A vs. QQQ
Compare and contrast key facts about Agilent Technologies, Inc. (A) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: A or QQQ.
Performance
A vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, A achieves a -4.53% return, which is significantly lower than QQQ's 23.84% return. Over the past 10 years, A has underperformed QQQ with an annualized return of 13.04%, while QQQ has yielded a comparatively higher 18.03% annualized return.
A
-4.53%
-1.05%
-11.98%
7.23%
11.59%
13.04%
QQQ
23.84%
1.82%
11.65%
30.35%
20.97%
18.03%
Key characteristics
| A | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.28 | 1.78 |
| Sortino Ratio | 0.56 | 2.37 |
| Omega Ratio | 1.07 | 1.32 |
| Calmar Ratio | 0.24 | 2.28 |
| Martin Ratio | 0.79 | 8.27 |
| Ulcer Index | 9.19% | 3.73% |
| Daily Std Dev | 26.07% | 17.37% |
| Max Drawdown | -93.18% | -82.98% |
| Current Drawdown | -24.74% | -1.78% |
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Correlation
The correlation between A and QQQ is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
A vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Agilent Technologies, Inc. (A) and Invesco QQQ (QQQ). 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.
Dividends
A vs. QQQ - Dividend Comparison
A's dividend yield for the trailing twelve months is around 0.71%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
A Agilent Technologies, Inc. | 0.71% | 0.66% | 0.71% | 0.49% | 0.46% | 0.79% | 0.91% | 0.81% | 1.05% | 1.23% | 0.69% | 0.86% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
A vs. QQQ - Drawdown Comparison
The maximum A drawdown since its inception was -93.18%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for A and QQQ. For additional features, visit the drawdowns tool.
Volatility
A vs. QQQ - Volatility Comparison
Agilent Technologies, Inc. (A) has a higher volatility of 8.98% compared to Invesco QQQ (QQQ) at 5.41%. This indicates that A's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.