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RDY vs. PSQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDY vs. PSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dr. Reddy's Laboratories Limited (RDY) and ProShares Short QQQ (PSQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDY achieves a -5.27% return, which is significantly higher than PSQ's -14.02% return. Over the past 10 years, RDY has outperformed PSQ with an annualized return of 4.69%, while PSQ has yielded a comparatively lower -19.15% annualized return.


RDY

1D
-0.45%
1M
-1.41%
YTD
-5.27%
6M
-5.14%
1Y
-15.30%
3Y*
5.74%
5Y*
-1.12%
10Y*
4.69%

PSQ

1D
-0.65%
1M
-0.23%
YTD
-14.02%
6M
-14.04%
1Y
-24.40%
3Y*
-17.58%
5Y*
-13.78%
10Y*
-19.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDY vs. PSQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDY
Dr. Reddy's Laboratories Limited
-5.27%-10.53%14.13%36.47%-19.74%-7.33%76.80%8.45%0.37%-16.46%
PSQ
ProShares Short QQQ
-14.02%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%

Correlation

The correlation between RDY and PSQ is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.18

Correlation (5Y)
Calculated over the trailing 5-year period

-0.24

Correlation (10Y)
Calculated over the trailing 10-year period

-0.25

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2006

-0.32

The correlation between RDY and PSQ shifts across timeframes, from -0.32 (all time) to -0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RDY vs. PSQ — Risk / Return Rank

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

RDY
RDY Risk / Return Rank: 1111
Overall Rank
RDY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RDY Sortino Ratio Rank: 1313
Sortino Ratio Rank
RDY Omega Ratio Rank: 1414
Omega Ratio Rank
RDY Calmar Ratio Rank: 1010
Calmar Ratio Rank
RDY Martin Ratio Rank: 66
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 11
Overall Rank
PSQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 11
Sortino Ratio Rank
PSQ Omega Ratio Rank: 11
Omega Ratio Rank
PSQ Calmar Ratio Rank: 22
Calmar Ratio Rank
PSQ Martin Ratio Rank: 00
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.

RDY vs. PSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dr. Reddy's Laboratories Limited (RDY) and ProShares Short QQQ (PSQ). 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.


RDYPSQDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

0.88

0.78

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.84

-0.87

+0.04

Martin ratioReturn relative to average drawdown

-1.52

-1.81

+0.29

RDY vs. PSQ - Sharpe Ratio Comparison

The current RDY Sharpe Ratio is -0.75, which is higher than the PSQ Sharpe Ratio of -1.36. The chart below compares the historical Sharpe Ratios of RDY and PSQ, 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

RDY vs. PSQ - Drawdown Comparison

The maximum RDY drawdown since its inception was -60.62%, smaller than the maximum PSQ drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for RDY and PSQ.


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Drawdown Indicators


RDYPSQDifference

Max Drawdown

Largest peak-to-trough decline

-60.62%

-98.26%

+37.64%

Max Drawdown (1Y)

Largest decline over 1 year

-20.65%

-26.86%

+6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-26.61%

-49.65%

+23.04%

Max Drawdown (5Y)

Largest decline over 5 years

-35.25%

-60.91%

+25.66%

Max Drawdown (10Y)

Largest decline over 10 years

-47.13%

-88.98%

+41.85%

Current Drawdown

Current decline from peak

-20.54%

-98.20%

+77.66%

Average Drawdown

Average peak-to-trough decline

-21.92%

-73.99%

+52.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.31%

12.96%

+0.35%

Volatility

RDY vs. PSQ - Volatility Comparison

The current volatility for Dr. Reddy's Laboratories Limited (RDY) is 6.24%, while ProShares Short QQQ (PSQ) has a volatility of 7.39%. This indicates that RDY experiences smaller price fluctuations and is considered to be less risky than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDYPSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

7.39%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

17.41%

13.75%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

23.20%

17.23%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.26%

22.59%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.58%

22.34%

+4.24%

Dividends

RDY vs. PSQ - Dividend Comparison

RDY's dividend yield for the trailing twelve months is around 0.69%, less than PSQ's 5.09% yield.


PositionTTM20252024202320222021202020192018201720162015
PSQ
ProShares Short QQQ
5.09%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%0.00%0.00%
RDY
Dr. Reddy's Laboratories Limited
0.69%0.65%0.60%1.39%1.48%1.04%0.46%0.71%0.00%0.78%0.62%0.63%

Frequently Asked Questions


RDY and PSQ have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSQ has higher volatility (7.39%) compared to RDY (6.24%). In terms of maximum drawdown, RDY dropped -60.62% vs PSQ's -98.26%.

RDY currently has the higher Sharpe Ratio (-0.75 vs -1.36), 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.

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