The current EGGQ Sharpe Ratio is 2.05, which is lower than the TQQQ Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of EGGQ and TQQQ, 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

	EGGQ	TQQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	3.07	-1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.46	0.74	+0.72

Drawdowns

EGGQ vs. TQQQ - Drawdown Comparison

The maximum EGGQ drawdown since its inception was -22.70%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for EGGQ and TQQQ.

Drawdown Indicators

	EGGQ	TQQQ	Difference
Max Drawdown Largest peak-to-trough decline	-22.70%	-81.66%	+58.96%
Max Drawdown (1Y) Largest decline over 1 year	-19.76%	-36.97%	+17.21%
Max Drawdown (3Y) Largest decline over 3 years	—	-58.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-81.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-81.66%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.70%	-18.53%	+12.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.28%	11.28%	-4.00%

Volatility

EGGQ vs. TQQQ - Volatility Comparison

The current volatility for NestYield Visionary ETF (EGGQ) is 12.50%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 13.26%. This indicates that EGGQ 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

	EGGQ	TQQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.50%	13.26%	-0.76%
Volatility (6M) Calculated over the trailing 6-month period	25.04%	36.05%	-11.01%
Volatility (1Y) Calculated over the trailing 1-year period	31.24%	47.63%	-16.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.67%	66.55%	-33.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.67%	65.98%	-33.31%

EGGQ vs. TQQQ - Expense Ratio Comparison

EGGQ has a 0.89% expense ratio, which is lower than TQQQ's 0.95% expense ratio.

Dividends

EGGQ vs. TQQQ - Dividend Comparison

EGGQ's dividend yield for the trailing twelve months is around 5.48%, more than TQQQ's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGGQ NestYield Visionary ETF	5.48%	5.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TQQQ ProShares UltraPro QQQ	0.36%	0.65%	1.27%	1.26%	0.57%	0.00%	0.00%	0.06%	0.11%	0.00%	0.00%	0.01%

Frequently Asked Questions

Can I hold both EGGQ and TQQQ in my portfolio?

EGGQ and TQQQ have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGQ or TQQQ?

TQQQ has higher volatility (13.26%) compared to EGGQ (12.50%). In terms of maximum drawdown, EGGQ dropped -22.70% vs TQQQ's -81.66%.

Which ETF is better, EGGQ or TQQQ?

On 1-year performance, TQQQ leads with 145.30% vs 63.58% for EGGQ. On fees, EGGQ is cheaper at 0.89% per year. On volatility, EGGQ has been the lower-risk option at 12.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGQ or TQQQ?

Over the 1-year period, TQQQ has performed better with a 145.30% return vs 63.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGQ or TQQQ?

EGGQ is cheaper with a 0.89% expense ratio, compared with 0.95% for TQQQ.

Which ETF pays a higher dividend yield, EGGQ or TQQQ?

EGGQ has the higher dividend yield at 5.48%, compared with 0.36% for TQQQ.

What is the main difference between EGGQ and TQQQ?

EGGQ is categorized as Derivative Income, while TQQQ is Leveraged Equities. They also come from different issuers: NestYield and ProShares. Their fees differ too: 0.89% for EGGQ and 0.95% for TQQQ.

Which has better risk-adjusted returns?

TQQQ currently has the higher Sharpe Ratio (3.07 vs 2.05), 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.