GOOG.TO vs. QQU.TO

Last updated Jun 6, 2026

GOOG.TO (Alphabet CDR (CAD Hedged)) is a stock, while QQU.TO (BetaPro NASDAQ-100 2x Daily Bull ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index.

Performance

GOOG.TO vs. QQU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Alphabet CDR (CAD Hedged) (GOOG.TO) and BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GOOG.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQU.TO

• 1D: -9.60%
• 1M: 1.61%
• YTD: 25.70%
• 6M: 20.65%
• 1Y: 63.33%
• 3Y*: 41.30%
• 5Y*: 20.21%
• 10Y*: 31.76%

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

Return for Risk

GOOG.TO vs. QQU.TO — Risk / Return Rank

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

QQU.TO

QQU.TO Risk / Return Rank: 56
QQU.TO Sharpe Ratio Rank: 63
QQU.TO Sortino Ratio Rank: 54
QQU.TO Omega Ratio Rank: 57
QQU.TO Calmar Ratio Rank: 54
QQU.TO Martin Ratio Rank: 53

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.

GOOG.TO vs. QQU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet CDR (CAD Hedged) (GOOG.TO) and BetaPro NASDAQ-100 2x Daily Bull ETF (QQU.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GOOG.TO	QQU.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.83	—

Drawdowns

Drawdown Indicators

	GOOG.TO	QQU.TO	Difference
Max Drawdown Largest peak-to-trough decline	—	-64.81%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-25.85%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-43.00%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-64.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-64.81%	—
Current Drawdown Current decline from peak	—	-11.04%	—
Average Drawdown Average peak-to-trough decline	—	-11.83%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.57%	—

Volatility

Volatility by Period

	GOOG.TO	QQU.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	33.19%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	45.04%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	44.98%	—

Dividends

GOOG.TO vs. QQU.TO - Dividend Comparison

Neither GOOG.TO nor QQU.TO has paid dividends to shareholders.

Tickers have no history of dividend payments