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SPXCY vs. TQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPXCY and TQQQ is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SPXCY vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singapore Exchange Ltd ADR (SPXCY) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SPXCY:

2.27

TQQQ:

0.18

Sortino Ratio

SPXCY:

3.05

TQQQ:

0.68

Omega Ratio

SPXCY:

1.46

TQQQ:

1.09

Calmar Ratio

SPXCY:

4.00

TQQQ:

0.13

Martin Ratio

SPXCY:

15.18

TQQQ:

0.33

Ulcer Index

SPXCY:

3.92%

TQQQ:

22.59%

Daily Std Dev

SPXCY:

26.04%

TQQQ:

75.89%

Max Drawdown

SPXCY:

-32.66%

TQQQ:

-81.66%

Current Drawdown

SPXCY:

-2.73%

TQQQ:

-24.49%

Returns By Period

In the year-to-date period, SPXCY achieves a 18.04% return, which is significantly higher than TQQQ's -11.28% return. Over the past 10 years, SPXCY has underperformed TQQQ with an annualized return of 10.82%, while TQQQ has yielded a comparatively higher 31.28% annualized return.


SPXCY

YTD

18.04%

1M

-0.48%

6M

16.19%

1Y

57.42%

3Y*

20.08%

5Y*

18.68%

10Y*

10.82%

TQQQ

YTD

-11.28%

1M

27.55%

6M

-11.83%

1Y

13.32%

3Y*

30.10%

5Y*

28.60%

10Y*

31.28%

*Annualized

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Singapore Exchange Ltd ADR

ProShares UltraPro QQQ

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SPXCY vs. TQQQ — Risk-Adjusted Performance Rank

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

SPXCY
The Risk-Adjusted Performance Rank of SPXCY is 9696
Overall Rank
The Sharpe Ratio Rank of SPXCY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXCY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of SPXCY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SPXCY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SPXCY is 9797
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 2828
Overall Rank
The Sharpe Ratio Rank of TQQQ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 3737
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 3737
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 2222
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 2020
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.

SPXCY vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Singapore Exchange Ltd ADR (SPXCY) 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.


The current SPXCY Sharpe Ratio is 2.27, which is higher than the TQQQ Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SPXCY and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SPXCY vs. TQQQ - Dividend Comparison

SPXCY's dividend yield for the trailing twelve months is around 2.50%, more than TQQQ's 1.41% yield.


TTM20242023202220212020201920182017201620152014
SPXCY
Singapore Exchange Ltd ADR
2.50%2.79%3.27%3.46%3.46%9.52%3.34%4.55%3.65%4.11%3.86%7.12%
TQQQ
ProShares UltraPro QQQ
1.41%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

SPXCY vs. TQQQ - Drawdown Comparison

The maximum SPXCY drawdown since its inception was -32.66%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for SPXCY and TQQQ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SPXCY vs. TQQQ - Volatility Comparison

The current volatility for Singapore Exchange Ltd ADR (SPXCY) is 5.66%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 16.41%. This indicates that SPXCY 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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