CIAOX vs. QQQ
Compare and contrast key facts about Capital Advisors Growth Fund (CIAOX) and Invesco QQQ (QQQ).
CIAOX is managed by Capital Advisors. It was launched on Dec 31, 1999. 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: CIAOX or QQQ.
Key characteristics
| CIAOX | QQQ | |
|---|---|---|
| YTD Return | 26.22% | 25.79% |
| 1Y Return | 35.38% | 36.91% |
| 3Y Return (Ann) | 4.61% | 9.89% |
| 5Y Return (Ann) | 11.35% | 21.42% |
| 10Y Return (Ann) | 6.66% | 18.39% |
| Sharpe Ratio | 2.82 | 2.11 |
| Sortino Ratio | 3.74 | 2.78 |
| Omega Ratio | 1.52 | 1.38 |
| Calmar Ratio | 2.27 | 2.69 |
| Martin Ratio | 16.32 | 9.81 |
| Ulcer Index | 2.16% | 3.72% |
| Daily Std Dev | 12.51% | 17.32% |
| Max Drawdown | -66.49% | -82.98% |
| Current Drawdown | 0.00% | -0.24% |
Correlation
The correlation between CIAOX and QQQ is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CIAOX vs. QQQ - Performance Comparison
The year-to-date returns for both stocks are quite close, with CIAOX having a 26.22% return and QQQ slightly lower at 25.79%. Over the past 10 years, CIAOX has underperformed QQQ with an annualized return of 6.66%, while QQQ has yielded a comparatively higher 18.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CIAOX vs. QQQ - Expense Ratio Comparison
CIAOX has a 1.01% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
CIAOX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Advisors Growth Fund (CIAOX) 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
CIAOX vs. QQQ - Dividend Comparison
CIAOX's dividend yield for the trailing twelve months is around 0.34%, less than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIAOX Capital Advisors Growth Fund | 0.34% | 0.42% | 0.02% | 0.00% | 0.11% | 0.28% | 0.20% | 0.19% | 0.22% | 0.60% | 1.07% | 1.41% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
CIAOX vs. QQQ - Drawdown Comparison
The maximum CIAOX drawdown since its inception was -66.49%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CIAOX and QQQ. For additional features, visit the drawdowns tool.
Volatility
CIAOX vs. QQQ - Volatility Comparison
The current volatility for Capital Advisors Growth Fund (CIAOX) is 3.99%, while Invesco QQQ (QQQ) has a volatility of 5.14%. This indicates that CIAOX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.