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

Correlation

The correlation between CRAI and QQQ is 0.40, 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.


Performance

CRAI vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CRAI:

0.42

QQQ:

0.64

Sortino Ratio

CRAI:

0.89

QQQ:

1.12

Omega Ratio

CRAI:

1.12

QQQ:

1.16

Calmar Ratio

CRAI:

0.76

QQQ:

0.78

Martin Ratio

CRAI:

1.61

QQQ:

2.53

Ulcer Index

CRAI:

11.17%

QQQ:

6.98%

Daily Std Dev

CRAI:

36.49%

QQQ:

25.46%

Max Drawdown

CRAI:

-76.40%

QQQ:

-82.98%

Current Drawdown

CRAI:

-7.13%

QQQ:

-3.19%

Returns By Period

In the year-to-date period, CRAI achieves a 4.67% return, which is significantly higher than QQQ's 2.16% return. Over the past 10 years, CRAI has outperformed QQQ with an annualized return of 22.83%, while QQQ has yielded a comparatively lower 17.75% annualized return.


CRAI

YTD

4.67%

1M

20.09%

6M

5.46%

1Y

15.69%

5Y*

40.43%

10Y*

22.83%

QQQ

YTD

2.16%

1M

17.43%

6M

5.35%

1Y

16.14%

5Y*

18.94%

10Y*

17.75%

*Annualized

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Risk-Adjusted Performance

CRAI vs. QQQ — Risk-Adjusted Performance Rank

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

CRAI
The Risk-Adjusted Performance Rank of CRAI is 6868
Overall Rank
The Sharpe Ratio Rank of CRAI is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of CRAI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CRAI is 6262
Omega Ratio Rank
The Calmar Ratio Rank of CRAI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of CRAI is 6969
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6565
Overall Rank
The Sharpe Ratio Rank of QQQ is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6565
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6666
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6363
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.

CRAI vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRA International, Inc. (CRAI) 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.


The current CRAI Sharpe Ratio is 0.42, which is lower than the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of CRAI and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CRAI vs. QQQ - Dividend Comparison

CRAI's dividend yield for the trailing twelve months is around 0.93%, more than QQQ's 0.57% yield.


TTM20242023202220212020201920182017201620152014
CRAI
CRA International, Inc.
0.93%0.93%1.52%1.05%1.17%1.87%1.52%1.67%1.31%0.38%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

CRAI vs. QQQ - Drawdown Comparison

The maximum CRAI drawdown since its inception was -76.40%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CRAI and QQQ. For additional features, visit the drawdowns tool.


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Volatility

CRAI vs. QQQ - Volatility Comparison

CRA International, Inc. (CRAI) has a higher volatility of 7.57% compared to Invesco QQQ (QQQ) at 6.50%. This indicates that CRAI'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.


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