AN vs. QQQ
Compare and contrast key facts about AutoNation, Inc. (AN) 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: AN or QQQ.
Key characteristics
| AN | QQQ | |
|---|---|---|
| YTD Return | 10.91% | 20.38% |
| 1Y Return | 20.11% | 33.79% |
| 3Y Return (Ann) | 12.68% | 10.76% |
| 5Y Return (Ann) | 26.91% | 21.32% |
| 10Y Return (Ann) | 12.99% | 19.11% |
| Sharpe Ratio | 0.71 | 2.01 |
| Sortino Ratio | 1.21 | 2.65 |
| Omega Ratio | 1.14 | 1.35 |
| Calmar Ratio | 0.79 | 2.55 |
| Martin Ratio | 3.54 | 9.28 |
| Ulcer Index | 6.57% | 3.80% |
| Daily Std Dev | 32.66% | 17.58% |
| Max Drawdown | -89.36% | -82.98% |
| Current Drawdown | -12.67% | -2.27% |
Correlation
The correlation between AN and QQQ is 0.39, 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
AN vs. QQQ - Performance Comparison
In the year-to-date period, AN achieves a 10.91% return, which is significantly lower than QQQ's 20.38% return. Over the past 10 years, AN has underperformed QQQ with an annualized return of 12.99%, while QQQ has yielded a comparatively higher 19.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AN vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AutoNation, Inc. (AN) 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
AN vs. QQQ - Dividend Comparison
AN has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AN AutoNation, 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 | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
AN vs. QQQ - Drawdown Comparison
The maximum AN drawdown since its inception was -89.36%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AN and QQQ. For additional features, visit the drawdowns tool.
Volatility
AN vs. QQQ - Volatility Comparison
AutoNation, Inc. (AN) has a higher volatility of 8.84% compared to Invesco QQQ (QQQ) at 4.22%. This indicates that AN'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.