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

Correlation

The correlation between SQ and VIXY is -0.44. 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.


-0.50.00.51.0-0.4

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.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
585.92%
-99.78%
SQ
VIXY

Key characteristics

Sharpe Ratio

SQ:

0.37

VIXY:

-0.40

Sortino Ratio

SQ:

0.88

VIXY:

-0.20

Omega Ratio

SQ:

1.10

VIXY:

0.98

Calmar Ratio

SQ:

0.22

VIXY:

-0.32

Martin Ratio

SQ:

0.98

VIXY:

-0.95

Ulcer Index

SQ:

18.09%

VIXY:

34.29%

Daily Std Dev

SQ:

47.87%

VIXY:

80.73%

Max Drawdown

SQ:

-86.08%

VIXY:

-100.00%

Current Drawdown

SQ:

-68.19%

VIXY:

-100.00%

Returns By Period

In the year-to-date period, SQ achieves a 15.90% return, which is significantly higher than VIXY's -24.19% return.


SQ

YTD

15.90%

1M

-3.29%

6M

42.37%

1Y

16.22%

5Y*

7.40%

10Y*

N/A

VIXY

YTD

-24.19%

1M

0.13%

6M

5.07%

1Y

-29.09%

5Y*

-45.74%

10Y*

-47.67%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SQ, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.37-0.40
The chart of Sortino ratio for SQ, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.88-0.20
The chart of Omega ratio for SQ, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.98
The chart of Calmar ratio for SQ, currently valued at 0.22, compared to the broader market0.002.004.006.000.22-0.32
The chart of Martin ratio for SQ, currently valued at 0.98, compared to the broader market-5.000.005.0010.0015.0020.0025.000.98-0.95
SQ
VIXY

The current SQ Sharpe Ratio is 0.37, which is higher than the VIXY Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of SQ and VIXY, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.37
-0.40
SQ
VIXY

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

The maximum SQ drawdown since its inception was -86.08%, smaller than the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SQ and VIXY. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-68.19%
-99.85%
SQ
VIXY

Volatility

SQ vs. VIXY - Volatility Comparison

The current volatility for Square, Inc. (SQ) is 15.09%, while ProShares VIX Short-Term Futures ETF (VIXY) has a volatility of 25.76%. This indicates that SQ experiences smaller price fluctuations and is considered to be less risky than VIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
15.09%
25.76%
SQ
VIXY
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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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