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

Correlation

The correlation between ELF and TQQQ is 0.38, 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.


-0.50.00.51.00.4

Performance

ELF vs. TQQQ - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-37.38%
1.61%
ELF
TQQQ

Key characteristics

Sharpe Ratio

ELF:

-0.08

TQQQ:

1.48

Sortino Ratio

ELF:

0.33

TQQQ:

1.94

Omega Ratio

ELF:

1.04

TQQQ:

1.26

Calmar Ratio

ELF:

-0.10

TQQQ:

1.68

Martin Ratio

ELF:

-0.17

TQQQ:

6.27

Ulcer Index

ELF:

29.89%

TQQQ:

12.66%

Daily Std Dev

ELF:

61.72%

TQQQ:

53.55%

Max Drawdown

ELF:

-77.00%

TQQQ:

-81.66%

Current Drawdown

ELF:

-42.48%

TQQQ:

-11.38%

Returns By Period

In the year-to-date period, ELF achieves a -0.13% return, which is significantly lower than TQQQ's 4.13% return.


ELF

YTD

-0.13%

1M

-8.07%

6M

-37.38%

1Y

-8.65%

5Y*

51.60%

10Y*

N/A

TQQQ

YTD

4.13%

1M

-4.15%

6M

1.61%

1Y

82.40%

5Y*

31.11%

10Y*

37.02%

*Annualized

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Risk-Adjusted Performance

ELF vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for e.l.f. Beauty, Inc. (ELF) 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.


Sharpe ratio
The chart of Sharpe ratio for ELF, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.081.48
The chart of Sortino ratio for ELF, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.331.94
The chart of Omega ratio for ELF, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.26
The chart of Calmar ratio for ELF, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.101.68
The chart of Martin ratio for ELF, currently valued at -0.17, compared to the broader market0.005.0010.0015.0020.0025.00-0.176.27
ELF
TQQQ

The current ELF Sharpe Ratio is -0.08, which is lower than the TQQQ Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of ELF 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.08
1.48
ELF
TQQQ

Dividends

ELF vs. TQQQ - Dividend Comparison

ELF has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
1.22%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

ELF vs. TQQQ - Drawdown Comparison

The maximum ELF drawdown since its inception was -77.00%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for ELF and TQQQ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-42.48%
-11.38%
ELF
TQQQ

Volatility

ELF vs. TQQQ - Volatility Comparison

The current volatility for e.l.f. Beauty, Inc. (ELF) is 16.19%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 17.99%. This indicates that ELF 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.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
16.19%
17.99%
ELF
TQQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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