SUPV vs. QLD

Last updated Apr 1, 2026

Compare and contrast key facts about Grupo Supervielle S.A. (SUPV) 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.

Performance

SUPV vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Supervielle S.A. (SUPV) and ProShares Ultra QQQ (QLD). The values are adjusted to include any dividend payments, if applicable.

SUPV vs. QLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUPV Grupo Supervielle S.A.	-20.22%	-20.75%	281.41%	87.96%	11.80%	-6.59%	-41.46%	-57.01%	-70.23%	124.27%
QLD ProShares Ultra QQQ	-13.35%	30.36%	42.82%	117.72%	-60.52%	54.67%	88.90%	81.69%	-8.31%	70.34%

Returns By Period

In the year-to-date period, SUPV achieves a -20.22% return, which is significantly lower than QLD's -13.35% return.

SUPV

• 1D: 12.00%
• 1M: 0.75%
• YTD: -20.22%
• 6M: 90.51%
• 1Y: -26.85%
• 3Y*: 63.26%
• 5Y*: 41.97%
• 10Y*: —

QLD

• 1D: 6.72%
• 1M: -10.26%
• YTD: -13.35%
• 6M: -11.03%
• 1Y: 37.53%
• 3Y*: 35.41%
• 5Y*: 15.27%
• 10Y*: 29.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SUPV vs. QLD — Risk / Return Rank

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

SUPV

SUPV Risk / Return Rank: 31
SUPV Sharpe Ratio Rank: 29
SUPV Sortino Ratio Rank: 36
SUPV Omega Ratio Rank: 35
SUPV Calmar Ratio Rank: 28
SUPV Martin Ratio Rank: 29

QLD

QLD Risk / Return Rank: 57
QLD Sharpe Ratio Rank: 51
QLD Sortino Ratio Rank: 59
QLD Omega Ratio Rank: 58
QLD Calmar Ratio Rank: 63
QLD Martin Ratio Rank: 55

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.

SUPV vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Supervielle S.A. (SUPV) 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.

	SUPV	QLD	Difference
Sharpe ratio Return per unit of total volatility	-0.28	0.84	-1.12
Sortino ratio Return per unit of downside risk	0.23	1.43	-1.20
Omega ratio Gain probability vs. loss probability	1.03	1.20	-0.18
Calmar ratio Return relative to maximum drawdown	-0.42	1.49	-1.91
Martin ratio Return relative to average drawdown	-0.77	4.88	-5.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUPV vs. QLD - Sharpe Ratio Comparison

The current SUPV Sharpe Ratio is -0.28, which is lower than the QLD Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SUPV and QLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SUPV	QLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	0.84	-1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.34	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.53	-0.54

Correlation

The correlation between SUPV and QLD is 0.27, 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.

Dividends

SUPV vs. QLD - Dividend Comparison

SUPV's dividend yield for the trailing twelve months is around 2.14%, more than QLD's 0.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SUPV Grupo Supervielle S.A.	2.14%	1.71%	1.12%	0.00%	0.71%	1.36%	1.79%	2.03%	1.32%	0.30%	0.00%	0.00%
QLD ProShares Ultra QQQ	0.19%	0.17%	0.25%	0.33%	0.31%	0.00%	0.00%	0.13%	0.06%	0.02%	0.21%	0.11%

Drawdowns

SUPV vs. QLD - Drawdown Comparison

The maximum SUPV drawdown since its inception was -95.98%, which is greater than QLD's maximum drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for SUPV and QLD.

Drawdown Indicators

	SUPV	QLD	Difference
Max Drawdown Largest peak-to-trough decline	-95.98%	-83.13%	-12.85%
Max Drawdown (1Y) Largest decline over 1 year	-71.51%	-25.13%	-46.38%
Max Drawdown (5Y) Largest decline over 5 years	-75.20%	-63.68%	-11.52%
Max Drawdown (10Y) Largest decline over 10 years	—	-63.68%	—
Current Drawdown Current decline from peak	-68.50%	-20.10%	-48.40%
Average Drawdown Average peak-to-trough decline	-66.93%	-18.30%	-48.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.12%	7.67%	+31.45%

Volatility

SUPV vs. QLD - Volatility Comparison

Grupo Supervielle S.A. (SUPV) has a higher volatility of 22.17% compared to ProShares Ultra QQQ (QLD) at 12.96%. This indicates that SUPV's price experiences larger fluctuations and is considered to be riskier than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUPV	QLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.17%	12.96%	+9.21%
Volatility (6M) Calculated over the trailing 6-month period	69.42%	25.55%	+43.87%
Volatility (1Y) Calculated over the trailing 1-year period	97.53%	44.91%	+52.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.73%	44.77%	+25.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.28%	44.47%	+27.81%