CHEF vs. QQQ
Compare and contrast key facts about The Chefs' Warehouse, Inc. (CHEF) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHEF or QQQ.
Performance
CHEF vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, CHEF achieves a 49.35% return, which is significantly higher than QQQ's 23.40% return. Over the past 10 years, CHEF has underperformed QQQ with an annualized return of 9.94%, while QQQ has yielded a comparatively higher 18.08% annualized return.
CHEF
49.35%
8.21%
12.99%
68.35%
4.95%
9.94%
QQQ
23.40%
1.56%
10.75%
30.41%
20.90%
18.08%
Key characteristics
| CHEF | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.00 | 1.71 |
| Sortino Ratio | 2.60 | 2.29 |
| Omega Ratio | 1.32 | 1.31 |
| Calmar Ratio | 1.80 | 2.19 |
| Martin Ratio | 11.53 | 7.95 |
| Ulcer Index | 5.73% | 3.73% |
| Daily Std Dev | 33.06% | 17.38% |
| Max Drawdown | -91.26% | -82.98% |
| Current Drawdown | 0.00% | -2.13% |
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Correlation
The correlation between CHEF and QQQ is 0.34, 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.
Risk-Adjusted Performance
CHEF vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Chefs' Warehouse, Inc. (CHEF) 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.
Dividends
CHEF vs. QQQ - Dividend Comparison
CHEF has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHEF The Chefs' Warehouse, 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 | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
CHEF vs. QQQ - Drawdown Comparison
The maximum CHEF drawdown since its inception was -91.26%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CHEF and QQQ. For additional features, visit the drawdowns tool.
Volatility
CHEF vs. QQQ - Volatility Comparison
The Chefs' Warehouse, Inc. (CHEF) has a higher volatility of 10.61% compared to Invesco QQQ (QQQ) at 5.66%. This indicates that CHEF'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.