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PSQ vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSQ vs. BRK-B - Performance Comparison

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

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Returns By Period

In the year-to-date period, PSQ achieves a -14.02% return, which is significantly lower than BRK-B's -2.67% return. Over the past 10 years, PSQ has underperformed BRK-B with an annualized return of -19.15%, while BRK-B has yielded a comparatively higher 13.22% annualized return.


PSQ

1D
-0.65%
1M
-0.23%
YTD
-14.02%
6M
-14.04%
1Y
-24.40%
3Y*
-17.58%
5Y*
-13.78%
10Y*
-19.15%

BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSQ vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSQ
ProShares Short QQQ
-14.02%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between PSQ and BRK-B is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

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

-0.17

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

-0.35

Correlation (10Y)
Calculated over the trailing 10-year period

-0.42

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2006

-0.48

The correlation between PSQ and BRK-B shifts across timeframes, from -0.48 (all time) to 0.05 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PSQ vs. BRK-B — Risk / Return Rank

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

PSQ
PSQ Risk / Return Rank: 11
Overall Rank
PSQ Sharpe Ratio Rank: 00
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

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

PSQ vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short QQQ (PSQ) and Berkshire Hathaway Inc. (BRK-B). 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.


PSQBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

0.78

1.01

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.02

-0.85

Martin ratioReturn relative to average drawdown

-1.81

-0.05

-1.76

PSQ vs. BRK-B - Sharpe Ratio Comparison

The current PSQ Sharpe Ratio is -1.36, which is lower than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of PSQ and BRK-B, 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

PSQ vs. BRK-B - Drawdown Comparison

The maximum PSQ drawdown since its inception was -98.26%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for PSQ and BRK-B.


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Drawdown Indicators


PSQBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-98.26%

-53.86%

-44.40%

Max Drawdown (1Y)

Largest decline over 1 year

-26.86%

-9.42%

-17.44%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

-14.95%

-34.70%

Max Drawdown (5Y)

Largest decline over 5 years

-60.91%

-26.58%

-34.33%

Max Drawdown (10Y)

Largest decline over 10 years

-88.98%

-29.57%

-59.41%

Current Drawdown

Current decline from peak

-98.20%

-9.36%

-88.84%

Average Drawdown

Average peak-to-trough decline

-73.99%

-11.07%

-62.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.96%

4.53%

+8.43%

Volatility

PSQ vs. BRK-B - Volatility Comparison

ProShares Short QQQ (PSQ) has a higher volatility of 7.39% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that PSQ's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSQBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

3.95%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

10.78%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

14.38%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.59%

17.12%

+5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

19.44%

+2.90%

Dividends

PSQ vs. BRK-B - Dividend Comparison

PSQ's dividend yield for the trailing twelve months is around 5.09%, while BRK-B has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BRK-B
Berkshire Hathaway 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
5.09%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%

Frequently Asked Questions


PSQ and BRK-B have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSQ has higher volatility (7.39%) compared to BRK-B (3.95%). In terms of maximum drawdown, PSQ dropped -98.26% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (-0.02 vs -1.36), 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.

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