SSUN.F vs. QLD
Compare and contrast key facts about Samsung Electronics Co., Ltd. (SSUN.F) and ProShares Ultra QQQ (QLD).
QLD is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (200%). It was launched on Jun 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSUN.F or QLD.
Key characteristics
SSUN.F | QLD | |
---|---|---|
YTD Return | 1.68% | 17.76% |
1Y Return | 12.26% | 66.03% |
3Y Return (Ann) | -6.46% | 14.92% |
5Y Return (Ann) | 12.74% | 31.32% |
10Y Return (Ann) | 10.60% | 30.90% |
Sharpe Ratio | 0.34 | 2.21 |
Daily Std Dev | 24.13% | 32.53% |
Max Drawdown | -86.06% | -83.13% |
Current Drawdown | -27.61% | -2.46% |
Correlation
The correlation between SSUN.F and QLD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SSUN.F vs. QLD - Performance Comparison
In the year-to-date period, SSUN.F achieves a 1.68% return, which is significantly lower than QLD's 17.76% return. Over the past 10 years, SSUN.F has underperformed QLD with an annualized return of 10.60%, while QLD has yielded a comparatively higher 30.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SSUN.F vs. QLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co., Ltd. (SSUN.F) and ProShares Ultra QQQ (QLD). 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
SSUN.F vs. QLD - Dividend Comparison
SSUN.F's dividend yield for the trailing twelve months is around 1.26%, more than QLD's 0.35% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Samsung Electronics Co., Ltd. | 1.26% | 1.90% | 2.95% | 2.31% | 4.82% | 4.14% | 5.11% | 2.37% | 2.25% | 2.16% | 2.38% | 1.98% |
ProShares Ultra QQQ | 0.35% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.24% | 0.11% | 0.19% | 0.13% |
Drawdowns
SSUN.F vs. QLD - Drawdown Comparison
The maximum SSUN.F drawdown since its inception was -86.06%, roughly equal to the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for SSUN.F and QLD. For additional features, visit the drawdowns tool.
Volatility
SSUN.F vs. QLD - Volatility Comparison
The current volatility for Samsung Electronics Co., Ltd. (SSUN.F) is 5.35%, while ProShares Ultra QQQ (QLD) has a volatility of 9.70%. This indicates that SSUN.F experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.