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SQ vs. VIXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SQ and VIXY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SQ vs. VIXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Square, Inc. (SQ) and ProShares VIX Short-Term Futures ETF (VIXY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


SQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VIXY

YTD

30.43%

1M

-24.63%

6M

32.94%

1Y

22.44%

5Y*

-51.40%

10Y*

-44.81%

*Annualized

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Risk-Adjusted Performance

SQ vs. VIXY — Risk-Adjusted Performance Rank

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

SQ
The Risk-Adjusted Performance Rank of SQ is 6868
Overall Rank
The Sharpe Ratio Rank of SQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SQ is 6767
Martin Ratio Rank

VIXY
The Risk-Adjusted Performance Rank of VIXY is 4848
Overall Rank
The Sharpe Ratio Rank of VIXY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VIXY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VIXY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VIXY is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VIXY is 2929
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.

SQ vs. VIXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Square, Inc. (SQ) and ProShares VIX Short-Term Futures ETF (VIXY). 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.



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Dividends

SQ vs. VIXY - Dividend Comparison

Neither SQ nor VIXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SQ vs. VIXY - Drawdown Comparison


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Volatility

SQ vs. VIXY - Volatility Comparison


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