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AGL vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGL and QQQ is 0.29, 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.


-0.50.00.51.00.3

Performance

AGL vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in agilon health, inc. (AGL) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-44.02%
19.68%
AGL
QQQ

Key characteristics

Sharpe Ratio

AGL:

-0.45

QQQ:

1.37

Sortino Ratio

AGL:

-0.14

QQQ:

1.87

Omega Ratio

AGL:

0.98

QQQ:

1.25

Calmar Ratio

AGL:

-0.44

QQQ:

1.85

Martin Ratio

AGL:

-0.93

QQQ:

6.39

Ulcer Index

AGL:

45.30%

QQQ:

3.92%

Daily Std Dev

AGL:

94.18%

QQQ:

18.28%

Max Drawdown

AGL:

-96.37%

QQQ:

-82.98%

Current Drawdown

AGL:

-91.95%

QQQ:

-2.39%

Returns By Period

In the year-to-date period, AGL achieves a 83.16% return, which is significantly higher than QQQ's 2.59% return.


AGL

YTD

83.16%

1M

66.51%

6M

-44.05%

1Y

-40.10%

5Y*

N/A

10Y*

N/A

QQQ

YTD

2.59%

1M

1.14%

6M

19.69%

1Y

23.14%

5Y*

18.74%

10Y*

18.65%

*Annualized

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Risk-Adjusted Performance

AGL vs. QQQ — Risk-Adjusted Performance Rank

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

AGL
The Risk-Adjusted Performance Rank of AGL is 2525
Overall Rank
The Sharpe Ratio Rank of AGL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of AGL is 2929
Sortino Ratio Rank
The Omega Ratio Rank of AGL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of AGL is 2020
Calmar Ratio Rank
The Martin Ratio Rank of AGL is 2525
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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.

AGL vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for agilon health, inc. (AGL) 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.


Sharpe ratio
The chart of Sharpe ratio for AGL, currently valued at -0.45, compared to the broader market-2.000.002.004.00-0.451.37
The chart of Sortino ratio for AGL, currently valued at -0.14, compared to the broader market-4.00-2.000.002.004.006.00-0.141.87
The chart of Omega ratio for AGL, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.25
The chart of Calmar ratio for AGL, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.441.85
The chart of Martin ratio for AGL, currently valued at -0.93, compared to the broader market-10.000.0010.0020.0030.00-0.936.39
AGL
QQQ

The current AGL Sharpe Ratio is -0.45, which is lower than the QQQ Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of AGL and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.45
1.37
AGL
QQQ

Dividends

AGL vs. QQQ - Dividend Comparison

AGL has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.54%.


TTM20242023202220212020201920182017201620152014
AGL
agilon health, inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.54%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

AGL vs. QQQ - Drawdown Comparison

The maximum AGL drawdown since its inception was -96.37%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AGL and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.95%
-2.39%
AGL
QQQ

Volatility

AGL vs. QQQ - Volatility Comparison

agilon health, inc. (AGL) has a higher volatility of 26.44% compared to Invesco QQQ (QQQ) at 5.93%. This indicates that AGL'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
26.44%
5.93%
AGL
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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