PortfoliosLab logoPortfoliosLab logo
PDD vs. PSQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDD vs. PSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PDD Holdings Inc. (PDD) and ProShares Short QQQ (PSQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PDD achieves a -24.92% return, which is significantly lower than PSQ's -14.61% return.


PDD

1D
-0.87%
1M
4.71%
6M
-29.38%
YTD
-24.92%
1Y
-18.85%
3Y*
6.22%
5Y*
-5.18%
10Y*

PSQ

1D
-0.27%
1M
-1.33%
6M
-12.99%
YTD
-14.61%
1Y
-21.29%
3Y*
-17.50%
5Y*
-12.87%
10Y*
-18.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDD vs. PSQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PDD
PDD Holdings Inc.
-24.92%16.91%-33.71%79.41%39.88%-67.19%369.78%68.54%-15.32%
PSQ
ProShares Short QQQ
-14.61%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%16.17%

Correlation

The correlation between PDD and PSQ is -0.42, 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

-0.42

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

-0.35

Correlation (5Y)
Calculated over the trailing 5-year period

-0.38

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2018

-0.40

Compare stocks, funds, or ETFs

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


Return for Risk

PDD vs. PSQ — Risk / Return Rank

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

PDD
PDD Risk / Return Rank: 2424
Overall Rank
PDD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PDD Sortino Ratio Rank: 2020
Sortino Ratio Rank
PDD Omega Ratio Rank: 2020
Omega Ratio Rank
PDD Calmar Ratio Rank: 3232
Calmar Ratio Rank
PDD Martin Ratio Rank: 2828
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 11
Overall Rank
PSQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 11
Sortino Ratio Rank
PSQ Omega Ratio Rank: 11
Omega Ratio Rank
PSQ Calmar Ratio Rank: 22
Calmar Ratio Rank
PSQ Martin Ratio Rank: 00
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.

PDD vs. PSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PDD Holdings Inc. (PDD) and ProShares Short QQQ (PSQ). 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.


PDDPSQDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

0.92

0.82

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.40

-0.85

+0.45

Martin ratioReturn relative to average drawdown

-0.84

-1.78

+0.94

PDD vs. PSQ - Sharpe Ratio Comparison

The current PDD Sharpe Ratio is -0.56, which is higher than the PSQ Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of PDD and PSQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PDD vs. PSQ - Drawdown Comparison

The maximum PDD drawdown since its inception was -87.41%, smaller than the maximum PSQ drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for PDD and PSQ.


Loading charts...

Drawdown Indicators


PDDPSQDifference

Max Drawdown

Largest peak-to-trough decline

-87.41%

-98.26%

+10.85%

Max Drawdown (1Y)

Largest decline over 1 year

-46.93%

-24.83%

-22.10%

Max Drawdown (3Y)

Largest decline over 3 years

-53.48%

-49.65%

-3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-77.22%

-60.91%

-16.31%

Max Drawdown (10Y)

Largest decline over 10 years

-87.94%

Current Drawdown

Current decline from peak

-58.03%

-98.21%

+40.18%

Average Drawdown

Average peak-to-trough decline

-39.51%

-74.08%

+34.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.53%

11.80%

+10.73%

Volatility

PDD vs. PSQ - Volatility Comparison

PDD Holdings Inc. (PDD) has a higher volatility of 11.70% compared to ProShares Short QQQ (PSQ) at 8.64%. This indicates that PDD's price experiences larger fluctuations and is considered to be riskier than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PDDPSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.70%

8.64%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

26.66%

15.20%

+11.46%

Volatility (1Y)

Calculated over the trailing 1-year period

33.79%

18.45%

+15.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.03%

22.80%

+45.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.18%

22.38%

+46.80%

Dividends

PDD vs. PSQ - Dividend Comparison

PDD has not paid dividends to shareholders, while PSQ's dividend yield for the trailing twelve months is around 4.49%.


PositionTTM202520242023202220212020201920182017
PDD
PDD Holdings Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSQ
ProShares Short QQQ
4.49%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%

Frequently Asked Questions


PDD and PSQ have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDD has higher volatility (11.70%) compared to PSQ (8.64%). In terms of maximum drawdown, PDD dropped -87.41% vs PSQ's -98.26%.

PDD currently has the higher Sharpe Ratio (-0.56 vs -1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PDD and PSQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer