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SCO vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. TQQQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCO achieves a -65.39% return, which is significantly lower than TQQQ's 23.06% return. Over the past 10 years, SCO has underperformed TQQQ with an annualized return of -40.39%, while TQQQ has yielded a comparatively higher 39.46% annualized return.


SCO

1D
-1.02%
1M
-23.78%
6M
-55.81%
YTD
-65.39%
1Y
-58.66%
3Y*
-29.81%
5Y*
-39.67%
10Y*
-40.39%
ALL TIME*
-26.09%

TQQQ

1D
2.09%
1M
-11.90%
6M
20.14%
YTD
23.06%
1Y
56.87%
3Y*
43.81%
5Y*
15.36%
10Y*
39.46%
ALL TIME*
42.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$131.70M$126.01M$253.57M
$4.37B$4.57B$5.33B

SCO vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCO
ProShares UltraShort Bloomberg Crude Oil
-65.39%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%
TQQQ
ProShares UltraPro QQQ
23.06%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Correlation

The correlation between SCO and TQQQ is 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.04

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.13

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2010

-0.21

The correlation between SCO and TQQQ shifts across timeframes, from -0.21 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCO vs. TQQQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCO
SCO Risk / Return Rank: 22
Overall Rank
SCO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 22
Sortino Ratio Rank
SCO Omega Ratio Rank: 22
Omega Ratio Rank
SCO Calmar Ratio Rank: 33
Calmar Ratio Rank
SCO Martin Ratio Rank: 22
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 3636
Overall Rank
TQQQ Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 3737
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 3636
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 3737
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCO vs. TQQQ - Risk-Adjusted Trends Comparison

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

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.


SCOTQQQDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

0.84

1.17

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.78

1.29

-2.07

Martin ratioReturn relative to average drawdown

-1.32

3.60

-4.92

SCO vs. TQQQ - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.94, which is lower than the TQQQ Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SCO 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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Drawdowns

SCO vs. TQQQ - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for SCO and TQQQ.


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Drawdown Indicators


SCOTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-81.66%

-18.14%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-36.97%

-35.27%

Max Drawdown (3Y)

Largest decline over 3 years

-74.64%

-58.04%

-16.60%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

-81.66%

-13.14%

Max Drawdown (10Y)

Largest decline over 10 years

-99.50%

-81.66%

-17.84%

Current Drawdown

Current decline from peak

-99.77%

-25.74%

-74.03%

Average Drawdown

Average peak-to-trough decline

-85.28%

-18.49%

-66.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.39%

13.24%

+29.15%

Volatility

SCO vs. TQQQ - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 23.27% compared to ProShares UltraPro QQQ (TQQQ) at 20.41%. This indicates that SCO's price experiences larger fluctuations and is considered to be riskier 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


SCOTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.27%

20.41%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

51.24%

47.79%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

59.66%

57.62%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.43%

68.04%

-7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.89%

66.57%

+5.32%

SCO vs. TQQQ - Expense Ratio Comparison

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


Dividends

SCO vs. TQQQ - Dividend Comparison

SCO has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.58%.


PositionTTM20252024202320222021202020192018201720162015
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%
TQQQ
ProShares UltraPro QQQ
0.58%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


SCO and TQQQ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCO has higher volatility (23.27%) compared to TQQQ (20.41%). In terms of maximum drawdown, SCO dropped -99.80% vs TQQQ's -81.66%.

On 10-year performance, TQQQ leads with 39.46% vs -40.39% for SCO. Both ETFs have the same 0.95% expense ratio. On volatility, TQQQ has been the lower-risk option at 20.41%. 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 39.46% return vs -40.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

TQQQ has the higher dividend yield at 0.58%, compared with 0.00% for SCO.

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

TQQQ currently has the higher Sharpe Ratio (0.83 vs -0.94), 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 TQQQ

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

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