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QID vs. NQ=F
Performance
Return for Risk
Drawdowns
Volatility

Performance

QID vs. NQ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort QQQ (QID) and E-Mini Nasdaq 100 Futures (NQ=F). 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 -21.02% return, which is significantly lower than NQ=F's 11.12% return. Over the past 10 years, QID has underperformed NQ=F with an annualized return of -37.32%, while NQ=F has yielded a comparatively higher 19.62% annualized return.


QID

1D
-1.22%
1M
6.86%
6M
-19.38%
YTD
-21.02%
1Y
-35.07%
3Y*
-33.07%
5Y*
-27.97%
10Y*
-37.32%
ALL TIME*
-34.54%

NQ=F

1D
0.17%
1M
-4.29%
6M
10.19%
YTD
11.12%
1Y
23.61%
3Y*
21.38%
5Y*
13.59%
10Y*
19.62%
ALL TIME*
8.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$17.68B$16.69B$17.71B
$255.66M$222.38M$304.58M

QID vs. NQ=F - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QID
ProShares UltraShort QQQ
-21.02%-34.97%-34.06%-57.19%66.30%-44.93%-69.71%-49.57%-9.90%-44.00%
NQ=F
E-Mini Nasdaq 100 Futures
11.12%19.93%24.69%54.45%-32.46%26.66%47.22%38.20%-1.18%31.76%

Correlation

The correlation between QID and NQ=F is -0.98, 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.

-0.98

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

-0.98

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

-0.99

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

-0.98

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

-0.97

The correlation between QID and NQ=F has been stable across timeframes, ranging from -0.99 to -0.97 - a consistent structural relationship.

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Return for Risk

QID vs. NQ=F — Risk / Return Rank

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

QID
QID Risk / Return Rank: 33
Overall Rank
QID Sharpe Ratio Rank: 22
Sharpe Ratio Rank
QID Sortino Ratio Rank: 33
Sortino Ratio Rank
QID Omega Ratio Rank: 33
Omega Ratio Rank
QID Calmar Ratio Rank: 33
Calmar Ratio Rank
QID Martin Ratio Rank: 11
Martin Ratio Rank

NQ=F
NQ=F Risk / Return Rank: 5858
Overall Rank
NQ=F Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NQ=F Sortino Ratio Rank: 5858
Sortino Ratio Rank
NQ=F Omega Ratio Rank: 3636
Omega Ratio Rank
NQ=F Calmar Ratio Rank: 7070
Calmar Ratio Rank
NQ=F Martin Ratio Rank: 6464
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.

QID vs. NQ=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort QQQ (QID) and E-Mini Nasdaq 100 Futures (NQ=F). 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.


QIDNQ=FDifference
Sharpe ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

0.87

1.20

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.73

1.78

-2.51

Martin ratioReturn relative to average drawdown

-1.34

5.58

-6.92

QID vs. NQ=F - Sharpe Ratio Comparison

The current QID Sharpe Ratio is -0.84, which is lower than the NQ=F Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of QID and NQ=F, 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. NQ=F - Drawdown Comparison

The maximum QID drawdown since its inception was -99.99%, which is greater than NQ=F's maximum drawdown of -78.99%. Use the drawdown chart below to compare losses from any high point for QID and NQ=F.


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Drawdown Indicators


QIDNQ=FDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-78.99%

-21.00%

Max Drawdown (1Y)

Largest decline over 1 year

-44.65%

-11.89%

-32.76%

Max Drawdown (3Y)

Largest decline over 3 years

-79.50%

-22.50%

-57.00%

Max Drawdown (5Y)

Largest decline over 5 years

-88.72%

-35.28%

-53.44%

Max Drawdown (10Y)

Largest decline over 10 years

-99.21%

-35.28%

-63.93%

Current Drawdown

Current decline from peak

-99.99%

-7.90%

-92.09%

Average Drawdown

Average peak-to-trough decline

-87.09%

-29.47%

-57.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.20%

3.79%

+20.41%

Volatility

QID vs. NQ=F - Volatility Comparison

ProShares UltraShort QQQ (QID) has a higher volatility of 13.93% compared to E-Mini Nasdaq 100 Futures (NQ=F) at 6.76%. This indicates that QID's price experiences larger fluctuations and is considered to be riskier than NQ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIDNQ=FDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.93%

6.76%

+7.17%

Volatility (6M)

Calculated over the trailing 6-month period

32.16%

15.67%

+16.49%

Volatility (1Y)

Calculated over the trailing 1-year period

38.79%

19.23%

+19.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.80%

23.10%

+22.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.96%

22.59%

+22.37%

Frequently Asked Questions


QID and NQ=F have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QID has higher volatility (13.93%) compared to NQ=F (6.76%). In terms of maximum drawdown, QID dropped -99.99% vs NQ=F's -78.99%.

NQ=F currently has the higher Sharpe Ratio (1.10 vs -0.84), 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

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