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OILU vs. SQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OILU and SQQQ is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

OILU vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-20.85%
-63.92%
OILU
SQQQ

Key characteristics

Sharpe Ratio

OILU:

-0.94

SQQQ:

0.04

Sortino Ratio

OILU:

-1.34

SQQQ:

0.58

Omega Ratio

OILU:

0.81

SQQQ:

1.06

Calmar Ratio

OILU:

-0.82

SQQQ:

0.03

Martin Ratio

OILU:

-1.85

SQQQ:

0.07

Ulcer Index

OILU:

34.78%

SQQQ:

38.71%

Daily Std Dev

OILU:

68.43%

SQQQ:

63.60%

Max Drawdown

OILU:

-78.49%

SQQQ:

-100.00%

Current Drawdown

OILU:

-78.49%

SQQQ:

-99.99%

Returns By Period

In the year-to-date period, OILU achieves a -33.21% return, which is significantly lower than SQQQ's 64.08% return.


OILU

YTD

-33.21%

1M

-27.54%

6M

-50.54%

1Y

-63.70%

5Y*

N/A

10Y*

N/A

SQQQ

YTD

64.08%

1M

57.17%

6M

41.29%

1Y

-1.84%

5Y*

-53.49%

10Y*

-49.23%

*Annualized

Compare stocks, funds, or ETFs

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


OILU vs. SQQQ - Expense Ratio Comparison

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


OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
Expense ratio chart for OILU: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OILU: 0.95%
Expense ratio chart for SQQQ: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SQQQ: 0.95%

Risk-Adjusted Performance

OILU vs. SQQQ — Risk-Adjusted Performance Rank

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

OILU
The Risk-Adjusted Performance Rank of OILU is 22
Overall Rank
The Sharpe Ratio Rank of OILU is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of OILU is 11
Sortino Ratio Rank
The Omega Ratio Rank of OILU is 11
Omega Ratio Rank
The Calmar Ratio Rank of OILU is 11
Calmar Ratio Rank
The Martin Ratio Rank of OILU is 55
Martin Ratio Rank

SQQQ
The Risk-Adjusted Performance Rank of SQQQ is 3737
Overall Rank
The Sharpe Ratio Rank of SQQQ is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SQQQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SQQQ is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SQQQ is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SQQQ is 2828
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.

OILU vs. SQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) 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.


Sharpe ratio
The chart of Sharpe ratio for OILU, currently valued at -0.94, compared to the broader market-1.000.001.002.003.004.005.00
OILU: -0.94
SQQQ: 0.04
The chart of Sortino ratio for OILU, currently valued at -1.34, compared to the broader market-2.000.002.004.006.008.0010.00
OILU: -1.34
SQQQ: 0.58
The chart of Omega ratio for OILU, currently valued at 0.81, compared to the broader market0.501.001.502.002.50
OILU: 0.81
SQQQ: 1.06
The chart of Calmar ratio for OILU, currently valued at -0.82, compared to the broader market0.005.0010.0015.00
OILU: -0.82
SQQQ: 0.03
The chart of Martin ratio for OILU, currently valued at -1.85, compared to the broader market0.0020.0040.0060.0080.00
OILU: -1.85
SQQQ: 0.07

The current OILU Sharpe Ratio is -0.94, which is lower than the SQQQ Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of OILU and SQQQ, 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 Ratio-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.94
0.04
OILU
SQQQ

Dividends

OILU vs. SQQQ - Dividend Comparison

OILU has not paid dividends to shareholders, while SQQQ's dividend yield for the trailing twelve months is around 5.66%.


TTM20242023202220212020201920182017
OILU
MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ
5.66%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

OILU vs. SQQQ - Drawdown Comparison

The maximum OILU drawdown since its inception was -78.49%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for OILU and SQQQ. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-78.49%
-82.18%
OILU
SQQQ

Volatility

OILU vs. SQQQ - Volatility Comparison

MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN (OILU) has a higher volatility of 46.07% compared to ProShares UltraPro Short QQQ (SQQQ) at 29.88%. This indicates that OILU's price experiences larger fluctuations and is considered to be riskier than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
46.07%
29.88%
OILU
SQQQ
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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.

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