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TQQQ vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQQ vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro QQQ (TQQQ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 64.46% return, which is significantly higher than UVXY's -19.06% return. Over the past 10 years, TQQQ has outperformed UVXY with an annualized return of 45.33%, while UVXY has yielded a comparatively lower -72.67% annualized return.


TQQQ

1D
-0.76%
1M
33.35%
YTD
64.46%
6M
55.93%
1Y
137.89%
3Y*
69.49%
5Y*
28.37%
10Y*
45.33%

UVXY

1D
-0.24%
1M
-22.10%
YTD
-19.06%
6M
-37.37%
1Y
-72.91%
3Y*
-64.55%
5Y*
-67.90%
10Y*
-72.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQQ vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TQQQ
ProShares UltraPro QQQ
64.46%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-19.06%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between TQQQ and UVXY is -0.66, 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

-0.66

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

-0.67

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

-0.68

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

-0.69

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

-0.70

The correlation between TQQQ and UVXY has been stable across timeframes, ranging from -0.70 to -0.66 - a consistent structural relationship.

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Return for Risk

TQQQ vs. UVXY — Risk / Return Rank

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

TQQQ
TQQQ Risk / Return Rank: 7171
Overall Rank
TQQQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6565
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 7373
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 6666
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro QQQ (TQQQ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


TQQQUVXYDifference
Sharpe ratioReturn per unit of total volatility

+3.78

Sortino ratioReturn per unit of downside risk

+4.69

Omega ratioGain probability vs. loss probability

1.40

0.82

+0.59

Calmar ratioReturn relative to maximum drawdown

3.75

-0.97

+4.72

Martin ratioReturn relative to average drawdown

12.27

-1.31

+13.58

TQQQ vs. UVXY - Sharpe Ratio Comparison

The current TQQQ Sharpe Ratio is 2.92, which is higher than the UVXY Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of TQQQ and UVXY, 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


TQQQUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

-0.87

+3.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.66

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

-0.64

+1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

-0.68

+1.42

Drawdowns

TQQQ vs. UVXY - Drawdown Comparison

The maximum TQQQ drawdown since its inception was -81.66%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TQQQ and UVXY.


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Drawdown Indicators


TQQQUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-81.66%

-100.00%

+18.34%

Max Drawdown (1Y)

Largest decline over 1 year

-36.97%

-75.22%

+38.25%

Max Drawdown (3Y)

Largest decline over 3 years

-58.04%

-95.45%

+37.41%

Max Drawdown (5Y)

Largest decline over 5 years

-81.66%

-99.68%

+18.02%

Max Drawdown (10Y)

Largest decline over 10 years

-81.66%

-100.00%

+18.34%

Current Drawdown

Current decline from peak

-0.76%

-100.00%

+99.24%

Average Drawdown

Average peak-to-trough decline

-18.52%

-98.55%

+80.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.28%

55.63%

-44.35%

Volatility

TQQQ vs. UVXY - Volatility Comparison

ProShares UltraPro QQQ (TQQQ) has a higher volatility of 13.29% compared to ProShares Ultra VIX Short-Term Futures ETF (UVXY) at 11.77%. This indicates that TQQQ's price experiences larger fluctuations and is considered to be riskier than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQQQUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.29%

11.77%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

36.04%

62.64%

-26.60%

Volatility (1Y)

Calculated over the trailing 1-year period

47.60%

84.42%

-36.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.53%

103.85%

-37.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.96%

113.82%

-47.86%

TQQQ vs. UVXY - Expense Ratio Comparison

Both TQQQ and UVXY have an expense ratio of 0.95%.


Dividends

TQQQ vs. UVXY - Dividend Comparison

TQQQ's dividend yield for the trailing twelve months is around 0.36%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TQQQ
ProShares UltraPro QQQ
0.36%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%
UVXY
ProShares Ultra VIX Short-Term Futures 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%

Frequently Asked Questions


TQQQ and UVXY have a correlation of -0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (13.29%) compared to UVXY (11.77%). In terms of maximum drawdown, TQQQ dropped -81.66% vs UVXY's -100.00%.

On 10-year performance, TQQQ leads with 45.33% vs -72.67% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, UVXY has been the lower-risk option at 11.77%. 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 45.33% return vs -72.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TQQQ and UVXY have the same expense ratio: 0.95% per year.

TQQQ has the higher dividend yield at 0.36%, compared with 0.00% for UVXY.

TQQQ is categorized as Leveraged Equities, while UVXY is Volatility. TQQQ tracks NASDAQ-100 Index (300%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

TQQQ currently has the higher Sharpe Ratio (2.92 vs -0.87), 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.

Portfolio Optimizer

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