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CCK vs. TQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCK and TQQQ is 0.55, 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.


Performance

CCK vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crown Holdings, Inc. (CCK) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CCK:

0.78

TQQQ:

0.17

Sortino Ratio

CCK:

1.39

TQQQ:

0.89

Omega Ratio

CCK:

1.17

TQQQ:

1.12

Calmar Ratio

CCK:

0.46

TQQQ:

0.35

Martin Ratio

CCK:

2.37

TQQQ:

0.91

Ulcer Index

CCK:

8.35%

TQQQ:

22.05%

Daily Std Dev

CCK:

25.38%

TQQQ:

75.62%

Max Drawdown

CCK:

-98.20%

TQQQ:

-81.66%

Current Drawdown

CCK:

-20.59%

TQQQ:

-23.87%

Returns By Period

In the year-to-date period, CCK achieves a 20.77% return, which is significantly higher than TQQQ's -10.54% return. Over the past 10 years, CCK has underperformed TQQQ with an annualized return of 6.28%, while TQQQ has yielded a comparatively higher 31.45% annualized return.


CCK

YTD

20.77%

1M

17.44%

6M

10.89%

1Y

19.62%

5Y*

11.90%

10Y*

6.28%

TQQQ

YTD

-10.54%

1M

41.76%

6M

-11.29%

1Y

12.69%

5Y*

32.25%

10Y*

31.45%

*Annualized

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Risk-Adjusted Performance

CCK vs. TQQQ — Risk-Adjusted Performance Rank

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

CCK
The Risk-Adjusted Performance Rank of CCK is 7474
Overall Rank
The Sharpe Ratio Rank of CCK is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CCK is 7575
Sortino Ratio Rank
The Omega Ratio Rank of CCK is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CCK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CCK is 7676
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 4242
Overall Rank
The Sharpe Ratio Rank of TQQQ is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 4343
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 3333
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.

CCK vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crown Holdings, Inc. (CCK) and ProShares UltraPro QQQ (TQQQ). 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 current CCK Sharpe Ratio is 0.78, which is higher than the TQQQ Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of CCK and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CCK vs. TQQQ - Dividend Comparison

CCK's dividend yield for the trailing twelve months is around 1.01%, less than TQQQ's 1.40% yield.


TTM20242023202220212020201920182017201620152014
CCK
Crown Holdings, Inc.
1.01%1.21%1.04%1.07%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
1.40%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

CCK vs. TQQQ - Drawdown Comparison

The maximum CCK drawdown since its inception was -98.20%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for CCK and TQQQ. For additional features, visit the drawdowns tool.


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Volatility

CCK vs. TQQQ - Volatility Comparison

The current volatility for Crown Holdings, Inc. (CCK) is 9.07%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 22.30%. This indicates that CCK experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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