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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 -21.08% return, which is significantly lower than PSQ's -14.02% return. Over the past 10 years, MELI has outperformed PSQ with an annualized return of 28.09%, while PSQ has yielded a comparatively lower -19.15% annualized return.


MELI

1D
-1.27%
1M
1.77%
YTD
-21.08%
6M
-21.15%
1Y
-32.89%
3Y*
9.54%
5Y*
2.68%
10Y*
28.09%

PSQ

1D
-0.65%
1M
-0.92%
YTD
-14.02%
6M
-14.04%
1Y
-23.41%
3Y*
-17.58%
5Y*
-13.78%
10Y*
-19.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MELI vs. PSQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MELI
MercadoLibre, Inc.
-21.08%18.46%8.20%85.71%-37.24%-19.51%192.90%95.30%-6.93%101.99%
PSQ
ProShares Short QQQ
-14.02%-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 -0.39, 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

-0.39

Correlation (3Y)
Calculated over the trailing 3-year period

-0.46

Correlation (5Y)
Calculated over the trailing 5-year period

-0.57

Correlation (10Y)
Calculated over the trailing 10-year period

-0.57

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

-0.56

The correlation between MELI and PSQ shifts across timeframes, from -0.57 (5 years) to -0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MELI vs. PSQ — Risk / Return Rank

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

MELI
MELI Risk / Return Rank: 1111
Overall Rank
MELI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MELI Omega Ratio Rank: 1111
Omega Ratio Rank
MELI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MELI Martin Ratio Rank: 99
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 11
Overall Rank
PSQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 11
Sortino Ratio Rank
PSQ Omega Ratio Rank: 11
Omega Ratio Rank
PSQ Calmar Ratio Rank: 22
Calmar Ratio Rank
PSQ Martin Ratio Rank: 00
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.

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

+0.53

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

0.86

0.78

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.87

+0.07

Martin ratioReturn relative to average drawdown

-1.42

-1.81

+0.39

MELI vs. PSQ - Sharpe Ratio Comparison

The current MELI Sharpe Ratio is -0.84, which is higher than the PSQ Sharpe Ratio of -1.36. 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

-40.82%

-26.86%

-13.96%

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%

-88.98%

+19.86%

Current Drawdown

Current decline from peak

-39.18%

-98.20%

+59.02%

Average Drawdown

Average peak-to-trough decline

-23.58%

-73.99%

+50.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.24%

12.96%

+10.28%

Volatility

MELI vs. PSQ - Volatility Comparison

MercadoLibre, Inc. (MELI) has a higher volatility of 9.96% compared to ProShares Short QQQ (PSQ) at 7.39%. This indicates that MELI's price experiences larger fluctuations and is considered to be riskier 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

9.96%

7.39%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

29.79%

13.75%

+16.04%

Volatility (1Y)

Calculated over the trailing 1-year period

39.48%

17.23%

+22.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.65%

22.59%

+27.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.88%

22.34%

+26.54%

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 5.09%.


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
5.09%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 -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MELI has higher volatility (9.96%) compared to PSQ (7.39%). In terms of maximum drawdown, MELI dropped -89.49% vs PSQ's -98.26%.

MELI currently has the higher Sharpe Ratio (-0.84 vs -1.36), 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.

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