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QQQP vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQP vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long Triple Q Quarterly ETF (QQQP) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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QQQP vs. VOOG - Yearly Performance Comparison


2026 (YTD)20252024
QQQP
Tradr 2X Long Triple Q Quarterly ETF
-11.26%30.21%10.88%
VOOG
Vanguard S&P 500 Growth ETF
-6.97%22.11%7.63%

Returns By Period

In the year-to-date period, QQQP achieves a -11.26% return, which is significantly lower than VOOG's -6.97% return.


QQQP

1D
2.43%
1M
-8.61%
YTD
-11.26%
6M
-9.55%
1Y
39.25%
3Y*
5Y*
10Y*

VOOG

1D
1.30%
1M
-4.28%
YTD
-6.97%
6M
-5.29%
1Y
23.21%
3Y*
22.32%
5Y*
12.46%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQP vs. VOOG - Expense Ratio Comparison

QQQP has a 1.30% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

QQQP vs. VOOG — Risk / Return Rank

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

QQQP
QQQP Risk / Return Rank: 5151
Overall Rank
QQQP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
QQQP Sortino Ratio Rank: 5353
Sortino Ratio Rank
QQQP Omega Ratio Rank: 5252
Omega Ratio Rank
QQQP Calmar Ratio Rank: 5757
Calmar Ratio Rank
QQQP Martin Ratio Rank: 5252
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6262
Overall Rank
VOOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6060
Omega Ratio Rank
VOOG Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6666
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. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Triple Q Quarterly ETF (QQQP) and Vanguard S&P 500 Growth ETF (VOOG). 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.


QQQPVOOGDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.05

-0.21

Sortino ratio

Return per unit of downside risk

1.49

1.62

-0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratio

Return relative to maximum drawdown

1.64

1.76

-0.12

Martin ratio

Return relative to average drawdown

5.63

6.81

-1.18

QQQP vs. VOOG - Sharpe Ratio Comparison

The current QQQP Sharpe Ratio is 0.84, which is comparable to the VOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of QQQP and VOOG, 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


QQQPVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.05

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.84

-0.44

Correlation

The correlation between QQQP and VOOG is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QQQP vs. VOOG - Dividend Comparison

QQQP has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.53%.


TTM20252024202320222021202020192018201720162015
QQQP
Tradr 2X Long Triple Q Quarterly ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

QQQP vs. VOOG - Drawdown Comparison

The maximum QQQP drawdown since its inception was -42.50%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for QQQP and VOOG.


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Drawdown Indicators


QQQPVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-42.50%

-32.73%

-9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-25.35%

-13.71%

-11.64%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

Max Drawdown (10Y)

Largest decline over 10 years

-32.73%

Current Drawdown

Current decline from peak

-17.71%

-9.07%

-8.64%

Average Drawdown

Average peak-to-trough decline

-7.83%

-5.01%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.38%

3.54%

+3.84%

Volatility

QQQP vs. VOOG - Volatility Comparison

Tradr 2X Long Triple Q Quarterly ETF (QQQP) has a higher volatility of 14.23% compared to Vanguard S&P 500 Growth ETF (VOOG) at 7.28%. This indicates that QQQP's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQPVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.23%

7.28%

+6.95%

Volatility (6M)

Calculated over the trailing 6-month period

26.26%

12.68%

+13.58%

Volatility (1Y)

Calculated over the trailing 1-year period

47.01%

22.28%

+24.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.93%

21.16%

+23.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.93%

20.65%

+24.28%