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

Correlation

The correlation between CHE and QQQ is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

CHE vs. QQQ - Performance Comparison

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

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Key characteristics

Daily Std Dev

CHE:

12.73%

QQQ:

25.14%

Max Drawdown

CHE:

-1.45%

QQQ:

-82.98%

Current Drawdown

CHE:

-1.25%

QQQ:

-9.42%

Returns By Period


CHE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

-4.41%

1M

7.39%

6M

-4.80%

1Y

11.06%

5Y*

17.86%

10Y*

17.08%

*Annualized

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Risk-Adjusted Performance

CHE vs. QQQ — Risk-Adjusted Performance Rank

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

CHE
The Risk-Adjusted Performance Rank of CHE is 4545
Overall Rank
The Sharpe Ratio Rank of CHE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CHE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CHE is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CHE is 4747
Calmar Ratio Rank
The Martin Ratio Rank of CHE is 4747
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.

CHE vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chemed Corporation (CHE) 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.



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Dividends

CHE vs. QQQ - Dividend Comparison

CHE's dividend yield for the trailing twelve months is around 0.33%, less than QQQ's 0.61% yield.


TTM20242023202220212020201920182017201620152014
CHE
Chemed Corporation
0.33%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
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

CHE vs. QQQ - Drawdown Comparison

The maximum CHE drawdown since its inception was -1.45%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CHE and QQQ. For additional features, visit the drawdowns tool.


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Volatility

CHE vs. QQQ - Volatility Comparison


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