SQ vs. VIXY
Compare and contrast key facts about Square, Inc. (SQ) and ProShares VIX Short-Term Futures ETF (VIXY).
VIXY is a passively managed fund by ProFund Advisors LLC that tracks the performance of the S&P 500 VIX Short-Term Futures Index Total Return. It was launched on Jan 3, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SQ or VIXY.
Performance
SQ vs. VIXY - Performance Comparison
Returns By Period
In the year-to-date period, SQ achieves a 15.97% return, which is significantly higher than VIXY's -23.73% return.
SQ
15.97%
21.36%
33.20%
52.89%
5.79%
N/A
VIXY
-23.73%
-6.56%
3.95%
-34.28%
-47.15%
-47.56%
Key characteristics
| SQ | VIXY | |
|---|---|---|
| Sharpe Ratio | 1.09 | -0.46 |
| Sortino Ratio | 1.75 | -0.39 |
| Omega Ratio | 1.21 | 0.95 |
| Calmar Ratio | 0.64 | -0.36 |
| Martin Ratio | 2.85 | -1.07 |
| Ulcer Index | 18.03% | 33.43% |
| Daily Std Dev | 46.93% | 77.33% |
| Max Drawdown | -86.08% | -100.00% |
| Current Drawdown | -68.17% | -100.00% |
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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.
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.
Dividends
SQ vs. VIXY - Dividend Comparison
Neither SQ nor VIXY has paid dividends to shareholders.
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.
Volatility
SQ vs. VIXY - Volatility Comparison
The current volatility for Square, Inc. (SQ) is 17.22%, while ProShares VIX Short-Term Futures ETF (VIXY) has a volatility of 20.35%. 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.