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SCC vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCC vs. TQQQ

Last updated Jun 4, 2026

SCC (ProShares UltraShort Consumer Services) and TQQQ (ProShares UltraPro QQQ) are both Leveraged Equities funds from ProShares - SCC tracks the DJ Global United States (All) / Consumer Services -IND (-200%) while TQQQ tracks the NASDAQ-100 Index (300%). Both are passively managed. Over the past 10 years, SCC returned -25.08%/yr vs 45.33%/yr for TQQQ. At a correlation of -0.72, they often move in opposite directions. Both charge a 0.95% expense ratio.

Performance

SCC vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Consumer Services (SCC) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCC achieves a 3.99% return, which is significantly lower than TQQQ's 64.46% return. Over the past 10 years, SCC has underperformed TQQQ with an annualized return of -25.08%, while TQQQ has yielded a comparatively higher 45.33% annualized return.

SCC

1D
1.71%
1M
1.88%
YTD
3.99%
6M
4.09%
1Y
-15.43%
3Y*
-25.44%
5Y*
-15.79%
10Y*
-25.08%

TQQQ

1D
-0.76%
1M
33.35%
YTD
64.46%
6M
55.93%
1Y
137.89%
3Y*
69.49%
5Y*
28.37%
10Y*
45.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCC vs. TQQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SCC
ProShares UltraShort Consumer Services		3.99%-18.97%-36.01%-44.34%64.09%-25.84%-54.75%-38.94%-8.53%-31.58%
TQQQ
ProShares UltraPro QQQ		64.46%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Correlation

The correlation between SCC and TQQQ is -0.71, 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

-0.71

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

-0.78

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

-0.83

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

-0.74

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

-0.72

The correlation between SCC and TQQQ shifts across timeframes, from -0.83 (5 years) to -0.71 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

ProShares UltraShort Consumer Services

ProShares UltraPro QQQ

Often compared with SCC:
SCC vs. SPXLSCC vs. SPYSCC vs. SPUUSCC vs. GUSHSCC vs. BITOSCC vs. XTAPSCC vs. AMDG
Often compared with TQQQ:
TQQQ vs. QQQTQQQ vs. SOXLTQQQ vs. QLDTQQQ vs. SQQQTQQQ vs. SPXLTQQQ vs. UPROTQQQ vs. TECL

Return for Risk

SCC vs. TQQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCC
SCC Risk / Return Rank: 55
Overall Rank
SCC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SCC Sortino Ratio Rank: 55
Sortino Ratio Rank
SCC Omega Ratio Rank: 55
Omega Ratio Rank
SCC Calmar Ratio Rank: 44
Calmar Ratio Rank
SCC Martin Ratio Rank: 55
Martin Ratio Rank
TQQQ
TQQQ Risk / Return Rank: 7171
Overall Rank
TQQQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6565
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 7373
Calmar Ratio Rank
TQQQ 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.

SCC vs. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) 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.

SCCTQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.43

2.92

-3.34

Sortino ratio

Return per unit of downside risk

-0.39

3.09

-3.48

Omega ratio

Gain probability vs. loss probability

0.96

1.40

-0.45

Calmar ratio

Return relative to maximum drawdown

-0.53

3.75

-4.29

Martin ratio

Return relative to average drawdown

-0.80

12.27

-13.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCC vs. TQQQ - Sharpe Ratio Comparison

The current SCC Sharpe Ratio is -0.43, which is lower than the TQQQ Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of SCC and TQQQ, 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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Sharpe Ratios by Period

SCCTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

2.92

-3.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.43

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

0.69

-1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.74

-1.38

Drawdowns

SCC vs. TQQQ - Drawdown Comparison

The maximum SCC drawdown since its inception was -99.92%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for SCC and TQQQ.

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Drawdown Indicators

SCCTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-81.66%

-18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-29.02%

-36.97%

+7.95%

Max Drawdown (3Y)

Largest decline over 3 years

-67.10%

-58.04%

-9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-77.34%

-81.66%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-95.55%

-81.66%

-13.89%

Current Drawdown

Current decline from peak

-99.90%

-0.76%

-99.14%

Average Drawdown

Average peak-to-trough decline

-85.95%

-18.52%

-67.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.21%

11.28%

+7.93%

Volatility

SCC vs. TQQQ - Volatility Comparison

The current volatility for ProShares UltraShort Consumer Services (SCC) is 10.71%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 13.29%. This indicates that SCC 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.

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Volatility by Period

SCCTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.71%

13.29%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

26.41%

36.04%

-9.63%

Volatility (1Y)

Calculated over the trailing 1-year period

36.34%

47.60%

-11.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.94%

66.53%

-22.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.52%

65.96%

-26.44%

SCC vs. TQQQ - Expense Ratio Comparison

Both SCC and TQQQ have an expense ratio of 0.95%.

Dividends

SCC vs. TQQQ - Dividend Comparison

SCC's dividend yield for the trailing twelve months is around 4.53%, more than TQQQ's 0.36% yield.

PositionTTM20252024202320222021202020192018201720162015
SCC
ProShares UltraShort Consumer Services		4.53%4.87%7.46%4.53%0.53%0.00%0.06%2.67%0.86%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ		0.36%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions

SCC and TQQQ have a correlation of -0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (13.29%) compared to SCC (10.71%). In terms of maximum drawdown, SCC dropped -99.92% vs TQQQ's -81.66%.

On 10-year performance, TQQQ leads with 45.33% vs -25.08% for SCC. Both ETFs have the same 0.95% expense ratio. On volatility, SCC has been the lower-risk option at 10.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TQQQ has performed better with a 45.33% return vs -25.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCC and TQQQ have the same expense ratio: 0.95% per year.

SCC has the higher dividend yield at 4.53%, compared with 0.36% for TQQQ.

SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while TQQQ tracks NASDAQ-100 Index (300%).

TQQQ currently has the higher Sharpe Ratio (2.92 vs -0.43), 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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