AMKBY vs. QQQ
Compare and contrast key facts about AP Moeller-Maersk AS (AMKBY) 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: AMKBY or QQQ.
Performance
AMKBY vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, AMKBY achieves a 4.79% return, which is significantly lower than QQQ's 23.47% return. Over the past 10 years, AMKBY has underperformed QQQ with an annualized return of 7.30%, while QQQ has yielded a comparatively higher 18.10% annualized return.
AMKBY
4.79%
12.88%
3.97%
23.32%
17.30%
7.30%
QQQ
23.47%
1.82%
10.79%
29.73%
20.93%
18.10%
Key characteristics
| AMKBY | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.58 | 1.80 |
| Sortino Ratio | 1.04 | 2.40 |
| Omega Ratio | 1.13 | 1.32 |
| Calmar Ratio | 0.55 | 2.31 |
| Martin Ratio | 1.29 | 8.39 |
| Ulcer Index | 19.50% | 3.73% |
| Daily Std Dev | 43.80% | 17.41% |
| Max Drawdown | -62.68% | -82.98% |
| Current Drawdown | -24.29% | -2.08% |
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Correlation
The correlation between AMKBY and QQQ is 0.23, 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.
Risk-Adjusted Performance
AMKBY vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AP Moeller-Maersk AS (AMKBY) 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
AMKBY vs. QQQ - Dividend Comparison
AMKBY's dividend yield for the trailing twelve months is around 8.21%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMKBY AP Moeller-Maersk AS | 8.21% | 34.37% | 17.16% | 1.48% | 0.98% | 12.57% | 1.96% | 1.24% | 2.84% | 18.43% | 2.56% | 1.92% |
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
AMKBY vs. QQQ - Drawdown Comparison
The maximum AMKBY drawdown since its inception was -62.68%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AMKBY and QQQ. For additional features, visit the drawdowns tool.
Volatility
AMKBY vs. QQQ - Volatility Comparison
AP Moeller-Maersk AS (AMKBY) has a higher volatility of 15.50% compared to Invesco QQQ (QQQ) at 5.66%. This indicates that AMKBY'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.