PortfoliosLab logoPortfoliosLab logo
SCO vs. SQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. SQQQ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SCO achieves a -67.25% return, which is significantly lower than SQQQ's -44.43% return. Over the past 10 years, SCO has outperformed SQQQ with an annualized return of -38.21%, while SQQQ has yielded a comparatively lower -55.90% annualized return.


SCO

1D
4.05%
1M
1.14%
YTD
-67.25%
6M
-65.49%
1Y
-67.35%
3Y*
-37.24%
5Y*
-42.35%
10Y*
-38.21%

SQQQ

1D
1.53%
1M
-22.29%
YTD
-44.43%
6M
-42.11%
1Y
-64.38%
3Y*
-55.94%
5Y*
-49.01%
10Y*
-55.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCO vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCO
ProShares UltraShort Bloomberg Crude Oil
-67.25%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%
SQQQ
ProShares UltraPro Short QQQ
-44.43%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Correlation

The correlation between SCO and SQQQ is -0.25, 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

-0.25

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

-0.04

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

0.05

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

0.14

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

0.21

The correlation between SCO and SQQQ shifts across timeframes, from -0.25 (1 year) to 0.21 (all time), 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.


Return for Risk

SCO vs. SQQQ — Risk / Return Rank

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

SCO
SCO Risk / Return Rank: 11
Overall Rank
SCO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 00
Sortino Ratio Rank
SCO Omega Ratio Rank: 00
Omega Ratio Rank
SCO Calmar Ratio Rank: 11
Calmar Ratio Rank
SCO Martin Ratio Rank: 00
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 00
Overall Rank
SQQQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 00
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 00
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 00
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 00
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.

SCO vs. SQQQ - Risk-Adjusted Trends Comparison

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


SCOSQQQDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

0.76

0.73

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.98

+0.04

Martin ratioReturn relative to average drawdown

-1.94

-1.79

-0.15

SCO vs. SQQQ - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -1.19, which is comparable to the SQQQ Sharpe Ratio of -1.35. The chart below compares the historical Sharpe Ratios of SCO and SQQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SCOSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.19

-1.35

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.71

-0.74

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.53

-0.85

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

-0.88

+0.50

Drawdowns

SCO vs. SQQQ - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SCO and SQQQ.


Loading charts...

Drawdown Indicators


SCOSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-100.00%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-65.95%

-6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-79.85%

-92.38%

+12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

-97.23%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-99.51%

-99.98%

+0.47%

Current Drawdown

Current decline from peak

-99.78%

-100.00%

+0.22%

Average Drawdown

Average peak-to-trough decline

-85.18%

-92.40%

+7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.87%

35.96%

-1.09%

Volatility

SCO vs. SQQQ - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 20.24% compared to ProShares UltraPro Short QQQ (SQQQ) at 13.81%. This indicates that SCO's price experiences larger fluctuations and is considered to be riskier than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCOSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.24%

13.81%

+6.43%

Volatility (6M)

Calculated over the trailing 6-month period

45.73%

36.46%

+9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

56.81%

47.79%

+9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.76%

66.61%

-6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.95%

66.10%

+5.85%

SCO vs. SQQQ - Expense Ratio Comparison

Both SCO and SQQQ have an expense ratio of 0.95%.


Dividends

SCO vs. SQQQ - Dividend Comparison

SCO has not paid dividends to shareholders, while SQQQ's dividend yield for the trailing twelve months is around 12.29%.


PositionTTM202520242023202220212020201920182017
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%
SQQQ
ProShares UltraPro Short QQQ
12.29%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Frequently Asked Questions


SCO and SQQQ have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCO has higher volatility (20.24%) compared to SQQQ (13.81%). In terms of maximum drawdown, SCO dropped -99.80% vs SQQQ's -100.00%.

On 10-year performance, SCO leads with -38.21% vs -55.90% for SQQQ. Both ETFs have the same 0.95% expense ratio. On volatility, SQQQ has been the lower-risk option at 13.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCO has performed better with a -38.21% return vs -55.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCO and SQQQ have the same expense ratio: 0.95% per year.

SQQQ has the higher dividend yield at 12.29%, compared with 0.00% for SCO.

SCO is categorized as Leveraged Commodities, while SQQQ is Leveraged Equities. SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%), while SQQQ tracks NASDAQ-100 Index (-300%).

SCO currently has the higher Sharpe Ratio (-1.19 vs -1.35), 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.

Portfolio Optimizer

Find the right allocation for SCO and SQQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer