ACN vs. QQQ
Compare and contrast key facts about Accenture plc (ACN) 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: ACN or QQQ.
Performance
ACN vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, ACN achieves a 3.39% return, which is significantly lower than QQQ's 23.40% return. Both investments have delivered pretty close results over the past 10 years, with ACN having a 17.52% annualized return and QQQ not far ahead at 18.08%.
ACN
3.39%
-5.04%
17.25%
9.86%
14.39%
17.52%
QQQ
23.40%
1.56%
10.75%
30.41%
20.90%
18.08%
Key characteristics
| ACN | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.41 | 1.71 |
| Sortino Ratio | 0.71 | 2.29 |
| Omega Ratio | 1.10 | 1.31 |
| Calmar Ratio | 0.33 | 2.19 |
| Martin Ratio | 0.73 | 7.95 |
| Ulcer Index | 13.24% | 3.73% |
| Daily Std Dev | 23.38% | 17.38% |
| Max Drawdown | -59.20% | -82.98% |
| Current Drawdown | -10.07% | -2.13% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between ACN and QQQ is 0.56, 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
ACN vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Accenture plc (ACN) 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
ACN vs. QQQ - Dividend Comparison
ACN's dividend yield for the trailing twelve months is around 1.50%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACN Accenture plc | 1.50% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
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
ACN vs. QQQ - Drawdown Comparison
The maximum ACN drawdown since its inception was -59.20%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ACN and QQQ. For additional features, visit the drawdowns tool.
Volatility
ACN vs. QQQ - Volatility Comparison
Accenture plc (ACN) has a higher volatility of 7.82% compared to Invesco QQQ (QQQ) at 5.66%. This indicates that ACN'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.