SUPV vs. QLD

Last updated Jul 14, 2026

SUPV (Grupo Supervielle S.A.) is a stock, while QLD (ProShares Ultra QQQ) is Leveraged Equities fund tracking the NASDAQ-100 Index (200%). Over the past 10 years, SUPV returned -2.16%/yr vs 34.28%/yr for QLD. At a 0.27 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, SUPV achieves a -19.37% return, which is significantly lower than QLD's 28.12% return. Over the past 10 years, SUPV has underperformed QLD with an annualized return of -2.16%, while QLD has yielded a comparatively higher 34.28% annualized return.

SUPV

• 1D: -3.44%
• 1M: -13.36%
• 6M: -18.27%
• YTD: -19.37%
• 1Y: -3.35%
• 3Y*: 49.19%
• 5Y*: 38.21%
• 10Y*: -2.16%

QLD

• 1D: -3.81%
• 1M: -3.42%
• 6M: 23.12%
• YTD: 28.12%
• 1Y: 52.34%
• 3Y*: 39.12%
• 5Y*: 19.39%
• 10Y*: 34.28%

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

SUPV vs. QLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUPV Grupo Supervielle S.A.	-19.37%	-20.75%	281.41%	87.96%	11.80%	-6.59%	-41.46%	-57.01%	-70.23%	124.27%
QLD ProShares Ultra QQQ	28.12%	30.36%	42.82%	117.72%	-60.52%	54.67%	88.90%	81.69%	-8.31%	70.34%

Correlation

The correlation between SUPV and QLD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since May 19, 2016	0.27

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: 46
SUPV Sharpe Ratio Rank: 43
SUPV Sortino Ratio Rank: 53
SUPV Omega Ratio Rank: 50
SUPV Calmar Ratio Rank: 43
SUPV Martin Ratio Rank: 43

QLD

QLD Risk / Return Rank: 50
QLD Sharpe Ratio Rank: 52
QLD Sortino Ratio Rank: 47
QLD Omega Ratio Rank: 48
QLD Calmar Ratio Rank: 52
QLD Martin Ratio Rank: 51

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SUPV	QLD	Difference
Sharpe ratio: Return per unit of total volatility	-0.04	1.42	-1.46
Sortino ratio: Return per unit of downside risk	0.74	1.90	-1.17
Omega ratio: Gain probability vs. loss probability	1.08	1.25	-0.17
Calmar ratio: Return relative to maximum drawdown	-0.06	2.09	-2.15
Martin ratio: Return relative to average drawdown	-0.12	6.85	-6.97

SUPV vs. QLD - Sharpe Ratio Comparison

The current SUPV Sharpe Ratio is -0.04, which is lower than the QLD Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SUPV and QLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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	-59.91%	-25.13%	-34.78%
Max Drawdown (3Y) Largest decline over 3 years	-75.20%	-42.29%	-32.91%
Max Drawdown (5Y) Largest decline over 5 years	-75.20%	-63.68%	-11.52%
Max Drawdown (10Y) Largest decline over 10 years	-95.98%	-63.68%	-32.30%
Current Drawdown Current decline from peak	-68.17%	-10.29%	-57.88%
Average Drawdown Average peak-to-trough decline	-66.96%	-18.11%	-48.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.20%	7.66%	+20.54%

Volatility

SUPV vs. QLD - Volatility Comparison

Grupo Supervielle S.A. (SUPV) has a higher volatility of 22.23% compared to ProShares Ultra QQQ (QLD) at 17.17%. 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	22.23%	17.17%	+5.06%
Volatility (6M) Calculated over the trailing 6-month period	47.86%	30.63%	+17.23%
Volatility (1Y) Calculated over the trailing 1-year period	96.04%	37.07%	+58.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.61%	45.56%	+26.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.58%	44.86%	+27.72%

Dividends

SUPV vs. QLD - Dividend Comparison

SUPV has not paid dividends to shareholders, while QLD's dividend yield for the trailing twelve months is around 0.13%.

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

Frequently Asked Questions

Can I hold both SUPV and QLD in my portfolio?

SUPV and QLD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUPV or QLD?

SUPV has higher volatility (22.23%) compared to QLD (17.17%). In terms of maximum drawdown, SUPV dropped -95.98% vs QLD's -83.13%.

Which has better risk-adjusted returns?

QLD currently has the higher Sharpe Ratio (1.42 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.