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MELI vs. PSQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MELI vs. PSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MercadoLibre, Inc. (MELI) and ProShares Short QQQ (PSQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MELI achieves a -6.77% return, which is significantly higher than PSQ's -9.94% return. Over the past 10 years, MELI has outperformed PSQ with an annualized return of 28.68%, while PSQ has yielded a comparatively lower -18.20% annualized return.


MELI

1D
-0.41%
1M
7.79%
6M
-12.56%
YTD
-6.77%
1Y
-20.89%
3Y*
15.77%
5Y*
3.66%
10Y*
28.68%
ALL TIME*
26.62%

PSQ

1D
-0.59%
1M
5.59%
6M
-9.19%
YTD
-9.94%
1Y
-15.69%
3Y*
-15.05%
5Y*
-11.74%
10Y*
-18.20%
ALL TIME*
-16.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$585.82M$641.09M$903.00M
$270.27M$217.80M$219.49M

MELI vs. PSQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MELI
MercadoLibre, Inc.
-6.77%18.46%8.20%85.71%-37.24%-19.51%192.90%95.30%-6.93%101.99%
PSQ
ProShares Short QQQ
-9.94%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%

Correlation

The correlation between MELI and PSQ is -0.33, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.33

Correlation (3Y)
Balances recent behavior with more history.

-0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.56

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.56

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2007

-0.55

Over the past year, the inverse relationship between MELI and PSQ has weakened: their correlation has moved from -0.55 to -0.33, meaning they move in opposite directions less often than they have historically.

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Return for Risk

MELI vs. PSQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MELI
MELI Risk / Return Rank: 2323
Overall Rank
MELI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 2121
Sortino Ratio Rank
MELI Omega Ratio Rank: 2121
Omega Ratio Rank
MELI Calmar Ratio Rank: 2424
Calmar Ratio Rank
MELI Martin Ratio Rank: 2626
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 33
Overall Rank
PSQ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 33
Sortino Ratio Rank
PSQ Omega Ratio Rank: 33
Omega Ratio Rank
PSQ Calmar Ratio Rank: 44
Calmar Ratio Rank
PSQ Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MELI vs. PSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MercadoLibre, Inc. (MELI) and ProShares Short QQQ (PSQ). 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.


MELIPSQDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

0.93

0.88

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.63

+0.09

Martin ratioReturn relative to average drawdown

-0.90

-1.23

+0.33

MELI vs. PSQ - Sharpe Ratio Comparison

The current MELI Sharpe Ratio is -0.53, which is higher than the PSQ Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of MELI and PSQ, 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

MELI vs. PSQ - Drawdown Comparison

The maximum MELI drawdown since its inception was -89.49%, smaller than the maximum PSQ drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for MELI and PSQ.


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Drawdown Indicators


MELIPSQDifference

Max Drawdown

Largest peak-to-trough decline

-89.49%

-98.26%

+8.77%

Max Drawdown (1Y)

Largest decline over 1 year

-38.40%

-24.83%

-13.57%

Max Drawdown (3Y)

Largest decline over 3 years

-40.82%

-49.65%

+8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

-60.91%

-7.73%

Max Drawdown (10Y)

Largest decline over 10 years

-69.12%

-87.66%

+18.54%

Current Drawdown

Current decline from peak

-28.15%

-98.12%

+69.97%

Average Drawdown

Average peak-to-trough decline

-23.65%

-74.15%

+50.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.25%

12.73%

+10.52%

Volatility

MELI vs. PSQ - Volatility Comparison

The current volatility for MercadoLibre, Inc. (MELI) is 5.73%, while ProShares Short QQQ (PSQ) has a volatility of 6.96%. This indicates that MELI experiences smaller price fluctuations and is considered to be less risky than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MELIPSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

6.96%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

28.58%

16.03%

+12.55%

Volatility (1Y)

Calculated over the trailing 1-year period

39.80%

19.38%

+20.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.68%

22.93%

+26.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.88%

22.46%

+26.42%

Dividends

MELI vs. PSQ - Dividend Comparison

MELI has not paid dividends to shareholders, while PSQ's dividend yield for the trailing twelve months is around 4.26%.


PositionTTM20252024202320222021202020192018201720162015
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%
PSQ
ProShares Short QQQ
4.26%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%0.00%0.00%

Frequently Asked Questions


MELI and PSQ have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSQ has higher volatility (6.96%) compared to MELI (5.73%). In terms of maximum drawdown, MELI dropped -89.49% vs PSQ's -98.26%.

MELI currently has the higher Sharpe Ratio (-0.53 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MELI and PSQ

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