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QQDN vs. NFXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQDN vs. NFXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort QQQ Mega (QQDN) and Direxion Daily NFLX Bear 1X Shares (NFXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQDN achieves a -17.46% return, which is significantly lower than NFXS's 11.27% return.


QQDN

1D
-0.14%
1M
-6.55%
YTD
-17.46%
6M
-13.39%
1Y
3Y*
5Y*
10Y*

NFXS

1D
0.04%
1M
7.83%
YTD
11.27%
6M
22.21%
1Y
45.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQDN vs. NFXS - Yearly Performance Comparison


2026 (YTD)2025
QQDN
ProShares UltraShort QQQ Mega
-17.46%-34.14%
NFXS
Direxion Daily NFLX Bear 1X Shares
11.27%28.52%

Correlation

The correlation between QQDN and NFXS is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 13, 2025

0.25

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Return for Risk

QQDN vs. NFXS — Risk / Return Rank

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

QQDN

NFXS
NFXS Risk / Return Rank: 3737
Overall Rank
NFXS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
NFXS Sortino Ratio Rank: 3939
Sortino Ratio Rank
NFXS Omega Ratio Rank: 4545
Omega Ratio Rank
NFXS Calmar Ratio Rank: 3131
Calmar Ratio Rank
NFXS Martin Ratio Rank: 2929
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.

QQDN vs. NFXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort QQQ Mega (QQDN) and Direxion Daily NFLX Bear 1X Shares (NFXS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QQDN vs. NFXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQDNNFXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.21

-0.36

-0.85

Drawdowns

QQDN vs. NFXS - Drawdown Comparison

The maximum QQDN drawdown since its inception was -50.19%, roughly equal to the maximum NFXS drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for QQDN and NFXS.


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Drawdown Indicators


QQDNNFXSDifference

Max Drawdown

Largest peak-to-trough decline

-50.19%

-50.37%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-31.31%

Current Drawdown

Current decline from peak

-47.00%

-21.95%

-25.05%

Average Drawdown

Average peak-to-trough decline

-30.23%

-32.36%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.40%

Volatility

QQDN vs. NFXS - Volatility Comparison


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Volatility by Period


QQDNNFXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

Volatility (6M)

Calculated over the trailing 6-month period

26.37%

Volatility (1Y)

Calculated over the trailing 1-year period

38.51%

33.13%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.51%

34.64%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.51%

34.64%

+3.87%

QQDN vs. NFXS - Expense Ratio Comparison

QQDN has a 0.95% expense ratio, which is lower than NFXS's 1.03% expense ratio.


Dividends

QQDN vs. NFXS - Dividend Comparison

QQDN's dividend yield for the trailing twelve months is around 4.93%, more than NFXS's 2.80% yield.


PositionTTM20252024
NFXS
Direxion Daily NFLX Bear 1X Shares
2.80%3.53%0.87%
QQDN
ProShares UltraShort QQQ Mega
4.93%3.42%0.00%

Frequently Asked Questions


QQDN and NFXS have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQDN is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQDN is cheaper with a 0.95% expense ratio, compared with 1.03% for NFXS.

QQDN has the higher dividend yield at 4.93%, compared with 2.80% for NFXS.

They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for QQDN and 1.03% for NFXS.

Portfolio Optimizer

Find the right allocation for QQDN and NFXS

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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