NQ=F vs. TQQQ

In the year-to-date period, NQ=F achieves a 0.53% return, which is significantly higher than TQQQ's -10.81% return. Over the past 10 years, NQ=F has underperformed TQQQ with an annualized return of 16.79%, while TQQQ has yielded a comparatively higher 31.23% annualized return.

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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.

The current NQ=F Sharpe Ratio is 0.53, which is higher than the TQQQ Sharpe Ratio of 0.14. 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.

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.

The current volatility for E-Mini Nasdaq 100 Futures (NQ=F) is 5.60%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 16.36%. 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.