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PSQ vs. EMTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSQ vs. EMTY - Performance Comparison

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

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PSQ vs. EMTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSQ
ProShares Short QQQ
7.10%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-0.85%
EMTY
ProShares Decline of the Retail Store ETF
-2.09%-1.76%-4.13%0.27%4.32%-37.39%-31.92%-8.65%11.16%-14.16%

Returns By Period

In the year-to-date period, PSQ achieves a 7.10% return, which is significantly higher than EMTY's -2.09% return.


PSQ

1D
-3.36%
1M
5.19%
YTD
7.10%
6M
5.61%
1Y
-17.44%
3Y*
-14.62%
5Y*
-10.93%
10Y*
-17.21%

EMTY

1D
-1.62%
1M
6.84%
YTD
-2.09%
6M
4.35%
1Y
-10.96%
3Y*
-1.89%
5Y*
-4.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSQ vs. EMTY - Expense Ratio Comparison

PSQ has a 0.95% expense ratio, which is higher than EMTY's 0.66% expense ratio.


Return for Risk

PSQ vs. EMTY — Risk / Return Rank

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

PSQ
PSQ Risk / Return Rank: 33
Overall Rank
PSQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 22
Sortino Ratio Rank
PSQ Omega Ratio Rank: 11
Omega Ratio Rank
PSQ Calmar Ratio Rank: 44
Calmar Ratio Rank
PSQ Martin Ratio Rank: 77
Martin Ratio Rank

EMTY
EMTY Risk / Return Rank: 44
Overall Rank
EMTY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EMTY Sortino Ratio Rank: 33
Sortino Ratio Rank
EMTY Omega Ratio Rank: 33
Omega Ratio Rank
EMTY Calmar Ratio Rank: 55
Calmar Ratio Rank
EMTY Martin Ratio Rank: 77
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. EMTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short QQQ (PSQ) and ProShares Decline of the Retail Store ETF (EMTY). 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.


PSQEMTYDifference

Sharpe ratio

Return per unit of total volatility

-0.78

-0.54

-0.23

Sortino ratio

Return per unit of downside risk

-0.98

-0.62

-0.36

Omega ratio

Gain probability vs. loss probability

0.86

0.92

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.51

-0.46

-0.06

Martin ratio

Return relative to average drawdown

-0.64

-0.61

-0.03

PSQ vs. EMTY - Sharpe Ratio Comparison

The current PSQ Sharpe Ratio is -0.78, which is lower than the EMTY Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of PSQ and EMTY, 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


PSQEMTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

-0.54

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

-0.21

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.72

-0.45

-0.27

Correlation

The correlation between PSQ and EMTY is 0.48, 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.


Dividends

PSQ vs. EMTY - Dividend Comparison

PSQ's dividend yield for the trailing twelve months is around 4.08%, more than EMTY's 3.56% yield.


TTM202520242023202220212020201920182017
PSQ
ProShares Short QQQ
4.08%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%
EMTY
ProShares Decline of the Retail Store ETF
3.56%3.83%6.00%4.41%0.65%0.00%0.07%0.82%0.62%0.03%

Drawdowns

PSQ vs. EMTY - Drawdown Comparison

The maximum PSQ drawdown since its inception was -97.99%, which is greater than EMTY's maximum drawdown of -77.62%. Use the drawdown chart below to compare losses from any high point for PSQ and EMTY.


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Drawdown Indicators


PSQEMTYDifference

Max Drawdown

Largest peak-to-trough decline

-97.99%

-77.62%

-20.37%

Max Drawdown (1Y)

Largest decline over 1 year

-33.97%

-25.41%

-8.56%

Max Drawdown (5Y)

Largest decline over 5 years

-54.95%

-30.83%

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-87.30%

Current Drawdown

Current decline from peak

-97.76%

-75.56%

-22.20%

Average Drawdown

Average peak-to-trough decline

-73.76%

-53.57%

-20.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.21%

19.03%

+8.18%

Volatility

PSQ vs. EMTY - Volatility Comparison

ProShares Short QQQ (PSQ) has a higher volatility of 6.57% compared to ProShares Decline of the Retail Store ETF (EMTY) at 4.16%. This indicates that PSQ's price experiences larger fluctuations and is considered to be riskier than EMTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSQEMTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

4.16%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

12.19%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.53%

20.26%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

22.40%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.21%

25.76%

-3.55%