PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NQ=F vs. TQQQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NQ=F and TQQQ is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

NQ=F vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Mini Nasdaq 100 Futures (NQ=F) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
14.27%
34.17%
NQ=F
TQQQ

Key characteristics

Sharpe Ratio

NQ=F:

1.38

TQQQ:

1.08

Sortino Ratio

NQ=F:

1.93

TQQQ:

1.59

Omega Ratio

NQ=F:

1.26

TQQQ:

1.21

Calmar Ratio

NQ=F:

1.78

TQQQ:

1.38

Martin Ratio

NQ=F:

5.89

TQQQ:

4.53

Ulcer Index

NQ=F:

4.24%

TQQQ:

12.98%

Daily Std Dev

NQ=F:

17.93%

TQQQ:

54.25%

Max Drawdown

NQ=F:

-35.28%

TQQQ:

-81.66%

Current Drawdown

NQ=F:

-0.90%

TQQQ:

-6.70%

Returns By Period

In the year-to-date period, NQ=F achieves a 3.23% return, which is significantly lower than TQQQ's 9.63% return. Over the past 10 years, NQ=F has underperformed TQQQ with an annualized return of 17.78%, while TQQQ has yielded a comparatively higher 37.26% annualized return.


NQ=F

YTD

3.23%

1M

-0.53%

6M

14.27%

1Y

24.25%

5Y*

18.54%

10Y*

17.78%

TQQQ

YTD

9.63%

1M

-1.91%

6M

34.17%

1Y

55.75%

5Y*

29.56%

10Y*

37.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NQ=F vs. TQQQ — Risk-Adjusted Performance Rank

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

NQ=F
The Risk-Adjusted Performance Rank of NQ=F is 7272
Overall Rank
The Sharpe Ratio Rank of NQ=F is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NQ=F is 7272
Sortino Ratio Rank
The Omega Ratio Rank of NQ=F is 7272
Omega Ratio Rank
The Calmar Ratio Rank of NQ=F is 7474
Calmar Ratio Rank
The Martin Ratio Rank of NQ=F is 7171
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 4646
Overall Rank
The Sharpe Ratio Rank of TQQQ is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 4545
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 4747
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 5151
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NQ=F vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) 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.


Sharpe ratio
The chart of Sharpe ratio for NQ=F, currently valued at 1.38, compared to the broader market0.000.501.001.502.001.381.12
The chart of Sortino ratio for NQ=F, currently valued at 1.93, compared to the broader market0.000.501.001.502.002.503.001.931.62
The chart of Omega ratio for NQ=F, currently valued at 1.26, compared to the broader market1.001.101.201.301.401.261.22
The chart of Calmar ratio for NQ=F, currently valued at 1.78, compared to the broader market0.001.002.003.004.001.781.38
The chart of Martin ratio for NQ=F, currently valued at 5.89, compared to the broader market0.002.004.006.008.0010.005.894.43
NQ=F
TQQQ

The current NQ=F Sharpe Ratio is 1.38, which is comparable to the TQQQ Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of NQ=F and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.38
1.12
NQ=F
TQQQ

Drawdowns

NQ=F vs. TQQQ - Drawdown Comparison

The maximum NQ=F drawdown since its inception was -35.28%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for NQ=F and TQQQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.90%
-6.70%
NQ=F
TQQQ

Volatility

NQ=F vs. TQQQ - Volatility Comparison

The current volatility for E-Mini Nasdaq 100 Futures (NQ=F) is 5.04%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 15.25%. This indicates that NQ=F 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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
5.04%
15.25%
NQ=F
TQQQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab