ROKU vs. PSQ
ROKU (Roku, Inc.) is a stock, while PSQ (ProShares Short QQQ) is Inverse Equities fund tracking the NASDAQ-100 Index (-100%). Over the past 5 years, ROKU returned -20.08%/yr vs -12.87%/yr for PSQ. At a correlation of -0.50, they often move in opposite directions.
Performance
ROKU vs. PSQ - Performance Comparison
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Returns By Period
In the year-to-date period, ROKU achieves a 29.68% return, which is significantly higher than PSQ's -14.61% return.
ROKU
- 1D
- 0.31%
- 1M
- 17.59%
- 6M
- 26.55%
- YTD
- 29.68%
- 1Y
- 58.10%
- 3Y*
- 23.09%
- 5Y*
- -20.08%
- 10Y*
- —
PSQ
- 1D
- -0.27%
- 1M
- -1.33%
- 6M
- -12.99%
- YTD
- -14.61%
- 1Y
- -21.29%
- 3Y*
- -17.50%
- 5Y*
- -12.87%
- 10Y*
- -18.89%
ROKU vs. PSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROKU Roku, Inc. | 29.68% | 45.94% | -18.90% | 125.21% | -82.16% | -31.27% | 147.96% | 337.01% | -40.83% | 228.14% |
PSQ ProShares Short QQQ | -14.61% | -15.51% | -15.68% | -32.01% | 36.40% | -24.84% | -41.23% | -27.49% | -2.34% | -7.28% |
Correlation
The correlation between ROKU and PSQ is -0.48, 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 | -0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2017 | -0.50 |
The correlation between ROKU and PSQ has been stable across timeframes, ranging from -0.55 to -0.48 - a consistent structural relationship.
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Return for Risk
ROKU vs. PSQ — Risk / Return Rank
ROKU
PSQ
ROKU vs. PSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roku, Inc. (ROKU) 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.
| ROKU | PSQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.82 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | -0.85 | +2.88 |
| Martin ratioReturn relative to average drawdown | 5.70 | -1.78 | +7.48 |
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Drawdowns
ROKU vs. PSQ - Drawdown Comparison
The maximum ROKU drawdown since its inception was -91.91%, smaller than the maximum PSQ drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for ROKU and PSQ.
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Drawdown Indicators
| ROKU | PSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.91% | -98.26% | +6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -27.69% | -24.83% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -51.65% | -49.65% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -91.91% | -60.91% | -31.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -87.94% | — |
Current DrawdownCurrent decline from peak | -70.66% | -98.21% | +27.55% |
Average DrawdownAverage peak-to-trough decline | -52.98% | -74.08% | +21.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.84% | 11.80% | -1.96% |
Volatility
ROKU vs. PSQ - Volatility Comparison
Roku, Inc. (ROKU) has a higher volatility of 19.57% compared to ProShares Short QQQ (PSQ) at 8.64%. This indicates that ROKU's price experiences larger fluctuations and is considered to be riskier 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
| ROKU | PSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.57% | 8.64% | +10.93% |
Volatility (6M)Calculated over the trailing 6-month period | 35.14% | 15.20% | +19.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.34% | 18.45% | +28.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.88% | 22.80% | +44.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.16% | 22.38% | +52.78% |
Dividends
ROKU vs. PSQ - Dividend Comparison
ROKU has not paid dividends to shareholders, while PSQ's dividend yield for the trailing twelve months is around 4.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
PSQ ProShares Short QQQ | 4.49% | 4.97% | 7.15% | 6.01% | 0.35% | 0.00% | 0.31% | 1.75% | 0.95% | 0.02% |
ROKU Roku, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ROKU and PSQ have a correlation of -0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROKU has higher volatility (19.57%) compared to PSQ (8.64%). In terms of maximum drawdown, ROKU dropped -91.91% vs PSQ's -98.26%.
ROKU currently has the higher Sharpe Ratio (1.19 vs -1.14), 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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