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CELH vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CELHQQQ
YTD Return74.52%11.97%
1Y Return125.76%32.32%
3Y Return (Ann)63.73%11.88%
5Y Return (Ann)133.66%21.95%
10Y Return (Ann)84.52%18.53%
Sharpe Ratio2.072.42
Daily Std Dev56.55%16.11%
Max Drawdown-99.79%-82.98%
Current Drawdown-1.00%0.00%

Correlation

-0.50.00.51.00.2

The correlation between CELH and QQQ is 0.18, 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

CELH vs. QQQ - Performance Comparison

In the year-to-date period, CELH achieves a 74.52% return, which is significantly higher than QQQ's 11.97% return. Over the past 10 years, CELH has outperformed QQQ with an annualized return of 84.52%, while QQQ has yielded a comparatively lower 18.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%December2024FebruaryMarchAprilMay
114,125.69%
1,157.23%
CELH
QQQ

Compare stocks, funds, or ETFs

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


Celsius Holdings, Inc.

Invesco QQQ

Risk-Adjusted Performance

CELH vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) 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.


CELH
Sharpe ratio
The chart of Sharpe ratio for CELH, currently valued at 2.07, compared to the broader market-2.00-1.000.001.002.003.004.002.07
Sortino ratio
The chart of Sortino ratio for CELH, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.006.002.83
Omega ratio
The chart of Omega ratio for CELH, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for CELH, currently valued at 4.13, compared to the broader market0.002.004.006.004.13
Martin ratio
The chart of Martin ratio for CELH, currently valued at 7.60, compared to the broader market-10.000.0010.0020.0030.007.60
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 2.42, compared to the broader market-2.00-1.000.001.002.003.004.002.42
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.006.003.28
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 2.59, compared to the broader market0.002.004.006.002.59
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 11.74, compared to the broader market-10.000.0010.0020.0030.0011.74

CELH vs. QQQ - Sharpe Ratio Comparison

The current CELH Sharpe Ratio is 2.07, which roughly equals the QQQ Sharpe Ratio of 2.42. The chart below compares the 12-month rolling Sharpe Ratio of CELH and QQQ.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.07
2.42
CELH
QQQ

Dividends

CELH vs. QQQ - Dividend Comparison

CELH has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.58%.


TTM20232022202120202019201820172016201520142013
CELH
Celsius Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

CELH vs. QQQ - Drawdown Comparison

The maximum CELH drawdown since its inception was -99.79%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CELH and QQQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.00%
0
CELH
QQQ

Volatility

CELH vs. QQQ - Volatility Comparison

Celsius Holdings, Inc. (CELH) has a higher volatility of 12.06% compared to Invesco QQQ (QQQ) at 4.01%. This indicates that CELH'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.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
12.06%
4.01%
CELH
QQQ