TAL vs. SQQQ
Compare and contrast key facts about TAL Education Group (TAL) and ProShares UltraPro Short QQQ (SQQQ).
SQQQ is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (-300%). It was launched on Feb 9, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAL or SQQQ.
Performance
TAL vs. SQQQ - Performance Comparison
Returns By Period
In the year-to-date period, TAL achieves a -22.09% return, which is significantly higher than SQQQ's -45.78% return. Over the past 10 years, TAL has outperformed SQQQ with an annualized return of 6.37%, while SQQQ has yielded a comparatively lower -51.95% annualized return.
TAL
-22.09%
-3.43%
-23.90%
3.58%
-26.07%
6.37%
SQQQ
-45.78%
-3.47%
-27.95%
-54.25%
-58.82%
-51.95%
Key characteristics
| TAL | SQQQ | |
|---|---|---|
| Sharpe Ratio | 0.04 | -1.04 |
| Sortino Ratio | 0.55 | -1.73 |
| Omega Ratio | 1.06 | 0.81 |
| Calmar Ratio | 0.03 | -0.54 |
| Martin Ratio | 0.09 | -1.41 |
| Ulcer Index | 26.75% | 38.48% |
| Daily Std Dev | 63.26% | 52.20% |
| Max Drawdown | -98.06% | -100.00% |
| Current Drawdown | -89.08% | -100.00% |
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Correlation
The correlation between TAL and SQQQ is -0.29. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
TAL vs. SQQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TAL Education Group (TAL) and ProShares UltraPro Short QQQ (SQQQ). 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
TAL vs. SQQQ - Dividend Comparison
TAL has not paid dividends to shareholders, while SQQQ's dividend yield for the trailing twelve months is around 9.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
TAL TAL Education Group | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.28% |
SQQQ ProShares UltraPro Short QQQ | 9.08% | 8.01% | 0.06% | 0.00% | 2.15% | 2.92% | 1.47% | 0.14% |
Drawdowns
TAL vs. SQQQ - Drawdown Comparison
The maximum TAL drawdown since its inception was -98.06%, roughly equal to the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TAL and SQQQ. For additional features, visit the drawdowns tool.
Volatility
TAL vs. SQQQ - Volatility Comparison
TAL Education Group (TAL) has a higher volatility of 19.77% compared to ProShares UltraPro Short QQQ (SQQQ) at 16.81%. This indicates that TAL's price experiences larger fluctuations and is considered to be riskier than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.