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NVDA.NEO vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDA.NEO vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in NVIDIA Corporation CDR (NVDA.NEO) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NVDA.NEO is traded in CAD, while TQQQ is traded in USD. To make them comparable, the TQQQ values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVDA.NEO achieves a 7.58% return, which is significantly lower than TQQQ's 31.88% return.


NVDA.NEO

1D
-0.11%
1M
-3.15%
6M
10.04%
YTD
7.58%
1Y
15.06%
3Y*
62.65%
5Y*
10Y*
ALL TIME*
58.71%

TQQQ

1D
0.05%
1M
-18.65%
6M
26.63%
YTD
31.88%
1Y
60.21%
3Y*
51.68%
5Y*
19.39%
10Y*
41.56%
ALL TIME*
45.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA.NEO vs. TQQQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
NVDA.NEO
NVIDIA Corporation CDR
7.58%34.85%167.19%233.73%-38.80%
TQQQ
ProShares UltraPro QQQ
31.88%28.22%71.67%190.95%-64.95%

Correlation

The correlation between NVDA.NEO and TQQQ is 0.59, 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

0.59

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

0.66

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2022

0.74

The correlation between NVDA.NEO and TQQQ shifts across timeframes, from 0.59 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NVDA.NEO vs. TQQQ — Risk / Return Rank

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

NVDA.NEO
NVDA.NEO Risk / Return Rank: 5959
Overall Rank
NVDA.NEO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NVDA.NEO Sortino Ratio Rank: 5656
Sortino Ratio Rank
NVDA.NEO Omega Ratio Rank: 5353
Omega Ratio Rank
NVDA.NEO Calmar Ratio Rank: 6262
Calmar Ratio Rank
NVDA.NEO Martin Ratio Rank: 6262
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 3838
Overall Rank
TQQQ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 3838
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 3838
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 3939
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 3939
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.

NVDA.NEO vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation CDR (NVDA.NEO) 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.


NVDA.NEOTQQQDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratioReturn relative to maximum drawdown

0.71

1.63

-0.92

Martin ratioReturn relative to average drawdown

1.51

4.79

-3.28

NVDA.NEO vs. TQQQ - Sharpe Ratio Comparison

The current NVDA.NEO Sharpe Ratio is 0.44, which is lower than the TQQQ Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of NVDA.NEO 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

NVDA.NEO vs. TQQQ - Drawdown Comparison

The maximum NVDA.NEO drawdown since its inception was -61.08%, smaller than the maximum TQQQ drawdown of -80.32%. Use the drawdown chart below to compare losses from any high point for NVDA.NEO and TQQQ.


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Drawdown Indicators


NVDA.NEOTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-61.08%

-80.32%

+19.24%

Max Drawdown (1Y)

Largest decline over 1 year

-21.19%

-37.15%

+15.96%

Max Drawdown (3Y)

Largest decline over 3 years

-37.49%

-58.00%

+20.51%

Max Drawdown (5Y)

Largest decline over 5 years

-80.32%

Max Drawdown (10Y)

Largest decline over 10 years

-80.32%

Current Drawdown

Current decline from peak

-14.09%

-21.25%

+7.16%

Average Drawdown

Average peak-to-trough decline

-15.27%

-17.72%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.00%

12.60%

-2.60%

Volatility

NVDA.NEO vs. TQQQ - Volatility Comparison

The current volatility for NVIDIA Corporation CDR (NVDA.NEO) is 10.02%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 22.27%. This indicates that NVDA.NEO 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


NVDA.NEOTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.02%

22.27%

-12.25%

Volatility (6M)

Calculated over the trailing 6-month period

27.04%

46.32%

-19.28%

Volatility (1Y)

Calculated over the trailing 1-year period

34.76%

55.70%

-20.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.57%

67.87%

-16.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.57%

66.70%

-15.13%

Dividends

NVDA.NEO vs. TQQQ - Dividend Comparison

NVDA.NEO's dividend yield for the trailing twelve months is around 0.14%, less than TQQQ's 0.56% yield.


PositionTTM20252024202320222021202020192018201720162015
NVDA.NEO
NVIDIA Corporation CDR
0.14%0.02%0.06%0.13%0.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.56%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


NVDA.NEO and TQQQ have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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