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FNGD vs. SQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGD vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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FNGD vs. SQQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
40.23%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-13.73%
SQQQ
ProShares UltraPro Short QQQ
18.46%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%2.27%

Returns By Period

In the year-to-date period, FNGD achieves a 40.23% return, which is significantly higher than SQQQ's 18.46% return.


FNGD

1D
-13.84%
1M
10.30%
YTD
40.23%
6M
44.34%
1Y
-59.51%
3Y*
-65.85%
5Y*
-59.96%
10Y*

SQQQ

1D
-9.99%
1M
14.53%
YTD
18.46%
6M
9.00%
1Y
-55.48%
3Y*
-48.73%
5Y*
-42.26%
10Y*
-52.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNGD vs. SQQQ - Expense Ratio Comparison

Both FNGD and SQQQ have an expense ratio of 0.95%.


Return for Risk

FNGD vs. SQQQ — Risk / Return Rank

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

FNGD
FNGD Risk / Return Rank: 33
Overall Rank
FNGD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 22
Sortino Ratio Rank
FNGD Omega Ratio Rank: 22
Omega Ratio Rank
FNGD Calmar Ratio Rank: 22
Calmar Ratio Rank
FNGD Martin Ratio Rank: 66
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 22
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 22
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 66
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.

FNGD vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and ProShares UltraPro Short QQQ (SQQQ). 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.


FNGDSQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.76

-0.83

+0.07

Sortino ratio

Return per unit of downside risk

-0.93

-1.11

+0.18

Omega ratio

Gain probability vs. loss probability

0.87

0.85

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.72

-0.74

+0.02

Martin ratio

Return relative to average drawdown

-0.82

-0.85

+0.03

FNGD vs. SQQQ - Sharpe Ratio Comparison

The current FNGD Sharpe Ratio is -0.76, which is comparable to the SQQQ Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of FNGD and SQQQ, 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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Sharpe Ratios by Period


FNGDSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

-0.83

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.68

-0.64

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

-0.84

+0.09

Correlation

The correlation between FNGD and SQQQ is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FNGD vs. SQQQ - Dividend Comparison

FNGD has not paid dividends to shareholders, while SQQQ's dividend yield for the trailing twelve months is around 5.77%.


TTM202520242023202220212020201920182017
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ
5.77%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

FNGD vs. SQQQ - Drawdown Comparison

The maximum FNGD drawdown since its inception was -100.00%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for FNGD and SQQQ.


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Drawdown Indicators


FNGDSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-82.53%

-75.23%

-7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-99.53%

-95.36%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-99.96%

Current Drawdown

Current decline from peak

-99.99%

-100.00%

+0.01%

Average Drawdown

Average peak-to-trough decline

-86.98%

-92.32%

+5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

71.84%

65.25%

+6.59%

Volatility

FNGD vs. SQQQ - Volatility Comparison

MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) has a higher volatility of 24.51% compared to ProShares UltraPro Short QQQ (SQQQ) at 19.67%. This indicates that FNGD's price experiences larger fluctuations and is considered to be riskier than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGDSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.51%

19.67%

+4.84%

Volatility (6M)

Calculated over the trailing 6-month period

45.21%

38.04%

+7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

78.65%

67.28%

+11.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.85%

66.67%

+22.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.51%

65.97%

+25.54%