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QQQP vs. AMDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQP vs. AMDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long Triple Q Quarterly ETF (QQQP) and Leverage Shares 2X Long AMD Daily ETF (AMDG). The values are adjusted to include any dividend payments, if applicable.

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QQQP vs. AMDG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QQQP achieves a -13.36% return, which is significantly higher than AMDG's -21.97% return.


QQQP

1D
7.62%
1M
-10.35%
YTD
-13.36%
6M
-10.83%
1Y
38.17%
3Y*
5Y*
10Y*

AMDG

1D
7.34%
1M
-0.57%
YTD
-21.97%
6M
16.89%
1Y
133.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQP vs. AMDG - Expense Ratio Comparison

QQQP has a 1.30% expense ratio, which is higher than AMDG's 0.75% expense ratio.


Return for Risk

QQQP vs. AMDG — Risk / Return Rank

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

QQQP
QQQP Risk / Return Rank: 5353
Overall Rank
QQQP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QQQP Sortino Ratio Rank: 5454
Sortino Ratio Rank
QQQP Omega Ratio Rank: 5454
Omega Ratio Rank
QQQP Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQQP Martin Ratio Rank: 5353
Martin Ratio Rank

AMDG
AMDG Risk / Return Rank: 7070
Overall Rank
AMDG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AMDG Sortino Ratio Rank: 8282
Sortino Ratio Rank
AMDG Omega Ratio Rank: 7676
Omega Ratio Rank
AMDG Calmar Ratio Rank: 8383
Calmar Ratio Rank
AMDG Martin Ratio Rank: 4949
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.

QQQP vs. AMDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Triple Q Quarterly ETF (QQQP) and Leverage Shares 2X Long AMD Daily ETF (AMDG). 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.


QQQPAMDGDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.04

-0.22

Sortino ratio

Return per unit of downside risk

1.46

2.13

-0.68

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.50

2.32

-0.82

Martin ratio

Return relative to average drawdown

5.23

4.53

+0.69

QQQP vs. AMDG - Sharpe Ratio Comparison

The current QQQP Sharpe Ratio is 0.82, which is comparable to the AMDG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of QQQP and AMDG, 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


QQQPAMDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.04

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.35

+0.01

Correlation

The correlation between QQQP and AMDG is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QQQP vs. AMDG - Dividend Comparison

QQQP has not paid dividends to shareholders, while AMDG's dividend yield for the trailing twelve months is around 14.36%.


Drawdowns

QQQP vs. AMDG - Drawdown Comparison

The maximum QQQP drawdown since its inception was -42.50%, smaller than the maximum AMDG drawdown of -63.04%. Use the drawdown chart below to compare losses from any high point for QQQP and AMDG.


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Drawdown Indicators


QQQPAMDGDifference

Max Drawdown

Largest peak-to-trough decline

-42.50%

-63.04%

+20.54%

Max Drawdown (1Y)

Largest decline over 1 year

-25.35%

-56.48%

+31.13%

Current Drawdown

Current decline from peak

-19.66%

-52.31%

+32.65%

Average Drawdown

Average peak-to-trough decline

-7.80%

-27.66%

+19.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.29%

28.88%

-21.59%

Volatility

QQQP vs. AMDG - Volatility Comparison

The current volatility for Tradr 2X Long Triple Q Quarterly ETF (QQQP) is 14.08%, while Leverage Shares 2X Long AMD Daily ETF (AMDG) has a volatility of 33.06%. This indicates that QQQP experiences smaller price fluctuations and is considered to be less risky than AMDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQPAMDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.08%

33.06%

-18.98%

Volatility (6M)

Calculated over the trailing 6-month period

26.15%

98.59%

-72.44%

Volatility (1Y)

Calculated over the trailing 1-year period

46.96%

129.74%

-82.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.95%

124.94%

-79.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.95%

124.94%

-79.99%