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XYZ vs. PSQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYZ vs. PSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Block, Inc (XYZ) and ProShares Short QQQ (PSQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XYZ achieves a 6.81% return, which is significantly higher than PSQ's -14.02% return. Over the past 10 years, XYZ has outperformed PSQ with an annualized return of 22.83%, while PSQ has yielded a comparatively lower -19.15% annualized return.


XYZ

1D
0.62%
1M
-1.19%
YTD
6.81%
6M
7.37%
1Y
12.91%
3Y*
1.99%
5Y*
-20.53%
10Y*
22.83%

PSQ

1D
-0.65%
1M
-1.75%
YTD
-14.02%
6M
-14.04%
1Y
-24.40%
3Y*
-17.58%
5Y*
-13.78%
10Y*
-19.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYZ vs. PSQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XYZ
Block, Inc
6.81%-23.41%9.88%23.09%-61.09%-25.79%247.89%11.54%61.78%154.37%
PSQ
ProShares Short QQQ
-14.02%-15.51%-15.68%-32.01%36.40%-24.84%-41.23%-27.49%-2.34%-24.77%

Correlation

The correlation between XYZ and PSQ is -0.54, 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

-0.54

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

-0.54

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

-0.64

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

-0.61

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2015

-0.59

The correlation between XYZ and PSQ has been stable across timeframes, ranging from -0.64 to -0.54 - a consistent structural relationship.

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Return for Risk

XYZ vs. PSQ — Risk / Return Rank

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

XYZ
XYZ Risk / Return Rank: 4848
Overall Rank
XYZ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XYZ Sortino Ratio Rank: 4747
Sortino Ratio Rank
XYZ Omega Ratio Rank: 4646
Omega Ratio Rank
XYZ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XYZ Martin Ratio Rank: 4949
Martin Ratio Rank

PSQ
PSQ Risk / Return Rank: 11
Overall Rank
PSQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
PSQ Sortino Ratio Rank: 11
Sortino Ratio Rank
PSQ Omega Ratio Rank: 11
Omega Ratio Rank
PSQ Calmar Ratio Rank: 22
Calmar Ratio Rank
PSQ Martin Ratio Rank: 00
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.

XYZ vs. PSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) and ProShares Short QQQ (PSQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XYZPSQDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.07

0.78

+0.29

Calmar ratioReturn relative to maximum drawdown

0.23

-0.87

+1.10

Martin ratioReturn relative to average drawdown

0.52

-1.81

+2.33

XYZ vs. PSQ - Sharpe Ratio Comparison

The current XYZ Sharpe Ratio is 0.19, which is higher than the PSQ Sharpe Ratio of -1.36. The chart below compares the historical Sharpe Ratios of XYZ and PSQ, 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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Drawdowns

XYZ vs. PSQ - Drawdown Comparison

The maximum XYZ drawdown since its inception was -86.08%, smaller than the maximum PSQ drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for XYZ and PSQ.


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Drawdown Indicators


XYZPSQDifference

Max Drawdown

Largest peak-to-trough decline

-86.08%

-98.26%

+12.18%

Max Drawdown (1Y)

Largest decline over 1 year

-39.48%

-26.86%

-12.62%

Max Drawdown (3Y)

Largest decline over 3 years

-52.96%

-49.65%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-86.08%

-60.91%

-25.17%

Max Drawdown (10Y)

Largest decline over 10 years

-86.08%

-88.98%

+2.90%

Current Drawdown

Current decline from peak

-75.33%

-98.20%

+22.87%

Average Drawdown

Average peak-to-trough decline

-41.05%

-73.99%

+32.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.15%

12.96%

+4.19%

Volatility

XYZ vs. PSQ - Volatility Comparison

Block, Inc (XYZ) has a higher volatility of 12.79% compared to ProShares Short QQQ (PSQ) at 7.39%. This indicates that XYZ's price experiences larger fluctuations and is considered to be riskier than PSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYZPSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.79%

7.39%

+5.40%

Volatility (6M)

Calculated over the trailing 6-month period

35.49%

13.75%

+21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

46.91%

17.23%

+29.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.99%

22.59%

+37.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.70%

22.34%

+34.36%

Dividends

XYZ vs. PSQ - Dividend Comparison

XYZ has not paid dividends to shareholders, while PSQ's dividend yield for the trailing twelve months is around 5.09%.


PositionTTM202520242023202220212020201920182017
PSQ
ProShares Short QQQ
5.09%4.97%7.15%6.01%0.35%0.00%0.31%1.75%0.95%0.02%
XYZ
Block, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XYZ and PSQ have a correlation of -0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XYZ has higher volatility (12.79%) compared to PSQ (7.39%). In terms of maximum drawdown, XYZ dropped -86.08% vs PSQ's -98.26%.

XYZ currently has the higher Sharpe Ratio (0.19 vs -1.36), 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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