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PLUS.L vs. TQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLUS.L vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Plus500 Ltd (PLUS.L) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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PLUS.L vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLUS.L
Plus500 Ltd
14.48%42.26%74.48%-2.89%40.50%1.23%77.58%-29.05%77.76%170.25%
TQQQ
ProShares UltraPro QQQ
-19.31%24.78%61.03%183.15%-76.60%84.71%103.88%124.94%-15.03%99.20%
Different Trading Currencies

PLUS.L is traded in GBp, while TQQQ is traded in USD. To make them comparable, the TQQQ values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PLUS.L achieves a 14.48% return, which is significantly higher than TQQQ's -19.31% return. Over the past 10 years, PLUS.L has underperformed TQQQ with an annualized return of 31.14%, while TQQQ has yielded a comparatively higher 35.81% annualized return.


PLUS.L

1D
-0.49%
1M
1.50%
YTD
14.48%
6M
29.06%
1Y
55.40%
3Y*
42.64%
5Y*
30.97%
10Y*
31.14%

TQQQ

1D
9.68%
1M
-14.03%
YTD
-19.31%
6M
-17.74%
1Y
43.13%
3Y*
41.77%
5Y*
13.74%
10Y*
35.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PLUS.L vs. TQQQ — Risk / Return Rank

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

PLUS.L
PLUS.L Risk / Return Rank: 8888
Overall Rank
PLUS.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PLUS.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
PLUS.L Omega Ratio Rank: 9191
Omega Ratio Rank
PLUS.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
PLUS.L Martin Ratio Rank: 8484
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 5050
Overall Rank
TQQQ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5757
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5656
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5555
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 4444
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.

PLUS.L vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Plus500 Ltd (PLUS.L) 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.


PLUS.LTQQQDifference

Sharpe ratio

Return per unit of total volatility

2.07

0.65

+1.42

Sortino ratio

Return per unit of downside risk

2.84

1.32

+1.52

Omega ratio

Gain probability vs. loss probability

1.41

1.19

+0.22

Calmar ratio

Return relative to maximum drawdown

3.10

1.17

+1.94

Martin ratio

Return relative to average drawdown

7.49

3.39

+4.11

PLUS.L vs. TQQQ - Sharpe Ratio Comparison

The current PLUS.L Sharpe Ratio is 2.07, which is higher than the TQQQ Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of PLUS.L 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.


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Sharpe Ratios by Period


PLUS.LTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

0.65

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.30

0.22

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.56

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.68

+0.28

Correlation

The correlation between PLUS.L and TQQQ is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PLUS.L vs. TQQQ - Dividend Comparison

PLUS.L's dividend yield for the trailing twelve months is around 4.27%, more than TQQQ's 0.76% yield.


TTM20252024202320222021202020192018201720162015
PLUS.L
Plus500 Ltd
4.27%4.74%5.42%4.80%5.12%7.88%6.92%7.60%15.57%7.41%21.06%10.01%
TQQQ
ProShares UltraPro QQQ
0.76%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Drawdowns

PLUS.L vs. TQQQ - Drawdown Comparison

The maximum PLUS.L drawdown since its inception was -72.36%, smaller than the maximum TQQQ drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for PLUS.L and TQQQ.


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Drawdown Indicators


PLUS.LTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-72.36%

-81.66%

+9.30%

Max Drawdown (1Y)

Largest decline over 1 year

-17.02%

-36.97%

+19.95%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

-81.66%

+51.09%

Max Drawdown (10Y)

Largest decline over 10 years

-72.36%

-81.66%

+9.30%

Current Drawdown

Current decline from peak

-15.78%

-30.66%

+14.88%

Average Drawdown

Average peak-to-trough decline

-17.94%

-18.66%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

12.00%

-4.95%

Volatility

PLUS.L vs. TQQQ - Volatility Comparison

The current volatility for Plus500 Ltd (PLUS.L) is 5.94%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 18.24%. This indicates that PLUS.L 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


PLUS.LTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

18.24%

-12.30%

Volatility (6M)

Calculated over the trailing 6-month period

19.80%

37.42%

-17.62%

Volatility (1Y)

Calculated over the trailing 1-year period

26.70%

66.68%

-39.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.90%

64.23%

-40.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.60%

64.48%

-24.88%