PortfoliosLab logo
RINF vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RINF and QQQ is 0.11, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

RINF vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Inflation Expectations ETF (RINF) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
8.62%
715.86%
RINF
QQQ

Key characteristics

Sharpe Ratio

RINF:

0.24

QQQ:

-0.18

Sortino Ratio

RINF:

0.37

QQQ:

-0.10

Omega Ratio

RINF:

1.05

QQQ:

0.99

Calmar Ratio

RINF:

0.23

QQQ:

-0.18

Martin Ratio

RINF:

0.93

QQQ:

-0.70

Ulcer Index

RINF:

1.91%

QQQ:

5.41%

Daily Std Dev

RINF:

7.37%

QQQ:

21.28%

Max Drawdown

RINF:

-43.45%

QQQ:

-82.98%

Current Drawdown

RINF:

-4.50%

QQQ:

-21.54%

Returns By Period

In the year-to-date period, RINF achieves a -2.80% return, which is significantly higher than QQQ's -17.20% return. Over the past 10 years, RINF has underperformed QQQ with an annualized return of 3.34%, while QQQ has yielded a comparatively higher 15.79% annualized return.


RINF

YTD

-2.80%

1M

-1.91%

6M

-0.37%

1Y

1.82%

5Y*

10.10%

10Y*

3.34%

QQQ

YTD

-17.20%

1M

-15.68%

6M

-13.00%

1Y

-2.32%

5Y*

18.97%

10Y*

15.79%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RINF vs. QQQ - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for RINF: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RINF: 0.30%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

RINF vs. QQQ — Risk-Adjusted Performance Rank

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

RINF
The Risk-Adjusted Performance Rank of RINF is 4242
Overall Rank
The Sharpe Ratio Rank of RINF is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of RINF is 3939
Sortino Ratio Rank
The Omega Ratio Rank of RINF is 3838
Omega Ratio Rank
The Calmar Ratio Rank of RINF is 4545
Calmar Ratio Rank
The Martin Ratio Rank of RINF is 4444
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 1818
Overall Rank
The Sharpe Ratio Rank of QQQ is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 1818
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 1818
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RINF vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) and Invesco QQQ (QQQ). 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.


The chart of Sharpe ratio for RINF, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.00
RINF: 0.24
QQQ: -0.18
The chart of Sortino ratio for RINF, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.0010.00
RINF: 0.37
QQQ: -0.10
The chart of Omega ratio for RINF, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
RINF: 1.05
QQQ: 0.99
The chart of Calmar ratio for RINF, currently valued at 0.23, compared to the broader market0.005.0010.0015.00
RINF: 0.23
QQQ: -0.18
The chart of Martin ratio for RINF, currently valued at 0.93, compared to the broader market0.0020.0040.0060.0080.00
RINF: 0.93
QQQ: -0.70

The current RINF Sharpe Ratio is 0.24, which is higher than the QQQ Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of RINF and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.24
-0.18
RINF
QQQ

Dividends

RINF vs. QQQ - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 4.63%, more than QQQ's 0.71% yield.


TTM20242023202220212020201920182017201620152014
RINF
ProShares Inflation Expectations ETF
4.63%4.68%5.07%1.15%2.76%0.83%1.91%2.47%2.99%1.09%1.83%1.42%
QQQ
Invesco QQQ
0.71%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

RINF vs. QQQ - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.45%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for RINF and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.50%
-21.54%
RINF
QQQ

Volatility

RINF vs. QQQ - Volatility Comparison

The current volatility for ProShares Inflation Expectations ETF (RINF) is 2.28%, while Invesco QQQ (QQQ) has a volatility of 10.78%. This indicates that RINF experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
2.28%
10.78%
RINF
QQQ