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MYY vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYY vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short S&P Mid Cap400 (MYY) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYY achieves a -11.13% return, which is significantly higher than SQQQ's -45.27% return. Over the past 10 years, MYY has outperformed SQQQ with an annualized return of -11.12%, while SQQQ has yielded a comparatively lower -56.01% annualized return.


MYY

1D
0.02%
1M
-3.52%
YTD
-11.13%
6M
-11.03%
1Y
-16.67%
3Y*
-9.90%
5Y*
-5.92%
10Y*
-11.12%

SQQQ

1D
0.76%
1M
-26.37%
YTD
-45.27%
6M
-42.79%
1Y
-65.16%
3Y*
-56.19%
5Y*
-49.17%
10Y*
-56.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYY vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MYY
ProShares Short S&P Mid Cap400
-11.13%-4.05%-7.08%-9.46%10.23%-23.04%-25.94%-19.98%12.79%-14.63%
SQQQ
ProShares UltraPro Short QQQ
-45.27%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between MYY and SQQQ is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

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

0.63

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

0.71

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

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

0.73

The correlation between MYY and SQQQ has been stable across timeframes, ranging from 0.63 to 0.73 - a consistent structural relationship.

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Return for Risk

MYY vs. SQQQ — Risk / Return Rank

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

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

SQQQ
SQQQ Risk / Return Rank: 00
Overall Rank
SQQQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 00
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 00
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 00
Calmar Ratio Rank
SQQQ 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.

MYY vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short S&P Mid Cap400 (MYY) 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.


MYYSQQQDifference

Sharpe ratio

Return per unit of total volatility

-1.08

-1.37

+0.29

Sortino ratio

Return per unit of downside risk

-1.45

-2.63

+1.18

Omega ratio

Gain probability vs. loss probability

0.83

0.72

+0.11

Calmar ratio

Return relative to maximum drawdown

-0.95

-0.99

+0.04

Martin ratio

Return relative to average drawdown

-1.75

-1.82

+0.08

MYY vs. SQQQ - Sharpe Ratio Comparison

The current MYY Sharpe Ratio is -1.08, which is comparable to the SQQQ Sharpe Ratio of -1.37. The chart below compares the historical Sharpe Ratios of MYY and SQQQ, 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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Sharpe Ratios by Period


MYYSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.08

-1.37

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.74

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.52

-0.85

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

-0.88

+0.35

Drawdowns

MYY vs. SQQQ - Drawdown Comparison

The maximum MYY drawdown since its inception was -95.08%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for MYY and SQQQ.


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Drawdown Indicators


MYYSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-95.08%

-100.00%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.58%

-65.95%

+48.37%

Max Drawdown (3Y)

Largest decline over 3 years

-33.48%

-92.38%

+58.90%

Max Drawdown (5Y)

Largest decline over 5 years

-36.20%

-97.23%

+61.03%

Max Drawdown (10Y)

Largest decline over 10 years

-71.22%

-99.98%

+28.76%

Current Drawdown

Current decline from peak

-95.07%

-100.00%

+4.93%

Average Drawdown

Average peak-to-trough decline

-72.15%

-92.40%

+20.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.56%

35.73%

-26.17%

Volatility

MYY vs. SQQQ - Volatility Comparison

The current volatility for ProShares Short S&P Mid Cap400 (MYY) is 4.41%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 13.75%. This indicates that MYY experiences smaller price fluctuations and is considered to be less risky 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


MYYSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

13.75%

-9.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

36.45%

-25.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

47.79%

-32.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

66.64%

-47.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

66.11%

-44.86%

MYY vs. SQQQ - Expense Ratio Comparison

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


Dividends

MYY vs. SQQQ - Dividend Comparison

MYY's dividend yield for the trailing twelve months is around 4.45%, less than SQQQ's 12.48% yield.


PositionTTM202520242023202220212020201920182017
MYY
ProShares Short S&P Mid Cap400
4.45%4.20%4.92%5.08%0.40%0.00%0.05%1.52%0.34%0.00%
SQQQ
ProShares UltraPro Short QQQ
12.48%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Frequently Asked Questions


MYY and SQQQ have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SQQQ has higher volatility (13.75%) compared to MYY (4.41%). In terms of maximum drawdown, MYY dropped -95.08% vs SQQQ's -100.00%.

On 10-year performance, MYY leads with -11.12% vs -56.01% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, MYY has been the lower-risk option at 4.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MYY has performed better with a -11.12% return vs -56.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MYY and SQQQ have the same expense ratio: 0.95% per year.

SQQQ has the higher dividend yield at 12.48%, compared with 4.45% for MYY.

MYY is categorized as Inverse Equities, while SQQQ is Leveraged Equities. MYY tracks S&P Mid Cap 400 (-100%), while SQQQ tracks NASDAQ-100 Index (-300%).

MYY currently has the higher Sharpe Ratio (-1.08 vs -1.37), 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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