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QID vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

QID vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort QQQ (QID) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QID achieves a -28.70% return, which is significantly lower than ^NDX's 18.12% return. Over the past 10 years, QID has underperformed ^NDX with an annualized return of -38.34%, while ^NDX has yielded a comparatively higher 20.61% annualized return.


QID

1D
-0.64%
1M
-0.57%
6M
-25.87%
YTD
-28.70%
1Y
-41.01%
3Y*
-36.90%
5Y*
-29.74%
10Y*
-38.34%

^NDX

1D
0.33%
1M
0.64%
6M
15.75%
YTD
18.12%
1Y
30.92%
3Y*
25.42%
5Y*
15.00%
10Y*
20.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QID vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QID
ProShares UltraShort QQQ
-28.70%-34.97%-34.06%-57.19%66.30%-44.93%-69.71%-49.57%-9.90%-44.00%
^NDX
NASDAQ 100 Index
18.12%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%

Correlation

The correlation between QID and ^NDX is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-1.00

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

-1.00

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

-1.00

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

-1.00

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2006

-0.99

The correlation between QID and ^NDX has been stable across timeframes, ranging from -1.00 to -0.99 - a consistent structural relationship.

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Return for Risk

QID vs. ^NDX — Risk / Return Rank

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

QID
QID Risk / Return Rank: 11
Overall Rank
QID Sharpe Ratio Rank: 11
Sharpe Ratio Rank
QID Sortino Ratio Rank: 11
Sortino Ratio Rank
QID Omega Ratio Rank: 11
Omega Ratio Rank
QID Calmar Ratio Rank: 11
Calmar Ratio Rank
QID Martin Ratio Rank: 00
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 7575
Overall Rank
^NDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 7171
Sortino Ratio Rank
^NDX Omega Ratio Rank: 7474
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7474
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.

QID vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort QQQ (QID) and NASDAQ 100 Index (^NDX). 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.


QID^NDXDifference
Sharpe ratioReturn per unit of total volatility

-2.77

Sortino ratioReturn per unit of downside risk

-3.97

Omega ratioGain probability vs. loss probability

0.81

1.29

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.91

2.54

-3.45

Martin ratioReturn relative to average drawdown

-1.81

9.10

-10.90

QID vs. ^NDX - Sharpe Ratio Comparison

The current QID Sharpe Ratio is -1.10, which is lower than the ^NDX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of QID and ^NDX, 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

QID vs. ^NDX - Drawdown Comparison

The maximum QID drawdown since its inception was -99.99%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for QID and ^NDX.


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Drawdown Indicators


QID^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-82.90%

-17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-44.65%

-12.12%

-32.53%

Max Drawdown (3Y)

Largest decline over 3 years

-79.50%

-22.93%

-56.57%

Max Drawdown (5Y)

Largest decline over 5 years

-88.72%

-35.56%

-53.16%

Max Drawdown (10Y)

Largest decline over 10 years

-99.25%

-35.56%

-63.69%

Current Drawdown

Current decline from peak

-99.99%

-2.72%

-97.27%

Average Drawdown

Average peak-to-trough decline

-87.05%

-24.57%

-62.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.54%

3.38%

+19.16%

Volatility

QID vs. ^NDX - Volatility Comparison

ProShares UltraShort QQQ (QID) has a higher volatility of 17.52% compared to NASDAQ 100 Index (^NDX) at 8.44%. This indicates that QID's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QID^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.52%

8.44%

+9.08%

Volatility (6M)

Calculated over the trailing 6-month period

30.45%

15.17%

+15.28%

Volatility (1Y)

Calculated over the trailing 1-year period

36.93%

18.44%

+18.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.55%

22.96%

+22.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.81%

22.65%

+22.16%

Frequently Asked Questions


QID and ^NDX have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QID has higher volatility (17.52%) compared to ^NDX (8.44%). In terms of maximum drawdown, QID dropped -99.99% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (1.67 vs -1.10), 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.

Portfolio Optimizer

Find the right allocation for QID and ^NDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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