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SCO vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCO and QQQ is -0.26. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.3

Performance

SCO vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
-98.81%
1,834.89%
SCO
QQQ

Key characteristics

Sharpe Ratio

SCO:

0.10

QQQ:

0.36

Sortino Ratio

SCO:

0.47

QQQ:

0.60

Omega Ratio

SCO:

1.05

QQQ:

1.08

Calmar Ratio

SCO:

0.05

QQQ:

0.52

Martin Ratio

SCO:

0.31

QQQ:

1.40

Ulcer Index

SCO:

14.70%

QQQ:

5.08%

Daily Std Dev

SCO:

44.41%

QQQ:

19.63%

Max Drawdown

SCO:

-99.50%

QQQ:

-82.98%

Current Drawdown

SCO:

-99.43%

QQQ:

-12.25%

Returns By Period

In the year-to-date period, SCO achieves a -0.95% return, which is significantly higher than QQQ's -7.40% return. Over the past 10 years, SCO has underperformed QQQ with an annualized return of -32.07%, while QQQ has yielded a comparatively higher 17.18% annualized return.


SCO

YTD

-0.95%

1M

-3.07%

6M

-9.31%

1Y

5.74%

5Y*

-50.00%

10Y*

-32.07%

QQQ

YTD

-7.40%

1M

-6.84%

6M

-1.48%

1Y

6.89%

5Y*

21.36%

10Y*

17.18%

*Annualized

Compare stocks, funds, or ETFs

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


SCO vs. QQQ - Expense Ratio Comparison

SCO has a 0.95% expense ratio, which is higher than QQQ's 0.20% expense ratio.


SCO
ProShares UltraShort Bloomberg Crude Oil
Expense ratio chart for SCO: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCO: 0.95%
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

SCO vs. QQQ — Risk-Adjusted Performance Rank

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

SCO
The Risk-Adjusted Performance Rank of SCO is 2828
Overall Rank
The Sharpe Ratio Rank of SCO is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SCO is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SCO is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SCO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SCO is 2525
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 4444
Overall Rank
The Sharpe Ratio Rank of QQQ is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 4040
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 5353
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 4343
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.

SCO vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) 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.


Sharpe ratio
The chart of Sharpe ratio for SCO, currently valued at 0.10, compared to the broader market-1.000.001.002.003.004.005.00
SCO: 0.10
QQQ: 0.36
The chart of Sortino ratio for SCO, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.0010.00
SCO: 0.47
QQQ: 0.60
The chart of Omega ratio for SCO, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
SCO: 1.05
QQQ: 1.08
The chart of Calmar ratio for SCO, currently valued at 0.05, compared to the broader market0.005.0010.0015.00
SCO: 0.05
QQQ: 0.52
The chart of Martin ratio for SCO, currently valued at 0.31, compared to the broader market0.0020.0040.0060.0080.00100.00
SCO: 0.31
QQQ: 1.40

The current SCO Sharpe Ratio is 0.10, which is lower than the QQQ Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SCO 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.10
0.36
SCO
QQQ

Dividends

SCO vs. QQQ - Dividend Comparison

SCO has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.63%.


TTM20242023202220212020201920182017201620152014
SCO
ProShares UltraShort Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

SCO vs. QQQ - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.50%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SCO and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.43%
-12.25%
SCO
QQQ

Volatility

SCO vs. QQQ - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 10.91% compared to Invesco QQQ (QQQ) at 7.73%. This indicates that SCO's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.91%
7.73%
SCO
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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