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

Correlation

The correlation between ^IMXL and TQQQ is 0.87, 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.


-0.50.00.51.00.9

Performance

^IMXL vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Islamic Market Titans 100 Index (^IMXL) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
3.05%
3.24%
^IMXL
TQQQ

Key characteristics

Sharpe Ratio

^IMXL:

1.10

TQQQ:

1.12

Sortino Ratio

^IMXL:

1.52

TQQQ:

1.62

Omega Ratio

^IMXL:

1.23

TQQQ:

1.21

Calmar Ratio

^IMXL:

1.31

TQQQ:

1.28

Martin Ratio

^IMXL:

4.89

TQQQ:

4.78

Ulcer Index

^IMXL:

2.85%

TQQQ:

12.61%

Daily Std Dev

^IMXL:

12.63%

TQQQ:

53.75%

Max Drawdown

^IMXL:

-48.36%

TQQQ:

-81.66%

Current Drawdown

^IMXL:

-3.38%

TQQQ:

-12.61%

Returns By Period

In the year-to-date period, ^IMXL achieves a 0.01% return, which is significantly lower than TQQQ's 62.53% return. Over the past 10 years, ^IMXL has underperformed TQQQ with an annualized return of 11.16%, while TQQQ has yielded a comparatively higher 35.66% annualized return.


^IMXL

YTD

0.01%

1M

0.27%

6M

3.87%

1Y

26.00%

5Y*

12.61%

10Y*

11.16%

TQQQ

YTD

62.53%

1M

2.05%

6M

9.01%

1Y

62.53%

5Y*

31.32%

10Y*

35.66%

*Annualized

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Risk-Adjusted Performance

^IMXL vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) 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.


Sharpe ratio
The chart of Sharpe ratio for ^IMXL, currently valued at 1.10, compared to the broader market-0.500.000.501.001.502.001.100.74
The chart of Sortino ratio for ^IMXL, currently valued at 1.52, compared to the broader market-1.000.001.002.003.001.521.21
The chart of Omega ratio for ^IMXL, currently valued at 1.23, compared to the broader market0.901.001.101.201.301.401.231.18
The chart of Calmar ratio for ^IMXL, currently valued at 1.31, compared to the broader market0.001.002.003.001.310.85
The chart of Martin ratio for ^IMXL, currently valued at 4.89, compared to the broader market0.005.0010.0015.004.892.64
^IMXL
TQQQ

The current ^IMXL Sharpe Ratio is 1.10, which is comparable to the TQQQ Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ^IMXL 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.10
0.74
^IMXL
TQQQ

Drawdowns

^IMXL vs. TQQQ - Drawdown Comparison

The maximum ^IMXL drawdown since its inception was -48.36%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for ^IMXL and TQQQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.38%
-12.61%
^IMXL
TQQQ

Volatility

^IMXL vs. TQQQ - Volatility Comparison

The current volatility for Dow Jones Islamic Market Titans 100 Index (^IMXL) is 3.93%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 16.40%. This indicates that ^IMXL 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.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
3.93%
16.40%
^IMXL
TQQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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