PSQ vs. INTC
PSQ (ProShares Short QQQ) is Inverse Equities fund tracking the NASDAQ-100 Index (-100%), while INTC (Intel Corporation) is a stock. Over the past 10 years, PSQ returned -18.20%/yr vs 12.49%/yr for INTC. Their -0.65 correlation means they have often moved in opposite directions in the past.
Performance
PSQ vs. INTC - Performance Comparison
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Returns By Period
In the year-to-date period, PSQ achieves a -9.94% return, which is significantly lower than INTC's 144.44% return. Over the past 10 years, PSQ has underperformed INTC with an annualized return of -18.20%, while INTC has yielded a comparatively higher 12.49% annualized return.
PSQ
- 1D
- -0.59%
- 1M
- 5.59%
- 6M
- -9.19%
- YTD
- -9.94%
- 1Y
- -15.69%
- 3Y*
- -15.05%
- 5Y*
- -11.74%
- 10Y*
- -18.20%
- ALL TIME*
- -16.38%
INTC
- 1D
- -1.02%
- 1M
- -28.99%
- 6M
- 94.10%
- YTD
- 144.44%
- 1Y
- 355.56%
- 3Y*
- 36.99%
- 5Y*
- 12.91%
- 10Y*
- 12.49%
- ALL TIME*
- 14.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.93B | $11.73B | $14.62B | |
| $270.27M | $217.80M | $219.49M |
PSQ vs. INTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSQ ProShares Short QQQ | -9.94% | -15.51% | -15.68% | -32.01% | 36.40% | -24.84% | -41.23% | -27.49% | -2.34% | -24.77% |
INTC Intel Corporation | 144.44% | 84.04% | -59.57% | 94.56% | -46.64% | 6.05% | -14.69% | 30.71% | 4.23% | 30.87% |
Correlation
The correlation between PSQ and INTC is -0.58, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.58 |
Correlation (3Y) Balances recent behavior with more history. | -0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.62 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2006 | -0.65 |
The correlation between PSQ and INTC shifts across timeframes, from -0.65 (all time) to -0.54 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
PSQ vs. INTC — Risk / Return Rank
PSQ
INTC
PSQ vs. INTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Short QQQ (PSQ) and Intel Corporation (INTC). 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.
| PSQ | INTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.37 | ||
| Sortino ratioReturn per unit of downside risk | -5.26 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.51 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 8.55 | -9.19 |
| Martin ratioReturn relative to average drawdown | -1.23 | 27.80 | -29.03 |
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Drawdowns
PSQ vs. INTC - Drawdown Comparison
The maximum PSQ drawdown since its inception was -98.26%, which is greater than INTC's maximum drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for PSQ and INTC.
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Drawdown Indicators
| PSQ | INTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.26% | -82.25% | -16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -24.83% | -41.90% | +17.07% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -63.80% | +14.15% |
Max Drawdown (5Y)Largest decline over 5 years | -60.91% | -65.04% | +4.13% |
Max Drawdown (10Y)Largest decline over 10 years | -87.66% | -70.80% | -16.86% |
Current DrawdownCurrent decline from peak | -98.12% | -36.00% | -62.12% |
Average DrawdownAverage peak-to-trough decline | -74.15% | -36.61% | -37.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.73% | 12.87% | -0.14% |
Volatility
PSQ vs. INTC - Volatility Comparison
The current volatility for ProShares Short QQQ (PSQ) is 6.96%, while Intel Corporation (INTC) has a volatility of 23.88%. This indicates that PSQ experiences smaller price fluctuations and is considered to be less risky than INTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSQ | INTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 23.88% | -16.92% |
Volatility (6M)Calculated over the trailing 6-month period | 16.03% | 59.36% | -43.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.38% | 78.77% | -59.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.93% | 54.05% | -31.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.46% | 45.24% | -22.78% |
Dividends
PSQ vs. INTC - Dividend Comparison
PSQ's dividend yield for the trailing twelve months is around 4.26%, while INTC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTC Intel Corporation | 0.00% | 0.00% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% |
PSQ ProShares Short QQQ | 4.26% | 4.97% | 7.15% | 6.01% | 0.35% | 0.00% | 0.31% | 1.75% | 0.95% | 0.02% | 0.00% | 0.00% |
Frequently Asked Questions
PSQ and INTC have a correlation of -0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INTC has higher volatility (23.88%) compared to PSQ (6.96%). In terms of maximum drawdown, PSQ dropped -98.26% vs INTC's -82.25%.
INTC currently has the higher Sharpe Ratio (4.55 vs -0.81), 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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