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TQQQ.TO vs. CFOU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQQ.TO vs. CFOU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) and BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF (CFOU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TQQQ.TO achieves a 38.31% return, which is significantly lower than CFOU.TO's 43.47% return.


TQQQ.TO

1D
-10.09%
1M
-4.73%
YTD
38.31%
6M
32.51%
1Y
93.21%
3Y*
5Y*
10Y*

CFOU.TO

1D
0.72%
1M
14.74%
YTD
43.47%
6M
42.96%
1Y
116.89%
3Y*
67.86%
5Y*
32.56%
10Y*
25.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQQ.TO vs. CFOU.TO - Yearly Performance Comparison


Correlation

The correlation between TQQQ.TO and CFOU.TO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.52

The correlation between TQQQ.TO and CFOU.TO has been stable across timeframes, ranging from 0.51 to 0.52 - a consistent structural relationship.

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Return for Risk

TQQQ.TO vs. CFOU.TO — Risk / Return Rank

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

TQQQ.TO
TQQQ.TO Risk / Return Rank: 5151
Overall Rank
TQQQ.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TQQQ.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
TQQQ.TO Omega Ratio Rank: 4949
Omega Ratio Rank
TQQQ.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
TQQQ.TO Martin Ratio Rank: 4848
Martin Ratio Rank

CFOU.TO
CFOU.TO Risk / Return Rank: 9696
Overall Rank
CFOU.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CFOU.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
CFOU.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CFOU.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CFOU.TO Martin Ratio Rank: 9696
Martin Ratio Rank
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.

TQQQ.TO vs. CFOU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) and BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF (CFOU.TO). 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.


TQQQ.TOCFOU.TODifference
Sharpe ratioReturn per unit of total volatility

-2.93

Sortino ratioReturn per unit of downside risk

-3.17

Omega ratioGain probability vs. loss probability

1.29

1.70

-0.41

Calmar ratioReturn relative to maximum drawdown

2.46

7.31

-4.85

Martin ratioReturn relative to average drawdown

7.67

29.91

-22.24

TQQQ.TO vs. CFOU.TO - Sharpe Ratio Comparison

The current TQQQ.TO Sharpe Ratio is 1.76, which is lower than the CFOU.TO Sharpe Ratio of 4.69. The chart below compares the historical Sharpe Ratios of TQQQ.TO and CFOU.TO, 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

TQQQ.TO vs. CFOU.TO - Drawdown Comparison

The maximum TQQQ.TO drawdown since its inception was -38.15%, smaller than the maximum CFOU.TO drawdown of -86.23%. Use the drawdown chart below to compare losses from any high point for TQQQ.TO and CFOU.TO.


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Drawdown Indicators


TQQQ.TOCFOU.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.15%

-86.23%

+48.08%

Max Drawdown (1Y)

Largest decline over 1 year

-38.15%

-16.08%

-22.07%

Max Drawdown (3Y)

Largest decline over 3 years

-24.95%

Max Drawdown (5Y)

Largest decline over 5 years

-45.23%

Max Drawdown (10Y)

Largest decline over 10 years

-67.30%

Current Drawdown

Current decline from peak

-14.99%

0.00%

-14.99%

Average Drawdown

Average peak-to-trough decline

-8.56%

-22.38%

+13.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

3.92%

+8.28%

Volatility

TQQQ.TO vs. CFOU.TO - Volatility Comparison

BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF (TQQQ.TO) has a higher volatility of 27.08% compared to BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF (CFOU.TO) at 7.12%. This indicates that TQQQ.TO's price experiences larger fluctuations and is considered to be riskier than CFOU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQQQ.TOCFOU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

27.08%

7.12%

+19.96%

Volatility (6M)

Calculated over the trailing 6-month period

43.38%

20.96%

+22.42%

Volatility (1Y)

Calculated over the trailing 1-year period

53.25%

25.07%

+28.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.03%

27.61%

+25.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.03%

33.82%

+19.21%

Dividends

TQQQ.TO vs. CFOU.TO - Dividend Comparison

Neither TQQQ.TO nor CFOU.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TQQQ.TO and CFOU.TO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ.TO is categorized as Nasdaq-100, while CFOU.TO is Leveraged Equities. TQQQ.TO tracks Nasdaq-100 Index, while CFOU.TO tracks S&P/TSX Capped Financials Index.

Portfolio Optimizer

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