QMOM vs PSQ

Comparison between ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF) and ProShares Short QQQ -1x Shares (PSQ, ETF).

5-Year PerformanceQMOM has outperformed PSQ, delivering a return of +10.3% compared to -13.7%

QMOM vs PSQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QMOM(ETF)	PSQ(ETF)
Net Assets	$519M	$519M
Expense Ratio	0.28%	0.95%
Max Drawdown	39.92%	98.65%
Sharpe Ratio	0.84	-1.63
5Y Beta	1.20	-1.23
P/E Ratio	53.14	N/A
Forward P/E	19.91	N/A
5Y Dividends CAGR	95.10%	49.20%
5Y EPS CAGR	15.66%	N/A
Debt to Equity	9.76%	N/A
P/S Ratio	2.34	N/A
P/B Ratio	5.88	N/A

Net Assets

QMOM

$519M

PSQ

$519M

Expense Ratio

Winner

QMOM

0.28%

PSQ

0.95%

Max Drawdown

Winner

QMOM

39.92%

PSQ

98.65%

Sharpe Ratio

Winner

QMOM

0.84

PSQ

-1.63

5Y Beta

QMOM

1.20

Winner

PSQ

-1.23

P/E Ratio

QMOM

53.14

PSQ

N/A

Forward P/E

QMOM

19.91

PSQ

N/A

5Y Dividends CAGR

Winner

QMOM

95.10%

PSQ

49.20%

5Y EPS CAGR

QMOM

15.66%

PSQ

N/A

Debt to Equity

QMOM

9.76%

PSQ

N/A

P/S Ratio

QMOM

2.34

PSQ

N/A

P/B Ratio

QMOM

5.88

PSQ

N/A

QMOM vs PSQ - Historical Returns

Returns include dividend reinvestment.

Period	QMOM	PSQ
1 month	-1.14%	-3.29%
3 months	+10.65%	-13.37%
6 months	+18.03%	-10.18%
1 year	+22.33%	-22.81%
5 years(CAGR)	+10.27%	-13.66%
10 years(CAGR)	+13.17%	-18.79%
Max(CAGR)	+12.89%	-16.59%

Winner

QMOM

-1.14%

PSQ

-3.29%

Winner

QMOM

+10.65%

PSQ

-13.37%

Winner

QMOM

+18.03%

PSQ

-10.18%

Winner

QMOM

+22.33%

PSQ

-22.81%

5Y(CAGR)

Winner

QMOM

+10.27%

PSQ

-13.66%

10Y(CAGR)

Winner

QMOM

+13.17%

PSQ

-18.79%

Max(CAGR)

Winner

QMOM

+12.89%

PSQ

-16.59%

QMOM vs PSQ - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	QMOM	PSQ
2026	+15.58%	-12.20%
2025	+1.42%	-15.73%
2024	+32.17%	-16.96%
2023	+13.84%	-32.52%
2022	-6.63%	+37.79%
2021	-2.71%	-25.87%
2020	+59.91%	-40.28%
2019	+29.03%	-27.28%
2018	-11.66%	-0.56%
2017	+16.06%	-24.11%
2016	+8.32%	-11.26%
2015	N/A	-12.46%
2014	N/A	-19.05%
2013	N/A	-26.35%
2012	N/A	-16.66%
2011	N/A	-8.36%
2010	N/A	-19.47%
2009	N/A	-37.79%
2008	N/A	+43.91%
2007	N/A	-11.62%
2006	N/A	-6.89%

QMOM vs PSQ Drawdown Comparison

The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The maximum drawdown for PSQ was -98.26%, occurring on Jun 2, 2026. This drawdown has not yet recovered.

The current QMOM drawdown is -5.93%. The current PSQ drawdown is -98.16%.

Rank	QMOM	PSQ
#1	-39.11% Feb 19, 2020 - Jul 6, 2020	-98.26% Nov 20, 2008 - Jun 2, 2026
#2	-38.89% Feb 12, 2021 - Oct 11, 2024	-29.52% Jul 21, 2006 - Oct 2, 2008
#3	-31.88% Sep 13, 2018 - Jan 13, 2020	-16.58% Oct 27, 2008 - Nov 19, 2008
#4	-26.48% Nov 26, 2024 - Jan 15, 2026	-11.83% Oct 10, 2008 - Oct 15, 2008
#5	-15.68% Jan 5, 2016 - Apr 14, 2016	-8.47% Oct 15, 2008 - Oct 24, 2008
#6	-12.65% Mar 2, 2026 - Apr 13, 2026	-3.56% Jun 27, 2006 - Jul 10, 2006
#7	-11.75% Oct 13, 2020 - Nov 6, 2020	-1.64% Jul 14, 2006 - Jul 20, 2006
#8	-11.65% Sep 1, 2020 - Oct 5, 2020	-0.81% Jul 10, 2006 - Jul 12, 2006
#9	-10.90% Jan 26, 2018 - Mar 12, 2018	-0.32% Oct 7, 2008 - Oct 9, 2008
#10	-8.59% Nov 6, 2020 - Nov 20, 2020	-0.01% Jun 22, 2006 - Jun 27, 2006
#11	-8.25% Jun 20, 2018 - Aug 27, 2018	N/A
#12	-8.17% Mar 12, 2018 - May 18, 2018	N/A
#13	-8.08% Feb 21, 2017 - Sep 20, 2017	N/A
#14	-7.88% Dec 22, 2020 - Jan 7, 2021	N/A
#15	-7.28% Jan 27, 2026 - Feb 19, 2026	N/A

Correlation

Correlation between QMOM and PSQ is -0.88 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.88

-101

Dividend Comparison (2006 - 2026)

QMOM vs PSQ dividend yield comparison.

Year	QMOM	PSQ
2026	0.00%	0.58%
2025	0.54%	4.97%
2024	1.40%	7.15%
2023	0.87%	6.01%
2022	1.59%	0.35%
2021	0.12%	0.00%
2020	0.08%	0.31%
2019	0.01%	1.75%
2018	0.05%	0.95%
2017	0.13%	0.02%
2016	0.34%	0.00%
2008	0.00%	6.68%
2007	0.00%	4.89%
2006	0.00%	1.56%