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ADSE vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADSE and QQQM is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ADSE vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ADS-TEC Energy PLC (ADSE) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ADSE:

0.41

QQQM:

0.63

Sortino Ratio

ADSE:

0.90

QQQM:

1.06

Omega Ratio

ADSE:

1.12

QQQM:

1.15

Calmar Ratio

ADSE:

0.61

QQQM:

0.71

Martin Ratio

ADSE:

2.09

QQQM:

2.33

Ulcer Index

ADSE:

9.06%

QQQM:

6.96%

Daily Std Dev

ADSE:

42.33%

QQQM:

25.20%

Max Drawdown

ADSE:

-79.84%

QQQM:

-35.05%

Current Drawdown

ADSE:

-19.28%

QQQM:

-5.72%

Returns By Period

In the year-to-date period, ADSE achieves a -15.80% return, which is significantly lower than QQQM's -0.50% return.


ADSE

YTD

-15.80%

1M

7.14%

6M

-5.36%

1Y

17.34%

5Y*

N/A

10Y*

N/A

QQQM

YTD

-0.50%

1M

11.79%

6M

-0.85%

1Y

15.65%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ADSE vs. QQQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADSE
The Risk-Adjusted Performance Rank of ADSE is 6868
Overall Rank
The Sharpe Ratio Rank of ADSE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ADSE is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ADSE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ADSE is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ADSE is 7373
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 6363
Overall Rank
The Sharpe Ratio Rank of QQQM is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 6363
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 6363
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6969
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADSE vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ADS-TEC Energy PLC (ADSE) and Invesco NASDAQ 100 ETF (QQQM). 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.


The current ADSE Sharpe Ratio is 0.41, which is lower than the QQQM Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ADSE and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ADSE vs. QQQM - Dividend Comparison

ADSE has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.60%.


TTM20242023202220212020
ADSE
ADS-TEC Energy PLC
0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.60%0.61%0.65%0.83%0.40%0.16%

Drawdowns

ADSE vs. QQQM - Drawdown Comparison

The maximum ADSE drawdown since its inception was -79.84%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for ADSE and QQQM. For additional features, visit the drawdowns tool.


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Volatility

ADSE vs. QQQM - Volatility Comparison

ADS-TEC Energy PLC (ADSE) has a higher volatility of 11.87% compared to Invesco NASDAQ 100 ETF (QQQM) at 7.52%. This indicates that ADSE's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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