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QQQA vs. RPGRY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQA vs. RPGRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) and REA Group Limited (RPGRY). The values are adjusted to include any dividend payments, if applicable.

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QQQA vs. RPGRY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QQQA
ProShares Nasdaq-100 Dorsey Wright Momentum ETF
1.42%9.87%16.17%24.98%-29.08%8.43%
RPGRY
REA Group Limited
-10.80%-9.47%11.53%171.12%2.55%1.05%

Returns By Period

In the year-to-date period, QQQA achieves a 1.42% return, which is significantly higher than RPGRY's -10.80% return.


QQQA

1D
4.97%
1M
-5.23%
YTD
1.42%
6M
8.28%
1Y
24.06%
3Y*
16.37%
5Y*
10Y*

RPGRY

1D
4.14%
1M
-7.97%
YTD
-10.80%
6M
-28.25%
1Y
-21.34%
3Y*
34.15%
5Y*
20.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QQQA vs. RPGRY — Risk / Return Rank

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

QQQA
QQQA Risk / Return Rank: 5656
Overall Rank
QQQA Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QQQA Sortino Ratio Rank: 5252
Sortino Ratio Rank
QQQA Omega Ratio Rank: 5353
Omega Ratio Rank
QQQA Calmar Ratio Rank: 6666
Calmar Ratio Rank
QQQA Martin Ratio Rank: 5959
Martin Ratio Rank

RPGRY
RPGRY Risk / Return Rank: 2929
Overall Rank
RPGRY Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
RPGRY Sortino Ratio Rank: 3131
Sortino Ratio Rank
RPGRY Omega Ratio Rank: 3131
Omega Ratio Rank
RPGRY Calmar Ratio Rank: 2727
Calmar Ratio Rank
RPGRY 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.

QQQA vs. RPGRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) and REA Group Limited (RPGRY). 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.


QQQARPGRYDifference

Sharpe ratio

Return per unit of total volatility

0.84

-0.28

+1.12

Sortino ratio

Return per unit of downside risk

1.31

0.10

+1.20

Omega ratio

Gain probability vs. loss probability

1.19

1.01

+0.18

Calmar ratio

Return relative to maximum drawdown

1.59

-0.44

+2.03

Martin ratio

Return relative to average drawdown

5.51

-0.74

+6.25

QQQA vs. RPGRY - Sharpe Ratio Comparison

The current QQQA Sharpe Ratio is 0.84, which is higher than the RPGRY Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of QQQA and RPGRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQQARPGRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.28

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.19

-0.01

Correlation

The correlation between QQQA and RPGRY is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QQQA vs. RPGRY - Dividend Comparison

QQQA's dividend yield for the trailing twelve months is around 0.10%, less than RPGRY's 1.64% yield.


TTM202520242023202220212020
QQQA
ProShares Nasdaq-100 Dorsey Wright Momentum ETF
0.10%0.10%0.09%0.34%0.28%0.10%0.00%
RPGRY
REA Group Limited
1.64%1.30%0.91%0.86%2.51%2.02%0.79%

Drawdowns

QQQA vs. RPGRY - Drawdown Comparison

The maximum QQQA drawdown since its inception was -38.44%, smaller than the maximum RPGRY drawdown of -52.29%. Use the drawdown chart below to compare losses from any high point for QQQA and RPGRY.


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Drawdown Indicators


QQQARPGRYDifference

Max Drawdown

Largest peak-to-trough decline

-38.44%

-52.29%

+13.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-52.29%

+37.75%

Max Drawdown (5Y)

Largest decline over 5 years

-52.29%

Current Drawdown

Current decline from peak

-10.29%

-50.32%

+40.03%

Average Drawdown

Average peak-to-trough decline

-16.19%

-20.73%

+4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

30.85%

-26.66%

Volatility

QQQA vs. RPGRY - Volatility Comparison

The current volatility for ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA) is 11.40%, while REA Group Limited (RPGRY) has a volatility of 14.86%. This indicates that QQQA experiences smaller price fluctuations and is considered to be less risky than RPGRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQARPGRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.40%

14.86%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

20.70%

53.34%

-32.64%

Volatility (1Y)

Calculated over the trailing 1-year period

28.75%

77.03%

-48.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

104.66%

-79.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

97.80%

-72.43%