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

Correlation

The correlation between ELF and TQQQ is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
130.75%
935.87%
ELF
TQQQ

Key characteristics

Sharpe Ratio

ELF:

-0.94

TQQQ:

0.04

Sortino Ratio

ELF:

-1.56

TQQQ:

0.58

Omega Ratio

ELF:

0.81

TQQQ:

1.08

Calmar Ratio

ELF:

-0.85

TQQQ:

0.05

Martin Ratio

ELF:

-1.44

TQQQ:

0.13

Ulcer Index

ELF:

45.47%

TQQQ:

20.43%

Daily Std Dev

ELF:

69.43%

TQQQ:

74.97%

Max Drawdown

ELF:

-77.09%

TQQQ:

-81.66%

Current Drawdown

ELF:

-71.95%

TQQQ:

-41.90%

Returns By Period

In the year-to-date period, ELF achieves a -51.29% return, which is significantly lower than TQQQ's -31.73% return.


ELF

YTD

-51.29%

1M

-5.11%

6M

-44.60%

1Y

-65.26%

5Y*

41.91%

10Y*

N/A

TQQQ

YTD

-31.73%

1M

-15.02%

6M

-27.48%

1Y

3.28%

5Y*

28.11%

10Y*

27.88%

*Annualized

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Risk-Adjusted Performance

ELF vs. TQQQ — Risk-Adjusted Performance Rank

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

ELF
The Risk-Adjusted Performance Rank of ELF is 66
Overall Rank
The Sharpe Ratio Rank of ELF is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 55
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 77
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 44
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 1010
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 3030
Overall Rank
The Sharpe Ratio Rank of TQQQ is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 4343
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 2222
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.

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.


The chart of Sharpe ratio for ELF, currently valued at -0.94, compared to the broader market-2.00-1.000.001.002.003.00
ELF: -0.94
TQQQ: 0.04
The chart of Sortino ratio for ELF, currently valued at -1.56, compared to the broader market-6.00-4.00-2.000.002.004.00
ELF: -1.56
TQQQ: 0.58
The chart of Omega ratio for ELF, currently valued at 0.81, compared to the broader market0.501.001.502.00
ELF: 0.81
TQQQ: 1.08
The chart of Calmar ratio for ELF, currently valued at -0.85, compared to the broader market0.001.002.003.004.005.00
ELF: -0.85
TQQQ: 0.05
The chart of Martin ratio for ELF, currently valued at -1.44, compared to the broader market-5.000.005.0010.0015.0020.00
ELF: -1.44
TQQQ: 0.13

The current ELF Sharpe Ratio is -0.94, which is lower than the TQQQ Sharpe Ratio of 0.04. 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.94
0.04
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 1.83%.


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
1.83%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 -77.09%, 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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-71.95%
-41.90%
ELF
TQQQ

Volatility

ELF vs. TQQQ - Volatility Comparison

The current volatility for e.l.f. Beauty, Inc. (ELF) is 27.70%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 48.66%. 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%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
27.70%
48.66%
ELF
TQQQ