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SQQQ vs. YQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SQQQ vs. YQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Short QQQ (SQQQ) and YieldMax Short N100 Option Income Strategy ETF (YQQQ). The values are adjusted to include any dividend payments, if applicable.

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SQQQ vs. YQQQ - Yearly Performance Comparison


2026 (YTD)20252024
SQQQ
ProShares UltraPro Short QQQ
13.99%-53.05%-21.00%
YQQQ
YieldMax Short N100 Option Income Strategy ETF
10.57%-9.97%-4.06%

Returns By Period

In the year-to-date period, SQQQ achieves a 13.99% return, which is significantly higher than YQQQ's 10.57% return.


SQQQ

1D
-3.78%
1M
10.61%
YTD
13.99%
6M
6.42%
1Y
-56.13%
3Y*
-49.39%
5Y*
-42.70%
10Y*
-52.71%

YQQQ

1D
-1.10%
1M
5.50%
YTD
10.57%
6M
12.35%
1Y
-7.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SQQQ vs. YQQQ - Expense Ratio Comparison

SQQQ has a 0.95% expense ratio, which is lower than YQQQ's 0.99% expense ratio.


Return for Risk

SQQQ vs. YQQQ — 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: 11
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 55
Martin Ratio Rank

YQQQ
YQQQ Risk / Return Rank: 66
Overall Rank
YQQQ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
YQQQ Sortino Ratio Rank: 55
Sortino Ratio Rank
YQQQ Omega Ratio Rank: 44
Omega Ratio Rank
YQQQ Calmar Ratio Rank: 77
Calmar Ratio Rank
YQQQ Martin Ratio Rank: 99
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. YQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Short QQQ (SQQQ) and YieldMax Short N100 Option Income Strategy ETF (YQQQ). 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.


SQQQYQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.84

-0.42

-0.42

Sortino ratio

Return per unit of downside risk

-1.14

-0.44

-0.70

Omega ratio

Gain probability vs. loss probability

0.84

0.93

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.76

-0.31

-0.45

Martin ratio

Return relative to average drawdown

-0.87

-0.41

-0.47

SQQQ vs. YQQQ - Sharpe Ratio Comparison

The current SQQQ Sharpe Ratio is -0.84, which is lower than the YQQQ Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of SQQQ and YQQQ, 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


SQQQYQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

-0.42

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.85

-0.17

-0.67

Correlation

The correlation between SQQQ and YQQQ is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SQQQ vs. YQQQ - Dividend Comparison

SQQQ's dividend yield for the trailing twelve months is around 5.99%, less than YQQQ's 27.65% yield.


TTM202520242023202220212020201920182017
SQQQ
ProShares UltraPro Short QQQ
5.99%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%
YQQQ
YieldMax Short N100 Option Income Strategy ETF
27.65%31.71%7.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SQQQ vs. YQQQ - Drawdown Comparison

The maximum SQQQ drawdown since its inception was -100.00%, which is greater than YQQQ's maximum drawdown of -24.85%. Use the drawdown chart below to compare losses from any high point for SQQQ and YQQQ.


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Drawdown Indicators


SQQQYQQQDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-24.85%

-75.15%

Max Drawdown (1Y)

Largest decline over 1 year

-75.23%

-24.85%

-50.38%

Max Drawdown (5Y)

Largest decline over 5 years

-95.36%

Max Drawdown (10Y)

Largest decline over 10 years

-99.96%

Current Drawdown

Current decline from peak

-100.00%

-12.77%

-87.23%

Average Drawdown

Average peak-to-trough decline

-92.32%

-13.36%

-78.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

65.40%

18.68%

+46.72%

Volatility

SQQQ vs. YQQQ - Volatility Comparison

ProShares UltraPro Short QQQ (SQQQ) has a higher volatility of 19.98% compared to YieldMax Short N100 Option Income Strategy ETF (YQQQ) at 5.37%. This indicates that SQQQ's price experiences larger fluctuations and is considered to be riskier than YQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SQQQYQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.98%

5.37%

+14.61%

Volatility (6M)

Calculated over the trailing 6-month period

38.23%

9.43%

+28.80%

Volatility (1Y)

Calculated over the trailing 1-year period

67.38%

17.32%

+50.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.65%

16.38%

+50.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.97%

16.38%

+49.59%