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PSQ vs. MELI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSQ vs. MELI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short QQQ (PSQ) and MercadoLibre, Inc. (MELI). 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 -9.94% return, which is significantly lower than MELI's -6.77% return. Over the past 10 years, PSQ has underperformed MELI with an annualized return of -18.20%, while MELI has yielded a comparatively higher 28.68% 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%

MELI

1D
-0.41%
1M
7.79%
6M
-12.56%
YTD
-6.77%
1Y
-20.89%
3Y*
15.77%
5Y*
3.66%
10Y*
28.68%
ALL TIME*
26.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$585.82M$641.09M$903.00M
$270.27M$217.80M$219.49M

PSQ vs. MELI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSQ
ProShares Short QQQ
-9.94%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%
MELI
MercadoLibre, Inc.
-6.77%18.46%8.20%85.71%-37.24%-19.51%192.90%95.30%-6.93%101.99%

Correlation

The correlation between PSQ and MELI is -0.33, 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.

-0.33

Correlation (3Y)
Balances recent behavior with more history.

-0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.56

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.56

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2007

-0.55

Over the past year, the inverse relationship between PSQ and MELI has weakened: their correlation has moved from -0.55 to -0.33, meaning they move in opposite directions less often than they have historically.

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Return for Risk

PSQ vs. MELI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

MELI
MELI Risk / Return Rank: 2323
Overall Rank
MELI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 2121
Sortino Ratio Rank
MELI Omega Ratio Rank: 2121
Omega Ratio Rank
MELI Calmar Ratio Rank: 2424
Calmar Ratio Rank
MELI Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSQ vs. MELI - Risk-Adjusted Trends Comparison

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


PSQMELIDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

0.88

0.93

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.63

-0.55

-0.09

Martin ratioReturn relative to average drawdown

-1.23

-0.90

-0.33

PSQ vs. MELI - Sharpe Ratio Comparison

The current PSQ Sharpe Ratio is -0.81, which is lower than the MELI Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of PSQ and MELI, 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. MELI - Drawdown Comparison

The maximum PSQ drawdown since its inception was -98.26%, which is greater than MELI's maximum drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for PSQ and MELI.


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Drawdown Indicators


PSQMELIDifference

Max Drawdown

Largest peak-to-trough decline

-98.26%

-89.49%

-8.77%

Max Drawdown (1Y)

Largest decline over 1 year

-24.83%

-38.40%

+13.57%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

-40.82%

-8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-60.91%

-68.64%

+7.73%

Max Drawdown (10Y)

Largest decline over 10 years

-87.66%

-69.12%

-18.54%

Current Drawdown

Current decline from peak

-98.12%

-28.15%

-69.97%

Average Drawdown

Average peak-to-trough decline

-74.15%

-23.65%

-50.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.73%

23.25%

-10.52%

Volatility

PSQ vs. MELI - Volatility Comparison

ProShares Short QQQ (PSQ) has a higher volatility of 6.96% compared to MercadoLibre, Inc. (MELI) at 5.73%. This indicates that PSQ's price experiences larger fluctuations and is considered to be riskier than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSQMELIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

5.73%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

28.58%

-12.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.38%

39.80%

-20.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.93%

49.68%

-26.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.46%

48.88%

-26.42%

Dividends

PSQ vs. MELI - Dividend Comparison

PSQ's dividend yield for the trailing twelve months is around 4.26%, while MELI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%
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 MELI have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSQ has higher volatility (6.96%) compared to MELI (5.73%). In terms of maximum drawdown, PSQ dropped -98.26% vs MELI's -89.49%.

MELI currently has the higher Sharpe Ratio (-0.53 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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