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

Correlation

The correlation between AHG and QQQ 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

AHG vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AHG:

0.17

QQQ:

0.62

Sortino Ratio

AHG:

1.53

QQQ:

0.92

Omega Ratio

AHG:

1.17

QQQ:

1.13

Calmar Ratio

AHG:

0.23

QQQ:

0.60

Martin Ratio

AHG:

0.91

QQQ:

1.94

Ulcer Index

AHG:

25.15%

QQQ:

7.02%

Daily Std Dev

AHG:

141.10%

QQQ:

25.59%

Max Drawdown

AHG:

-99.38%

QQQ:

-82.98%

Current Drawdown

AHG:

-96.39%

QQQ:

-3.64%

Returns By Period

In the year-to-date period, AHG achieves a 6.62% return, which is significantly higher than QQQ's 1.69% return.


AHG

YTD

6.62%

1M

6.62%

6M

85.90%

1Y

23.94%

3Y*

10.01%

5Y*

-15.62%

10Y*

N/A

QQQ

YTD

1.69%

1M

9.18%

6M

2.15%

1Y

15.66%

3Y*

19.78%

5Y*

18.08%

10Y*

17.69%

*Annualized

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Akso Health Group

Invesco QQQ

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AHG vs. QQQ — Risk-Adjusted Performance Rank

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

AHG
The Risk-Adjusted Performance Rank of AHG is 6666
Overall Rank
The Sharpe Ratio Rank of AHG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AHG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of AHG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AHG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AHG is 6363
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5454
Overall Rank
The Sharpe Ratio Rank of QQQ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5252
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5252
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.

AHG vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Akso Health Group (AHG) 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 AHG Sharpe Ratio is 0.17, which is lower than the QQQ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of AHG 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AHG vs. QQQ - Dividend Comparison

AHG has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.58%.


TTM20242023202220212020201920182017201620152014
AHG
Akso Health Group
0.00%0.00%0.00%0.00%0.00%0.00%0.00%16.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

AHG vs. QQQ - Drawdown Comparison

The maximum AHG drawdown since its inception was -99.38%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AHG and QQQ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AHG vs. QQQ - Volatility Comparison

Akso Health Group (AHG) has a higher volatility of 31.06% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that AHG'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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