COHR vs. QLD

In the year-to-date period, COHR achieves a -7.38% return, which is significantly lower than QLD's 4.32% return. Over the past 10 years, COHR has underperformed QLD with an annualized return of 17.83%, while QLD has yielded a comparatively higher 29.93% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Coherent, Inc. (COHR) and ProShares Ultra QQQ (QLD). 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 COHR Sharpe Ratio is 1.31, which is comparable to the QLD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of COHR and QLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

COHR has not paid dividends to shareholders, while QLD's dividend yield for the trailing twelve months is around 0.24%.

The maximum COHR drawdown since its inception was -80.89%, roughly equal to the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for COHR and QLD. For additional features, visit the drawdowns tool.

Coherent, Inc. (COHR) has a higher volatility of 27.23% compared to ProShares Ultra QQQ (QLD) at 11.92%. This indicates that COHR's price experiences larger fluctuations and is considered to be riskier than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.