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MNDY vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNDY vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in monday.com Ltd. (MNDY) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MNDY achieves a -40.94% return, which is significantly lower than TQQQ's 23.06% return.


MNDY

1D
-1.15%
1M
9.25%
6M
-24.05%
YTD
-40.94%
1Y
-65.22%
3Y*
-21.16%
5Y*
-17.00%
10Y*
ALL TIME*
-12.51%

TQQQ

1D
2.09%
1M
-11.90%
6M
20.14%
YTD
23.06%
1Y
56.87%
3Y*
43.81%
5Y*
15.36%
10Y*
39.46%
ALL TIME*
42.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$163.67M$119.11M$139.48M
$4.37B$4.57B$5.33B

MNDY vs. TQQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MNDY
monday.com Ltd.
-40.94%-37.33%25.36%53.94%-60.48%78.30%
TQQQ
ProShares UltraPro QQQ
23.06%34.35%58.27%198.04%-79.09%58.20%

Correlation

The correlation between MNDY and TQQQ is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.10

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

0.40

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2021

0.49

Over the past year, the correlation between MNDY and TQQQ has dropped to 0.10 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

MNDY vs. TQQQ — Risk / Return Rank

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

MNDY
MNDY Risk / Return Rank: 88
Overall Rank
MNDY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MNDY Sortino Ratio Rank: 66
Sortino Ratio Rank
MNDY Omega Ratio Rank: 55
Omega Ratio Rank
MNDY Calmar Ratio Rank: 1010
Calmar Ratio Rank
MNDY Martin Ratio Rank: 1515
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 3636
Overall Rank
TQQQ Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 3737
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 3636
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 3737
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 3636
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.

MNDY vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for monday.com Ltd. (MNDY) and ProShares UltraPro QQQ (TQQQ). 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.


MNDYTQQQDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-2.96

Omega ratioGain probability vs. loss probability

0.79

1.17

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.87

1.29

-2.16

Martin ratioReturn relative to average drawdown

-1.20

3.60

-4.80

MNDY vs. TQQQ - Sharpe Ratio Comparison

The current MNDY Sharpe Ratio is -0.99, which is lower than the TQQQ Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of MNDY and TQQQ, 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

MNDY vs. TQQQ - Drawdown Comparison

The maximum MNDY drawdown since its inception was -86.78%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for MNDY and TQQQ.


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Drawdown Indicators


MNDYTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-86.78%

-81.66%

-5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-77.25%

-36.97%

-40.28%

Max Drawdown (3Y)

Largest decline over 3 years

-82.07%

-58.04%

-24.03%

Max Drawdown (5Y)

Largest decline over 5 years

-86.78%

-81.66%

-5.12%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

Current Drawdown

Current decline from peak

-80.40%

-25.74%

-54.66%

Average Drawdown

Average peak-to-trough decline

-55.02%

-18.49%

-36.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.15%

13.24%

+42.91%

Volatility

MNDY vs. TQQQ - Volatility Comparison

The current volatility for monday.com Ltd. (MNDY) is 18.12%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 20.41%. This indicates that MNDY experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNDYTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.12%

20.41%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

51.63%

47.79%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

67.90%

57.62%

+10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.82%

68.04%

+3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.59%

66.57%

+5.02%

Dividends

MNDY vs. TQQQ - Dividend Comparison

MNDY has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.58%.


PositionTTM20252024202320222021202020192018201720162015
MNDY
monday.com Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.58%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions


MNDY and TQQQ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (20.41%) compared to MNDY (18.12%). In terms of maximum drawdown, MNDY dropped -86.78% vs TQQQ's -81.66%.

TQQQ currently has the higher Sharpe Ratio (0.83 vs -0.99), 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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