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TQQQ vs. EUO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQQ vs. EUO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro QQQ (TQQQ) and ProShares UltraShort Euro (EUO). 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 achieves a 38.79% return, which is significantly higher than EUO's 6.00% return. Over the past 10 years, TQQQ has outperformed EUO with an annualized return of 42.84%, while EUO has yielded a comparatively lower 2.59% annualized return.


TQQQ

1D
-14.28%
1M
-4.23%
YTD
38.79%
6M
30.51%
1Y
98.25%
3Y*
60.11%
5Y*
24.09%
10Y*
42.84%

EUO

1D
1.59%
1M
4.89%
YTD
6.00%
6M
4.49%
1Y
2.63%
3Y*
-0.21%
5Y*
5.83%
10Y*
2.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQQ vs. EUO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TQQQ
ProShares UltraPro QQQ
38.79%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%
EUO
ProShares UltraShort Euro
6.00%-18.87%19.79%-1.02%13.88%14.83%-15.97%10.51%14.39%-21.71%

Correlation

The correlation between TQQQ and EUO is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.25

Correlation (3Y)
Calculated over the trailing 3-year period

-0.19

Correlation (5Y)
Calculated over the trailing 5-year period

-0.24

Correlation (10Y)
Calculated over the trailing 10-year period

-0.15

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2010

-0.17

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Return for Risk

TQQQ vs. EUO — Risk / Return Rank

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

TQQQ
TQQQ Risk / Return Rank: 5656
Overall Rank
TQQQ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5050
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5454
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5858
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 5454
Martin Ratio Rank

EUO
EUO Risk / Return Rank: 1313
Overall Rank
EUO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EUO Sortino Ratio Rank: 1212
Sortino Ratio Rank
EUO Omega Ratio Rank: 1212
Omega Ratio Rank
EUO Calmar Ratio Rank: 1414
Calmar Ratio Rank
EUO Martin Ratio Rank: 1414
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 vs. EUO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro QQQ (TQQQ) and ProShares UltraShort Euro (EUO). 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.


TQQQEUODifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.33

1.06

+0.27

Calmar ratioReturn relative to maximum drawdown

2.83

0.42

+2.41

Martin ratioReturn relative to average drawdown

9.20

0.91

+8.29

TQQQ vs. EUO - Sharpe Ratio Comparison

The current TQQQ Sharpe Ratio is 2.10, which is higher than the EUO Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of TQQQ and EUO, 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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Sharpe Ratios by Period


TQQQEUODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.27

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.38

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.17

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.06

+0.65

Drawdowns

TQQQ vs. EUO - Drawdown Comparison

The maximum TQQQ drawdown since its inception was -81.66%, which is greater than EUO's maximum drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for TQQQ and EUO.


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Drawdown Indicators


TQQQEUODifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-38.58%

-43.08%

Max Drawdown (1Y)

Largest decline over 1 year

-36.97%

-8.05%

-28.92%

Max Drawdown (3Y)

Largest decline over 3 years

-58.04%

-24.46%

-33.58%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

-25.28%

-56.38%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

-29.61%

-52.05%

Current Drawdown

Current decline from peak

-16.25%

-17.30%

+1.05%

Average Drawdown

Average peak-to-trough decline

-18.52%

-18.50%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

3.71%

+7.62%

Volatility

TQQQ vs. EUO - Volatility Comparison

ProShares UltraPro QQQ (TQQQ) has a higher volatility of 20.42% compared to ProShares UltraShort Euro (EUO) at 2.73%. This indicates that TQQQ's price experiences larger fluctuations and is considered to be riskier than EUO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQQQEUODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.42%

2.73%

+17.69%

Volatility (6M)

Calculated over the trailing 6-month period

39.33%

8.81%

+30.52%

Volatility (1Y)

Calculated over the trailing 1-year period

49.81%

12.68%

+37.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.79%

15.56%

+51.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.11%

14.88%

+51.23%

TQQQ vs. EUO - Expense Ratio Comparison

TQQQ has a 0.95% expense ratio, which is lower than EUO's 0.99% expense ratio.


Dividends

TQQQ vs. EUO - Dividend Comparison

TQQQ's dividend yield for the trailing twelve months is around 0.43%, while EUO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUO
ProShares UltraShort Euro
0.00%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
0.43%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions


TQQQ and EUO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (20.42%) compared to EUO (2.73%). In terms of maximum drawdown, TQQQ dropped -81.66% vs EUO's -38.58%.

On 10-year performance, TQQQ leads with 42.84% vs 2.59% for EUO. On fees, TQQQ is cheaper at 0.95% per year. On volatility, EUO has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TQQQ has performed better with a 42.84% return vs 2.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TQQQ is cheaper with a 0.95% expense ratio, compared with 0.99% for EUO.

TQQQ has the higher dividend yield at 0.43%, compared with 0.00% for EUO.

TQQQ is categorized as Leveraged Equities, while EUO is Leveraged Currency. TQQQ tracks NASDAQ-100 Index (300%), while EUO tracks USD/EUR Exchange Rate (-200%). Their fees differ too: 0.95% for TQQQ and 0.99% for EUO.

TQQQ currently has the higher Sharpe Ratio (2.10 vs 0.27), 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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