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ENCC.TO vs. TQQQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENCC.TO vs. TQQQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) and BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENCC.TO achieves a 24.43% return, which is significantly lower than TQQQ.TO's 38.31% return.


ENCC.TO

1D
0.64%
1M
-4.83%
YTD
24.43%
6M
25.49%
1Y
34.49%
3Y*
22.40%
5Y*
23.41%
10Y*
8.31%

TQQQ.TO

1D
-10.09%
1M
-4.73%
YTD
38.31%
6M
32.51%
1Y
93.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENCC.TO vs. TQQQ.TO - Yearly Performance Comparison


Correlation

The correlation between ENCC.TO and TQQQ.TO is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.19

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

-0.19

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Return for Risk

ENCC.TO vs. TQQQ.TO — Risk / Return Rank

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

ENCC.TO
ENCC.TO Risk / Return Rank: 7777
Overall Rank
ENCC.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 7676
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 7575
Martin Ratio Rank

TQQQ.TO
TQQQ.TO Risk / Return Rank: 5151
Overall Rank
TQQQ.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TQQQ.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
TQQQ.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TQQQ.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
TQQQ.TO Martin Ratio Rank: 4848
Martin Ratio Rank
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.

ENCC.TO vs. TQQQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) and BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ENCC.TOTQQQ.TODifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.42

1.29

+0.13

Calmar ratioReturn relative to maximum drawdown

4.09

2.46

+1.63

Martin ratioReturn relative to average drawdown

13.56

7.67

+5.90

ENCC.TO vs. TQQQ.TO - Sharpe Ratio Comparison

The current ENCC.TO Sharpe Ratio is 2.40, which is higher than the TQQQ.TO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ENCC.TO and TQQQ.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ENCC.TO vs. TQQQ.TO - Drawdown Comparison

The maximum ENCC.TO drawdown since its inception was -93.29%, which is greater than TQQQ.TO's maximum drawdown of -38.15%. Use the drawdown chart below to compare losses from any high point for ENCC.TO and TQQQ.TO.


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Drawdown Indicators


ENCC.TOTQQQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-93.29%

-38.15%

-55.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-38.15%

+29.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.58%

Max Drawdown (10Y)

Largest decline over 10 years

-82.15%

Current Drawdown

Current decline from peak

-28.36%

-14.99%

-13.37%

Average Drawdown

Average peak-to-trough decline

-55.98%

-8.56%

-47.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

12.20%

-9.64%

Volatility

ENCC.TO vs. TQQQ.TO - Volatility Comparison

The current volatility for Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) is 5.30%, while BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) has a volatility of 27.08%. This indicates that ENCC.TO experiences smaller price fluctuations and is considered to be less risky than TQQQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENCC.TOTQQQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

27.08%

-21.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

43.38%

-31.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.53%

53.25%

-38.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

53.03%

-30.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.02%

53.03%

-24.01%

Dividends

ENCC.TO vs. TQQQ.TO - Dividend Comparison

ENCC.TO's dividend yield for the trailing twelve months is around 11.50%, while TQQQ.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
11.50%13.62%14.58%14.87%12.55%4.23%5.10%6.11%8.37%6.93%4.34%3.03%
TQQQ.TO
BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ENCC.TO and TQQQ.TO have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENCC.TO is categorized as Derivative Income, while TQQQ.TO is Nasdaq-100.

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