ASTX vs TQQQ: returns, Sharpe ratio and drawdown
Performance
ASTX-93.88%TQQQ+26.44%
Summary
ASTX vs TQQQ
Over the past year, TQQQ returned +26.44% against -93.88% for ASTX. TQQQ had the higher Sharpe ratio over the past year (0.62 vs -0.24), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -37.17% for TQQQ and -95.79% for ASTX.
Current Drawdown
ASTX-95.79%TQQQ-21.80%
Rolling Volatility
ASTX+10.56%TQQQ+3.37%
METRICS
Correlation Matrix
Metrics
Risk Indicators
ASTXTQQQ
Alpha
ASTX
-123.67%
TQQQ
-3.26%
Beta
ASTX
7.68x
TQQQ
4.29x
Sharpe
ASTX
-0.24
TQQQ
0.62
Sortino
ASTX
-0.35
TQQQ
0.90
Omega
ASTX
0.96
TQQQ
1.11
Calmar
ASTX
-0.98
TQQQ
0.71
Martin
ASTX
-0.80
TQQQ
2.43
Comparisons