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

Correlation

The correlation between AGYS and QQQ is 0.44, 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.


Performance

AGYS vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AGYS:

-0.00

QQQ:

0.45

Sortino Ratio

AGYS:

0.35

QQQ:

0.81

Omega Ratio

AGYS:

1.05

QQQ:

1.11

Calmar Ratio

AGYS:

0.01

QQQ:

0.51

Martin Ratio

AGYS:

0.01

QQQ:

1.65

Ulcer Index

AGYS:

25.35%

QQQ:

6.96%

Daily Std Dev

AGYS:

49.35%

QQQ:

25.14%

Max Drawdown

AGYS:

-90.96%

QQQ:

-82.98%

Current Drawdown

AGYS:

-42.87%

QQQ:

-9.42%

Returns By Period

In the year-to-date period, AGYS achieves a -38.52% return, which is significantly lower than QQQ's -4.41% return. Over the past 10 years, AGYS has outperformed QQQ with an annualized return of 23.35%, while QQQ has yielded a comparatively lower 17.08% annualized return.


AGYS

YTD

-38.52%

1M

17.83%

6M

-31.85%

1Y

-1.03%

5Y*

35.86%

10Y*

23.35%

QQQ

YTD

-4.41%

1M

7.39%

6M

-4.80%

1Y

11.06%

5Y*

17.86%

10Y*

17.08%

*Annualized

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Risk-Adjusted Performance

AGYS vs. QQQ — Risk-Adjusted Performance Rank

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

AGYS
The Risk-Adjusted Performance Rank of AGYS is 4747
Overall Rank
The Sharpe Ratio Rank of AGYS is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of AGYS is 4848
Sortino Ratio Rank
The Omega Ratio Rank of AGYS is 4747
Omega Ratio Rank
The Calmar Ratio Rank of AGYS is 4747
Calmar Ratio Rank
The Martin Ratio Rank of AGYS is 4747
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6565
Overall Rank
The Sharpe Ratio Rank of QQQ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6565
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6262
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.

AGYS vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agilysys, Inc. (AGYS) 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.


The current AGYS Sharpe Ratio is -0.00, which is lower than the QQQ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of AGYS 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.


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Dividends

AGYS vs. QQQ - Dividend Comparison

AGYS has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
AGYS
Agilysys, 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
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

AGYS vs. QQQ - Drawdown Comparison

The maximum AGYS drawdown since its inception was -90.96%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AGYS and QQQ. For additional features, visit the drawdowns tool.


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Volatility

AGYS vs. QQQ - Volatility Comparison

Agilysys, Inc. (AGYS) has a higher volatility of 8.92% compared to Invesco QQQ (QQQ) at 8.24%. This indicates that AGYS'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.


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