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

Performance

TQQQ.TO vs. QQCC.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 Global X NASDAQ-100 Covered Call ETF (QQCC.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, TQQQ.TO achieves a -21.77% return, which is significantly lower than QQCC.TO's -3.61% return.


TQQQ.TO

1D
10.02%
1M
-16.10%
YTD
-21.77%
6M
-20.84%
1Y
3Y*
5Y*
10Y*

QQCC.TO

1D
1.82%
1M
-3.14%
YTD
-3.61%
6M
-1.75%
1Y
15.14%
3Y*
18.64%
5Y*
12.76%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TQQQ.TO vs. QQCC.TO - Expense Ratio Comparison


Return for Risk

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

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

TQQQ.TO

QQCC.TO
QQCC.TO Risk / Return Rank: 4848
Overall Rank
QQCC.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QQCC.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
QQCC.TO Omega Ratio Rank: 5151
Omega Ratio Rank
QQCC.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
QQCC.TO Martin Ratio Rank: 5454
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. QQCC.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 Global X NASDAQ-100 Covered Call ETF (QQCC.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


TQQQ.TOQQCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

-0.00

+0.29

Correlation

The correlation between TQQQ.TO and QQCC.TO is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TQQQ.TO vs. QQCC.TO - Dividend Comparison

TQQQ.TO has not paid dividends to shareholders, while QQCC.TO's dividend yield for the trailing twelve months is around 11.12%.


TTM20252024202320222021202020192018201720162015
TQQQ.TO
BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
11.12%11.27%9.89%11.85%11.04%5.15%5.84%6.31%7.90%6.01%6.73%8.89%

Drawdowns

TQQQ.TO vs. QQCC.TO - Drawdown Comparison

The maximum TQQQ.TO drawdown since its inception was -38.15%, smaller than the maximum QQCC.TO drawdown of -100.13%. Use the drawdown chart below to compare losses from any high point for TQQQ.TO and QQCC.TO.


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Drawdown Indicators


TQQQ.TOQQCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.15%

-100.13%

+61.98%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-31.96%

-100.00%

+68.04%

Average Drawdown

Average peak-to-trough decline

-8.95%

-99.78%

+90.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

Volatility

TQQQ.TO vs. QQCC.TO - Volatility Comparison


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Volatility by Period


TQQQ.TOQQCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

47.10%

20.26%

+26.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.10%

17.51%

+29.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.10%

17.30%

+29.80%