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UGL vs. SQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UGL vs. SQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Gold (UGL) and ProShares UltraPro Short QQQ (SQQQ). The values are adjusted to include any dividend payments, if applicable.

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UGL vs. SQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGL
ProShares Ultra Gold
14.36%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%
SQQQ
ProShares UltraPro Short QQQ
13.99%-53.05%-49.79%-73.61%82.40%-60.87%-86.40%-65.92%-20.83%-58.67%

Returns By Period

The year-to-date returns for both stocks are quite close, with UGL having a 14.36% return and SQQQ slightly lower at 13.99%. Over the past 10 years, UGL has outperformed SQQQ with an annualized return of 20.61%, while SQQQ has yielded a comparatively lower -52.71% annualized return.


UGL

1D
3.30%
1M
-21.80%
YTD
14.36%
6M
37.39%
1Y
98.00%
3Y*
59.13%
5Y*
35.67%
10Y*
20.61%

SQQQ

1D
-3.78%
1M
10.61%
YTD
13.99%
6M
6.42%
1Y
-56.13%
3Y*
-49.39%
5Y*
-42.70%
10Y*
-52.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UGL vs. SQQQ - Expense Ratio Comparison

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


Return for Risk

UGL vs. SQQQ — Risk / Return Rank

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

UGL
UGL Risk / Return Rank: 8181
Overall Rank
UGL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 7979
Sortino Ratio Rank
UGL Omega Ratio Rank: 7979
Omega Ratio Rank
UGL Calmar Ratio Rank: 8484
Calmar Ratio Rank
UGL Martin Ratio Rank: 7878
Martin Ratio Rank

SQQQ
SQQQ Risk / Return Rank: 22
Overall Rank
SQQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SQQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
SQQQ Omega Ratio Rank: 11
Omega Ratio Rank
SQQQ Calmar Ratio Rank: 11
Calmar Ratio Rank
SQQQ Martin Ratio Rank: 55
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.

UGL vs. SQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Gold (UGL) 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.


UGLSQQQDifference

Sharpe ratio

Return per unit of total volatility

1.78

-0.84

+2.61

Sortino ratio

Return per unit of downside risk

2.11

-1.14

+3.25

Omega ratio

Gain probability vs. loss probability

1.31

0.84

+0.47

Calmar ratio

Return relative to maximum drawdown

2.59

-0.76

+3.35

Martin ratio

Return relative to average drawdown

8.76

-0.87

+9.63

UGL vs. SQQQ - Sharpe Ratio Comparison

The current UGL Sharpe Ratio is 1.78, which is higher than the SQQQ Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of UGL and SQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UGLSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

-0.84

+2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

-0.64

+1.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

-0.80

+1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

-0.85

+1.27

Correlation

The correlation between UGL and SQQQ is -0.03. 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.


Dividends

UGL vs. SQQQ - Dividend Comparison

UGL has not paid dividends to shareholders, while SQQQ's dividend yield for the trailing twelve months is around 5.99%.


TTM202520242023202220212020201920182017
UGL
ProShares Ultra Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ
5.99%9.36%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%

Drawdowns

UGL vs. SQQQ - Drawdown Comparison

The maximum UGL drawdown since its inception was -75.93%, smaller than the maximum SQQQ drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UGL and SQQQ.


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Drawdown Indicators


UGLSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-75.93%

-100.00%

+24.07%

Max Drawdown (1Y)

Largest decline over 1 year

-37.56%

-75.23%

+37.67%

Max Drawdown (5Y)

Largest decline over 5 years

-40.23%

-95.36%

+55.13%

Max Drawdown (10Y)

Largest decline over 10 years

-46.23%

-99.96%

+53.73%

Current Drawdown

Current decline from peak

-25.85%

-100.00%

+74.15%

Average Drawdown

Average peak-to-trough decline

-43.76%

-92.32%

+48.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.11%

65.40%

-54.29%

Volatility

UGL vs. SQQQ - Volatility Comparison

ProShares Ultra Gold (UGL) and ProShares UltraPro Short QQQ (SQQQ) have volatilities of 20.81% and 19.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGLSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.81%

19.98%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

49.09%

38.23%

+10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

55.46%

67.38%

-11.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.70%

66.65%

-30.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.19%

65.97%

-33.78%