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SWN vs. TQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWN and TQQQ 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.


-0.50.00.51.00.3

Performance

SWN vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Southwestern Energy Company (SWN) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
6.65%
11.70%
SWN
TQQQ

Key characteristics

Returns By Period


SWN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

TQQQ

YTD

64.50%

1M

6.77%

6M

10.67%

1Y

71.82%

5Y*

32.06%

10Y*

35.14%

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Risk-Adjusted Performance

SWN vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwestern Energy Company (SWN) and ProShares UltraPro QQQ (TQQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for SWN, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.491.35
The chart of Sortino ratio for SWN, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.931.82
The chart of Omega ratio for SWN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.25
The chart of Calmar ratio for SWN, currently valued at 0.13, compared to the broader market0.002.004.006.000.131.52
The chart of Martin ratio for SWN, currently valued at 1.13, compared to the broader market0.0010.0020.001.135.71
SWN
TQQQ


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.49
1.35
SWN
TQQQ

Dividends

SWN vs. TQQQ - Dividend Comparison

SWN has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.88%.


TTM2023202220212020201920182017201620152014
SWN
Southwestern Energy Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.88%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

SWN vs. TQQQ - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.49%
-11.54%
SWN
TQQQ

Volatility

SWN vs. TQQQ - Volatility Comparison

The current volatility for Southwestern Energy Company (SWN) is 0.00%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 16.00%. This indicates that SWN experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember0
16.00%
SWN
TQQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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