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

Correlation

The correlation between AMPX 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.


-0.50.00.51.00.2

Performance

AMPX vs. QQQ - Performance Comparison

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

-50.00%0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember
124.00%
5.32%
AMPX
QQQ

Key characteristics

Sharpe Ratio

AMPX:

-0.39

QQQ:

1.45

Sortino Ratio

AMPX:

0.08

QQQ:

1.97

Omega Ratio

AMPX:

1.01

QQQ:

1.26

Calmar Ratio

AMPX:

-0.50

QQQ:

1.93

Martin Ratio

AMPX:

-0.74

QQQ:

6.92

Ulcer Index

AMPX:

63.26%

QQQ:

3.77%

Daily Std Dev

AMPX:

120.61%

QQQ:

18.02%

Max Drawdown

AMPX:

-94.49%

QQQ:

-82.98%

Current Drawdown

AMPX:

-78.36%

QQQ:

-4.04%

Returns By Period


AMPX

YTD

0.00%

1M

30.84%

6M

127.64%

1Y

-47.07%

5Y*

N/A

10Y*

N/A

QQQ

YTD

26.65%

1M

1.31%

6M

7.31%

1Y

26.65%

5Y*

20.20%

10Y*

18.46%

*Annualized

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Risk-Adjusted Performance

AMPX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amprius Technologies Inc. (AMPX) 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 AMPX, currently valued at -0.39, compared to the broader market-4.00-2.000.002.00-0.391.48
The chart of Sortino ratio for AMPX, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.082.00
The chart of Omega ratio for AMPX, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.27
The chart of Calmar ratio for AMPX, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.501.97
The chart of Martin ratio for AMPX, currently valued at -0.74, compared to the broader market0.005.0010.0015.0020.0025.00-0.747.07
AMPX
QQQ

The current AMPX Sharpe Ratio is -0.39, which is lower than the QQQ Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of AMPX 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember
-0.39
1.48
AMPX
QQQ

Dividends

AMPX vs. QQQ - Dividend Comparison

AMPX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.55%.


TTM2023202220212020201920182017201620152014
AMPX
Amprius Technologies Inc.
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
0.55%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

AMPX vs. QQQ - Drawdown Comparison

The maximum AMPX drawdown since its inception was -94.49%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AMPX and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember
-78.36%
-4.04%
AMPX
QQQ

Volatility

AMPX vs. QQQ - Volatility Comparison

Amprius Technologies Inc. (AMPX) has a higher volatility of 42.97% compared to Invesco QQQ (QQQ) at 5.75%. This indicates that AMPX'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%AugustSeptemberOctoberNovemberDecember
42.97%
5.75%
AMPX
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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