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SQQQ vs. TTT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SQQQ vs. TTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short QQQ (SQQQ) and UltraPro Short 20+ Year Treasury (TTT). The values are adjusted to include any dividend payments, if applicable.

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SQQQ vs. TTT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SQQQ
ProShares UltraPro Short QQQ
18.46%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%
TTT
UltraPro Short 20+ Year Treasury
1.05%-7.89%38.07%-11.25%150.17%2.55%-54.12%-34.88%6.34%-25.87%

Returns By Period

In the year-to-date period, SQQQ achieves a 18.46% return, which is significantly higher than TTT's 1.05% return. Over the past 10 years, SQQQ has underperformed TTT with an annualized return of -52.52%, while TTT has yielded a comparatively higher -2.26% annualized return.


SQQQ

1D
-9.99%
1M
14.53%
YTD
18.46%
6M
9.00%
1Y
-55.48%
3Y*
-48.73%
5Y*
-42.26%
10Y*
-52.52%

TTT

1D
0.49%
1M
14.15%
YTD
1.05%
6M
6.63%
1Y
7.37%
3Y*
12.83%
5Y*
15.07%
10Y*
-2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SQQQ vs. TTT - Expense Ratio Comparison

Both SQQQ and TTT have an expense ratio of 0.95%.


Return for Risk

SQQQ vs. TTT — Risk / Return Rank

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

SQQQ
SQQQ Risk / Return Rank: 22
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 22
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 66
Martin Ratio Rank

TTT
TTT Risk / Return Rank: 1818
Overall Rank
TTT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TTT Sortino Ratio Rank: 2222
Sortino Ratio Rank
TTT Omega Ratio Rank: 1919
Omega Ratio Rank
TTT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TTT Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SQQQ vs. TTT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short QQQ (SQQQ) and UltraPro Short 20+ Year Treasury (TTT). 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.


SQQQTTTDifference

Sharpe ratio

Return per unit of total volatility

-0.83

0.22

-1.04

Sortino ratio

Return per unit of downside risk

-1.11

0.57

-1.69

Omega ratio

Gain probability vs. loss probability

0.85

1.06

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.74

0.20

-0.93

Martin ratio

Return relative to average drawdown

-0.85

0.34

-1.19

SQQQ vs. TTT - Sharpe Ratio Comparison

The current SQQQ Sharpe Ratio is -0.83, which is lower than the TTT Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SQQQ and TTT, 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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Sharpe Ratios by Period


SQQQTTTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

0.22

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

0.32

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.80

-0.05

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.84

-0.24

-0.61

Correlation

The correlation between SQQQ and TTT is -0.14. 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.


Dividends

SQQQ vs. TTT - Dividend Comparison

SQQQ's dividend yield for the trailing twelve months is around 5.77%, less than TTT's 9.57% yield.


TTM202520242023202220212020201920182017
SQQQ
ProShares UltraPro Short QQQ
5.77%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%
TTT
UltraPro Short 20+ Year Treasury
9.57%9.87%4.86%12.15%0.34%0.00%0.29%1.88%0.44%0.00%

Drawdowns

SQQQ vs. TTT - Drawdown Comparison

The maximum SQQQ drawdown since its inception was -100.00%, which is greater than TTT's maximum drawdown of -94.00%. Use the drawdown chart below to compare losses from any high point for SQQQ and TTT.


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Drawdown Indicators


SQQQTTTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-94.00%

-6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-75.23%

-25.97%

-49.26%

Max Drawdown (5Y)

Largest decline over 5 years

-95.36%

-49.69%

-45.67%

Max Drawdown (10Y)

Largest decline over 10 years

-99.96%

-81.76%

-18.20%

Current Drawdown

Current decline from peak

-100.00%

-78.81%

-21.19%

Average Drawdown

Average peak-to-trough decline

-92.32%

-70.26%

-22.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.25%

15.07%

+50.18%

Volatility

SQQQ vs. TTT - Volatility Comparison

ProShares UltraPro Short QQQ (SQQQ) has a higher volatility of 19.67% compared to UltraPro Short 20+ Year Treasury (TTT) at 10.81%. This indicates that SQQQ's price experiences larger fluctuations and is considered to be riskier than TTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SQQQTTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.67%

10.81%

+8.86%

Volatility (6M)

Calculated over the trailing 6-month period

38.04%

19.73%

+18.31%

Volatility (1Y)

Calculated over the trailing 1-year period

67.28%

34.37%

+32.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.67%

47.26%

+19.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.97%

43.47%

+22.50%