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TTT vs. SQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TTTSQQQ
YTD Return13.97%-21.50%
1Y Return25.06%-66.86%
3Y Return (Ann)21.81%-45.10%
5Y Return (Ann)-1.74%-59.32%
10Y Return (Ann)-11.98%-53.12%
Sharpe Ratio0.49-1.38
Daily Std Dev50.55%48.12%
Max Drawdown-94.00%-100.00%
Current Drawdown-80.58%-100.00%

Correlation

-0.17
-1.001.00

The correlation between TTT and SQQQ is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

TTT vs. SQQQ - Performance Comparison

In the year-to-date period, TTT achieves a 13.97% return, which is significantly higher than SQQQ's -21.50% return. Over the past 10 years, TTT has outperformed SQQQ with an annualized return of -11.98%, while SQQQ has yielded a comparatively lower -53.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%OctoberNovemberDecember2024FebruaryMarch
-78.99%
-99.98%
TTT
SQQQ

Compare stocks, funds, or ETFs


UltraPro Short 20+ Year Treasury

ProShares UltraPro Short QQQ

TTT vs. SQQQ - Expense Ratio Comparison

Both TTT and SQQQ have an expense ratio of 0.95%.

TTT
UltraPro Short 20+ Year Treasury
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

TTT vs. SQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UltraPro Short 20+ Year Treasury (TTT) and ProShares UltraPro Short QQQ (SQQQ). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
TTT
UltraPro Short 20+ Year Treasury
0.49
SQQQ
ProShares UltraPro Short QQQ
-1.38

TTT vs. SQQQ - Sharpe Ratio Comparison

The current TTT Sharpe Ratio is 0.49, which is higher than the SQQQ Sharpe Ratio of -1.38. The chart below compares the 12-month rolling Sharpe Ratio of TTT and SQQQ.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.49
-1.38
TTT
SQQQ

Dividends

TTT vs. SQQQ - Dividend Comparison

TTT's dividend yield for the trailing twelve months is around 13.17%, more than SQQQ's 9.97% yield.


TTM2023202220212020201920182017
TTT
UltraPro Short 20+ Year Treasury
13.17%15.39%0.34%0.00%0.29%1.88%0.44%0.00%
SQQQ
ProShares UltraPro Short QQQ
9.97%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

TTT vs. SQQQ - Drawdown Comparison

The maximum TTT drawdown since its inception was -94.00%, smaller than the maximum SQQQ drawdown of -100.00%. The drawdown chart below compares losses from any high point along the way for TTT and SQQQ


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%OctoberNovemberDecember2024FebruaryMarch
-80.58%
-99.99%
TTT
SQQQ

Volatility

TTT vs. SQQQ - Volatility Comparison

The current volatility for UltraPro Short 20+ Year Treasury (TTT) is 9.51%, while ProShares UltraPro Short QQQ (SQQQ) has a volatility of 13.09%. This indicates that TTT experiences smaller price fluctuations and is considered to be less risky than SQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%22.00%OctoberNovemberDecember2024FebruaryMarch
9.51%
13.09%
TTT
SQQQ