PortfoliosLab logo
AVT vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVT and QQQ is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AVT vs. QQQ - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-4.61%
9.66%
AVT
QQQ

Key characteristics

Sharpe Ratio

AVT:

0.59

QQQ:

1.02

Sortino Ratio

AVT:

0.98

QQQ:

1.43

Omega Ratio

AVT:

1.12

QQQ:

1.19

Calmar Ratio

AVT:

1.07

QQQ:

1.37

Martin Ratio

AVT:

2.58

QQQ:

4.68

Ulcer Index

AVT:

5.49%

QQQ:

3.95%

Daily Std Dev

AVT:

24.18%

QQQ:

18.22%

Max Drawdown

AVT:

-84.52%

QQQ:

-82.98%

Current Drawdown

AVT:

-10.01%

QQQ:

-4.63%

Returns By Period

In the year-to-date period, AVT achieves a -1.36% return, which is significantly lower than QQQ's 0.65% return. Over the past 10 years, AVT has underperformed QQQ with an annualized return of 3.36%, while QQQ has yielded a comparatively higher 17.82% annualized return.


AVT

YTD

-1.36%

1M

-2.42%

6M

-4.05%

1Y

15.05%

5Y*

13.90%

10Y*

3.36%

QQQ

YTD

0.65%

1M

0.07%

6M

9.50%

1Y

18.29%

5Y*

20.98%

10Y*

17.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AVT vs. QQQ — Risk-Adjusted Performance Rank

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

AVT
The Risk-Adjusted Performance Rank of AVT is 6767
Overall Rank
The Sharpe Ratio Rank of AVT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of AVT is 6060
Sortino Ratio Rank
The Omega Ratio Rank of AVT is 5757
Omega Ratio Rank
The Calmar Ratio Rank of AVT is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AVT is 7171
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 4949
Overall Rank
The Sharpe Ratio Rank of QQQ is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 4444
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 4747
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 5656
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.

AVT vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avnet, Inc. (AVT) 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 chart of Sharpe ratio for AVT, currently valued at 0.59, compared to the broader market-3.00-2.00-1.000.001.002.003.000.591.02
The chart of Sortino ratio for AVT, currently valued at 0.98, compared to the broader market-6.00-4.00-2.000.002.004.000.981.43
The chart of Omega ratio for AVT, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.19
The chart of Calmar ratio for AVT, currently valued at 1.07, compared to the broader market0.002.004.006.001.071.37
The chart of Martin ratio for AVT, currently valued at 2.58, compared to the broader market-10.000.0010.0020.002.584.68
AVT
QQQ

The current AVT Sharpe Ratio is 0.59, which is lower than the QQQ Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of AVT 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.59
1.02
AVT
QQQ

Dividends

AVT vs. QQQ - Dividend Comparison

AVT's dividend yield for the trailing twelve months is around 2.48%, more than QQQ's 0.55% yield.


TTM20242023202220212020201920182017201620152014
AVT
Avnet, Inc.
2.48%2.45%2.38%2.65%2.21%2.39%1.93%2.16%1.82%1.43%1.54%1.44%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

AVT vs. QQQ - Drawdown Comparison

The maximum AVT drawdown since its inception was -84.52%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AVT and QQQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.01%
-4.63%
AVT
QQQ

Volatility

AVT vs. QQQ - Volatility Comparison

Avnet, Inc. (AVT) has a higher volatility of 6.90% compared to Invesco QQQ (QQQ) at 4.35%. This indicates that AVT'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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.90%
4.35%
AVT
QQQ