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PAG vs. TQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PAG and TQQQ is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

PAG vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Penske Automotive Group, Inc. (PAG) 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%SeptemberOctoberNovemberDecember2025February
2.32%
31.45%
PAG
TQQQ

Key characteristics

Sharpe Ratio

PAG:

0.61

TQQQ:

1.06

Sortino Ratio

PAG:

1.10

TQQQ:

1.56

Omega Ratio

PAG:

1.12

TQQQ:

1.21

Calmar Ratio

PAG:

0.81

TQQQ:

1.35

Martin Ratio

PAG:

2.17

TQQQ:

4.39

Ulcer Index

PAG:

6.82%

TQQQ:

13.17%

Daily Std Dev

PAG:

24.33%

TQQQ:

54.39%

Max Drawdown

PAG:

-83.33%

TQQQ:

-81.66%

Current Drawdown

PAG:

-4.53%

TQQQ:

-3.96%

Returns By Period

In the year-to-date period, PAG achieves a 10.15% return, which is significantly lower than TQQQ's 12.85% return. Over the past 10 years, PAG has underperformed TQQQ with an annualized return of 16.13%, while TQQQ has yielded a comparatively higher 34.97% annualized return.


PAG

YTD

10.15%

1M

3.08%

6M

2.32%

1Y

16.88%

5Y*

28.47%

10Y*

16.13%

TQQQ

YTD

12.85%

1M

5.66%

6M

31.45%

1Y

63.52%

5Y*

28.01%

10Y*

34.97%

*Annualized

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Risk-Adjusted Performance

PAG vs. TQQQ — Risk-Adjusted Performance Rank

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

PAG
The Risk-Adjusted Performance Rank of PAG is 6666
Overall Rank
The Sharpe Ratio Rank of PAG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of PAG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PAG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of PAG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PAG is 6868
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 4545
Overall Rank
The Sharpe Ratio Rank of TQQQ is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 4242
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 4545
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 5050
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 4545
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.

PAG vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Penske Automotive Group, Inc. (PAG) 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 PAG, currently valued at 0.61, compared to the broader market-2.000.002.000.611.06
The chart of Sortino ratio for PAG, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.006.001.101.56
The chart of Omega ratio for PAG, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.21
The chart of Calmar ratio for PAG, currently valued at 0.81, compared to the broader market0.002.004.006.000.811.35
The chart of Martin ratio for PAG, currently valued at 2.17, compared to the broader market-10.000.0010.0020.0030.002.174.39
PAG
TQQQ

The current PAG Sharpe Ratio is 0.61, which is lower than the TQQQ Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of PAG 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 Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.61
1.06
PAG
TQQQ

Dividends

PAG vs. TQQQ - Dividend Comparison

PAG's dividend yield for the trailing twelve months is around 1.92%, more than TQQQ's 1.12% yield.


TTM20242023202220212020201920182017201620152014
PAG
Penske Automotive Group, Inc.
1.92%2.68%1.73%1.80%1.66%1.41%3.15%3.52%2.63%2.12%2.22%1.59%
TQQQ
ProShares UltraPro QQQ
1.12%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

PAG vs. TQQQ - Drawdown Comparison

The maximum PAG drawdown since its inception was -83.33%, roughly equal to the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for PAG and TQQQ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.53%
-3.96%
PAG
TQQQ

Volatility

PAG vs. TQQQ - Volatility Comparison

The current volatility for Penske Automotive Group, Inc. (PAG) is 9.11%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 14.22%. This indicates that PAG 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%SeptemberOctoberNovemberDecember2025February
9.11%
14.22%
PAG
TQQQ
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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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