CAML.L vs. QQQM
Compare and contrast key facts about Central Asia Metals plc (CAML.L) and Invesco NASDAQ 100 ETF (QQQM).
QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Performance
CAML.L vs. QQQM - Performance Comparison
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CAML.L vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CAML.L Central Asia Metals plc | -11.38% | 30.42% | -4.92% | -19.97% | 4.93% | 15.02% | 45.68% |
QQQM Invesco NASDAQ 100 ETF | -2.83% | 12.24% | 27.88% | 47.26% | -24.49% | 28.66% | 1.00% |
Different Trading Currencies
CAML.L is traded in GBp, while QQQM is traded in USD. To make them comparable, the QQQM values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CAML.L achieves a -11.38% return, which is significantly lower than QQQM's -2.83% return.
CAML.L
- 1D
- -1.54%
- 1M
- -9.26%
- YTD
- -11.38%
- 6M
- 7.90%
- 1Y
- 15.72%
- 3Y*
- -3.00%
- 5Y*
- 0.14%
- 10Y*
- 7.40%
QQQM
- 1D
- 0.76%
- 1M
- -2.97%
- YTD
- -2.83%
- 6M
- -0.88%
- 1Y
- 29.28%
- 3Y*
- 20.52%
- 5Y*
- 14.28%
- 10Y*
- —
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Return for Risk
CAML.L vs. QQQM — Risk / Return Rank
CAML.L
QQQM
CAML.L vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Central Asia Metals plc (CAML.L) and Invesco NASDAQ 100 ETF (QQQM). 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.
| CAML.L | QQQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.95 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.48 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.22 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.82 | -1.38 |
Martin ratioReturn relative to average drawdown | 1.39 | 5.06 | -3.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAML.L | QQQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.95 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.68 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.65 | -0.38 |
Correlation
The correlation between CAML.L and QQQM is 0.09, 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.
Dividends
CAML.L vs. QQQM - Dividend Comparison
CAML.L's dividend yield for the trailing twelve months is around 8.10%, more than QQQM's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAML.L Central Asia Metals plc | 8.10% | 7.18% | 11.46% | 10.51% | 8.87% | 6.18% | 2.50% | 6.59% | 7.59% | 5.39% | 5.94% | 7.82% |
QQQM Invesco NASDAQ 100 ETF | 0.53% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CAML.L vs. QQQM - Drawdown Comparison
The maximum CAML.L drawdown since its inception was -61.86%, which is greater than QQQM's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for CAML.L and QQQM.
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Drawdown Indicators
| CAML.L | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.86% | -35.04% | -26.82% |
Max Drawdown (1Y)Largest decline over 1 year | -35.98% | -11.96% | -24.02% |
Max Drawdown (5Y)Largest decline over 5 years | -42.66% | -35.04% | -7.62% |
Max Drawdown (10Y)Largest decline over 10 years | -61.86% | — | — |
Current DrawdownCurrent decline from peak | -31.01% | -7.75% | -23.26% |
Average DrawdownAverage peak-to-trough decline | -18.61% | -8.47% | -10.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.35% | 3.48% | +7.87% |
Volatility
CAML.L vs. QQQM - Volatility Comparison
Central Asia Metals plc (CAML.L) has a higher volatility of 13.82% compared to Invesco NASDAQ 100 ETF (QQQM) at 5.51%. This indicates that CAML.L's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAML.L | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.82% | 5.51% | +8.31% |
Volatility (6M)Calculated over the trailing 6-month period | 36.47% | 12.47% | +24.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.95% | 22.66% | +19.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.01% | 21.03% | +13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.58% | 21.14% | +15.44% |