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NRGU.TO vs. TQQQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NRGU.TO vs. TQQQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) and BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with NRGU.TO having a 48.99% return and TQQQ.TO slightly higher at 50.84%.


NRGU.TO

1D
-0.51%
1M
-15.98%
YTD
48.99%
6M
47.81%
1Y
91.01%
3Y*
33.54%
5Y*
39.04%
10Y*
3.88%

TQQQ.TO

1D
4.66%
1M
-4.35%
YTD
50.84%
6M
46.98%
1Y
88.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NRGU.TO vs. TQQQ.TO - Yearly Performance Comparison


Correlation

The correlation between NRGU.TO and TQQQ.TO is -0.12, 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

-0.12

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

-0.14

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Return for Risk

NRGU.TO vs. TQQQ.TO — Risk / Return Rank

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

NRGU.TO
NRGU.TO Risk / Return Rank: 6262
Overall Rank
NRGU.TO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NRGU.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
NRGU.TO Omega Ratio Rank: 5555
Omega Ratio Rank
NRGU.TO Calmar Ratio Rank: 6868
Calmar Ratio Rank
NRGU.TO Martin Ratio Rank: 6363
Martin Ratio Rank

TQQQ.TO
TQQQ.TO Risk / Return Rank: 5252
Overall Rank
TQQQ.TO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TQQQ.TO Sortino Ratio Rank: 4848
Sortino Ratio Rank
TQQQ.TO Omega Ratio Rank: 5151
Omega Ratio Rank
TQQQ.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
TQQQ.TO Martin Ratio Rank: 4949
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.

NRGU.TO vs. TQQQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) and BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO). 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.


NRGU.TOTQQQ.TODifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

2.89

2.33

+0.56

Martin ratioReturn relative to average drawdown

9.72

7.18

+2.54

NRGU.TO vs. TQQQ.TO - Sharpe Ratio Comparison

The current NRGU.TO Sharpe Ratio is 1.94, which is comparable to the TQQQ.TO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of NRGU.TO and TQQQ.TO, 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

NRGU.TO vs. TQQQ.TO - Drawdown Comparison

The maximum NRGU.TO drawdown since its inception was -99.71%, which is greater than TQQQ.TO's maximum drawdown of -38.15%. Use the drawdown chart below to compare losses from any high point for NRGU.TO and TQQQ.TO.


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Drawdown Indicators


NRGU.TOTQQQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.71%

-38.15%

-61.56%

Max Drawdown (1Y)

Largest decline over 1 year

-31.71%

-38.15%

+6.44%

Max Drawdown (3Y)

Largest decline over 3 years

-51.12%

Max Drawdown (5Y)

Largest decline over 5 years

-52.50%

Max Drawdown (10Y)

Largest decline over 10 years

-97.54%

Current Drawdown

Current decline from peak

-87.78%

-7.30%

-80.48%

Average Drawdown

Average peak-to-trough decline

-83.54%

-8.65%

-74.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.40%

12.35%

-2.95%

Volatility

NRGU.TO vs. TQQQ.TO - Volatility Comparison

The current volatility for BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) is 16.68%, while BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) has a volatility of 28.79%. This indicates that NRGU.TO experiences smaller price fluctuations and is considered to be less risky than TQQQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRGU.TOTQQQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.68%

28.79%

-12.11%

Volatility (6M)

Calculated over the trailing 6-month period

40.33%

44.37%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

47.14%

53.79%

-6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.20%

53.41%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.50%

53.41%

+13.09%

Dividends

NRGU.TO vs. TQQQ.TO - Dividend Comparison

Neither NRGU.TO nor TQQQ.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NRGU.TO and TQQQ.TO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NRGU.TO is categorized as Leveraged Equities, while TQQQ.TO is Nasdaq-100.

Portfolio Optimizer

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