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CACG vs. QQMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CACG and QQMG is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

CACG vs. QQMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge All Cap Growth ESG ETF (CACG) and Invesco ESG NASDAQ 100 ETF (QQMG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


CACG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

QQMG

YTD

2.43%

1M

7.31%

6M

1.63%

1Y

15.69%

3Y*

21.14%

5Y*

N/A

10Y*

N/A

*Annualized

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Invesco ESG NASDAQ 100 ETF

CACG vs. QQMG - Expense Ratio Comparison

CACG has a 0.53% expense ratio, which is higher than QQMG's 0.20% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CACG vs. QQMG — Risk-Adjusted Performance Rank

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

CACG
The Risk-Adjusted Performance Rank of CACG is 7373
Overall Rank
The Sharpe Ratio Rank of CACG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CACG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of CACG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CACG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of CACG is 7474
Martin Ratio Rank

QQMG
The Risk-Adjusted Performance Rank of QQMG is 5353
Overall Rank
The Sharpe Ratio Rank of QQMG is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QQMG is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QQMG is 5050
Omega Ratio Rank
The Calmar Ratio Rank of QQMG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of QQMG is 5151
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.

CACG vs. QQMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge All Cap Growth ESG ETF (CACG) and Invesco ESG NASDAQ 100 ETF (QQMG). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CACG vs. QQMG - Dividend Comparison

CACG has not paid dividends to shareholders, while QQMG's dividend yield for the trailing twelve months is around 0.50%.


TTM20242023202220212020201920182017
CACG
ClearBridge All Cap Growth ESG ETF
0.05%0.05%0.34%0.34%2.92%0.47%0.64%0.68%0.24%
QQMG
Invesco ESG NASDAQ 100 ETF
0.50%0.50%0.60%0.83%0.08%0.00%0.00%0.00%0.00%

Drawdowns

CACG vs. QQMG - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CACG vs. QQMG - Volatility Comparison


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