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TNET vs. QLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TNET vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TriNet Group, Inc. (TNET) and ProShares Ultra QQQ (QLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TNET achieves a 13.41% return, which is significantly lower than QLD's 18.94% return. Over the past 10 years, TNET has underperformed QLD with an annualized return of 12.59%, while QLD has yielded a comparatively higher 32.56% annualized return.


TNET

1D
-8.15%
1M
19.24%
6M
9.00%
YTD
13.41%
1Y
6.38%
3Y*
-13.17%
5Y*
-3.77%
10Y*
12.59%
ALL TIME*
11.19%

QLD

1D
1.20%
1M
-7.66%
6M
16.78%
YTD
18.94%
1Y
42.18%
3Y*
35.01%
5Y*
17.45%
10Y*
32.56%
ALL TIME*
24.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$408.78M$399.91M$439.78M
$30.15M$23.46M$20.18M

TNET vs. QLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNET
TriNet Group, Inc.
13.41%-33.93%-23.14%75.41%-28.83%18.19%42.38%34.95%-5.39%73.07%
QLD
ProShares Ultra QQQ
18.94%30.36%42.82%117.72%-60.52%54.67%88.90%81.69%-8.31%70.34%

Correlation

The correlation between TNET and QLD is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.08

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (10Y)
Provides a long-term view across more market conditions.

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2014

0.37

The correlation between TNET and QLD shifts across timeframes, from -0.08 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TNET vs. QLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TNET
TNET Risk / Return Rank: 4343
Overall Rank
TNET Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TNET Sortino Ratio Rank: 4141
Sortino Ratio Rank
TNET Omega Ratio Rank: 4141
Omega Ratio Rank
TNET Calmar Ratio Rank: 4545
Calmar Ratio Rank
TNET Martin Ratio Rank: 4444
Martin Ratio Rank

QLD
QLD Risk / Return Rank: 3939
Overall Rank
QLD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
QLD Sortino Ratio Rank: 3939
Sortino Ratio Rank
QLD Omega Ratio Rank: 3838
Omega Ratio Rank
QLD Calmar Ratio Rank: 4141
Calmar Ratio Rank
QLD Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TNET vs. QLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TriNet Group, Inc. (TNET) 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.


TNETQLDDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.04

1.18

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.01

1.46

-1.47

Martin ratioReturn relative to average drawdown

-0.02

4.32

-4.35

TNET vs. QLD - Sharpe Ratio Comparison

The current TNET Sharpe Ratio is -0.01, which is lower than the QLD Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of TNET 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.


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Drawdowns

TNET vs. QLD - Drawdown Comparison

The maximum TNET drawdown since its inception was -74.04%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for TNET and QLD.


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Drawdown Indicators


TNETQLDDifference

Max Drawdown

Largest peak-to-trough decline

-74.04%

-83.13%

+9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-52.85%

-25.13%

-27.72%

Max Drawdown (3Y)

Largest decline over 3 years

-74.04%

-42.29%

-31.75%

Max Drawdown (5Y)

Largest decline over 5 years

-74.04%

-63.68%

-10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-74.04%

-63.68%

-10.36%

Current Drawdown

Current decline from peak

-48.82%

-16.72%

-32.10%

Average Drawdown

Average peak-to-trough decline

-23.52%

-18.11%

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.99%

8.47%

+20.52%

Volatility

TNET vs. QLD - Volatility Comparison

TriNet Group, Inc. (TNET) and ProShares Ultra QQQ (QLD) have volatilities of 14.37% and 13.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNETQLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.37%

13.69%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

41.90%

31.99%

+9.91%

Volatility (1Y)

Calculated over the trailing 1-year period

47.96%

38.62%

+9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.38%

45.76%

-8.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.05%

44.97%

-4.92%

Dividends

TNET vs. QLD - Dividend Comparison

TNET's dividend yield for the trailing twelve months is around 1.72%, more than QLD's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
QLD
ProShares Ultra QQQ
0.14%0.17%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.21%0.11%
TNET
TriNet Group, Inc.
1.72%1.82%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TNET and QLD have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNET has higher volatility (14.37%) compared to QLD (13.69%). In terms of maximum drawdown, TNET dropped -74.04% vs QLD's -83.13%.

QLD currently has the higher Sharpe Ratio (0.95 vs -0.01), 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.

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