ANDE vs. QQQ
Compare and contrast key facts about The Andersons, Inc. (ANDE) 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: ANDE or QQQ.
Key characteristics
| ANDE | QQQ | |
|---|---|---|
| YTD Return | -17.33% | 25.79% |
| 1Y Return | -4.34% | 36.91% |
| 3Y Return (Ann) | 9.57% | 9.89% |
| 5Y Return (Ann) | 17.84% | 21.42% |
| 10Y Return (Ann) | 0.63% | 18.39% |
| Sharpe Ratio | -0.09 | 2.11 |
| Sortino Ratio | 0.10 | 2.78 |
| Omega Ratio | 1.01 | 1.38 |
| Calmar Ratio | -0.11 | 2.69 |
| Martin Ratio | -0.22 | 9.81 |
| Ulcer Index | 13.83% | 3.72% |
| Daily Std Dev | 32.72% | 17.32% |
| Max Drawdown | -81.75% | -82.98% |
| Current Drawdown | -21.52% | -0.24% |
Correlation
The correlation between ANDE and QQQ is 0.28, 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
ANDE vs. QQQ - Performance Comparison
In the year-to-date period, ANDE achieves a -17.33% return, which is significantly lower than QQQ's 25.79% return. Over the past 10 years, ANDE has underperformed QQQ with an annualized return of 0.63%, while QQQ has yielded a comparatively higher 18.39% 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
ANDE vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Andersons, Inc. (ANDE) 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
ANDE vs. QQQ - Dividend Comparison
ANDE's dividend yield for the trailing twelve months is around 1.62%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDE The Andersons, Inc. | 1.62% | 1.29% | 2.07% | 1.82% | 2.86% | 2.71% | 2.22% | 2.07% | 1.40% | 1.82% | 0.88% | 0.72% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
ANDE vs. QQQ - Drawdown Comparison
The maximum ANDE drawdown since its inception was -81.75%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ANDE and QQQ. For additional features, visit the drawdowns tool.
Volatility
ANDE vs. QQQ - Volatility Comparison
The Andersons, Inc. (ANDE) has a higher volatility of 14.82% compared to Invesco QQQ (QQQ) at 5.14%. This indicates that ANDE'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.