PortfoliosLab logo
COW vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COW and QQQ is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

COW vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B Bloomberg Livestock Subindex Total Return ETN (COW) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period


COW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

1.92%

1M

17.15%

6M

3.66%

1Y

15.07%

3Y*

22.52%

5Y*

18.59%

10Y*

17.68%

*Annualized

Compare stocks, funds, or ETFs

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


Invesco QQQ

COW vs. QQQ - Expense Ratio Comparison

COW has a 0.45% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

COW vs. QQQ — Risk-Adjusted Performance Rank

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

COW

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6363
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6161
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.

COW vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B Bloomberg Livestock Subindex Total Return ETN (COW) 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.



Loading data...

Dividends

COW vs. QQQ - Dividend Comparison

COW has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.57%.


TTM20242023202220212020201920182017201620152014
COW
iPath Series B Bloomberg Livestock Subindex Total Return ETN
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
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

COW vs. QQQ - Drawdown Comparison


Loading data...

Volatility

COW vs. QQQ - Volatility Comparison


Loading data...