RYSIX vs. TQQQ
Compare and contrast key facts about Rydex Electronics Fund (RYSIX) and ProShares UltraPro QQQ (TQQQ).
RYSIX is managed by Rydex Funds. It was launched on Mar 31, 1998. TQQQ is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (300%). It was launched on Feb 9, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSIX or TQQQ.
Performance
RYSIX vs. TQQQ - Performance Comparison
Returns By Period
In the year-to-date period, RYSIX achieves a 14.23% return, which is significantly lower than TQQQ's 53.90% return. Over the past 10 years, RYSIX has underperformed TQQQ with an annualized return of 18.61%, while TQQQ has yielded a comparatively higher 34.56% annualized return.
RYSIX
14.23%
-6.41%
-6.02%
27.73%
22.19%
18.61%
TQQQ
53.90%
2.86%
20.48%
78.56%
34.01%
34.56%
Key characteristics
| RYSIX | TQQQ | |
|---|---|---|
| Sharpe Ratio | 0.75 | 1.45 |
| Sortino Ratio | 1.18 | 1.93 |
| Omega Ratio | 1.15 | 1.26 |
| Calmar Ratio | 1.02 | 1.47 |
| Martin Ratio | 2.64 | 6.04 |
| Ulcer Index | 9.64% | 12.47% |
| Daily Std Dev | 33.82% | 51.83% |
| Max Drawdown | -88.67% | -81.66% |
| Current Drawdown | -17.60% | -9.94% |
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RYSIX vs. TQQQ - Expense Ratio Comparison
RYSIX has a 1.36% expense ratio, which is higher than TQQQ's 0.95% expense ratio.
Correlation
The correlation between RYSIX and TQQQ is 0.83, 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.
Risk-Adjusted Performance
RYSIX vs. TQQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Electronics Fund (RYSIX) and ProShares UltraPro QQQ (TQQQ). 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.
Dividends
RYSIX vs. TQQQ - Dividend Comparison
RYSIX has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSIX Rydex Electronics Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.05% | 0.00% | 0.16% | 0.00% | 0.06% |
TQQQ ProShares UltraPro QQQ | 1.23% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
Drawdowns
RYSIX vs. TQQQ - Drawdown Comparison
The maximum RYSIX drawdown since its inception was -88.67%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for RYSIX and TQQQ. For additional features, visit the drawdowns tool.
Volatility
RYSIX vs. TQQQ - Volatility Comparison
The current volatility for Rydex Electronics Fund (RYSIX) is 8.63%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 17.03%. This indicates that RYSIX experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.