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^DJUS vs. TQQQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJUS and TQQQ is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

^DJUS vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Index (^DJUS) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^DJUS:

0.65

TQQQ:

0.18

Sortino Ratio

^DJUS:

0.99

TQQQ:

0.68

Omega Ratio

^DJUS:

1.14

TQQQ:

1.09

Calmar Ratio

^DJUS:

0.63

TQQQ:

0.13

Martin Ratio

^DJUS:

2.36

TQQQ:

0.33

Ulcer Index

^DJUS:

5.20%

TQQQ:

22.59%

Daily Std Dev

^DJUS:

20.02%

TQQQ:

75.89%

Max Drawdown

^DJUS:

-56.62%

TQQQ:

-81.66%

Current Drawdown

^DJUS:

-4.05%

TQQQ:

-24.49%

Returns By Period

In the year-to-date period, ^DJUS achieves a 0.39% return, which is significantly higher than TQQQ's -11.28% return. Over the past 10 years, ^DJUS has underperformed TQQQ with an annualized return of 10.46%, while TQQQ has yielded a comparatively higher 31.28% annualized return.


^DJUS

YTD

0.39%

1M

5.64%

6M

-2.52%

1Y

12.07%

3Y*

12.49%

5Y*

13.84%

10Y*

10.46%

TQQQ

YTD

-11.28%

1M

23.30%

6M

-11.83%

1Y

13.44%

3Y*

30.10%

5Y*

28.60%

10Y*

31.28%

*Annualized

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Dow Jones U.S. Index

ProShares UltraPro QQQ

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^DJUS vs. TQQQ — Risk-Adjusted Performance Rank

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

^DJUS
The Risk-Adjusted Performance Rank of ^DJUS is 6767
Overall Rank
The Sharpe Ratio Rank of ^DJUS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUS is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUS is 7272
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 2727
Overall Rank
The Sharpe Ratio Rank of TQQQ is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 3737
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 2222
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DJUS vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and ProShares UltraPro QQQ (TQQQ). 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.


The current ^DJUS Sharpe Ratio is 0.65, which is higher than the TQQQ Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ^DJUS and TQQQ, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^DJUS vs. TQQQ - Drawdown Comparison

The maximum ^DJUS drawdown since its inception was -56.62%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for ^DJUS and TQQQ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^DJUS vs. TQQQ - Volatility Comparison

The current volatility for Dow Jones U.S. Index (^DJUS) is 4.85%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 16.41%. This indicates that ^DJUS experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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