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

Correlation

The correlation between CRUS and QQQ is 0.51, 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

CRUS vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CRUS:

-0.01

QQQ:

0.67

Sortino Ratio

CRUS:

0.41

QQQ:

1.12

Omega Ratio

CRUS:

1.05

QQQ:

1.16

Calmar Ratio

CRUS:

0.07

QQQ:

0.77

Martin Ratio

CRUS:

0.14

QQQ:

2.53

Ulcer Index

CRUS:

23.51%

QQQ:

6.97%

Daily Std Dev

CRUS:

42.10%

QQQ:

25.50%

Max Drawdown

CRUS:

-97.48%

QQQ:

-82.98%

Current Drawdown

CRUS:

-26.39%

QQQ:

-4.29%

Returns By Period

In the year-to-date period, CRUS achieves a 7.69% return, which is significantly higher than QQQ's 1.00% return. Over the past 10 years, CRUS has underperformed QQQ with an annualized return of 11.63%, while QQQ has yielded a comparatively higher 17.72% annualized return.


CRUS

YTD

7.69%

1M

24.31%

6M

2.46%

1Y

-0.50%

5Y*

10.05%

10Y*

11.63%

QQQ

YTD

1.00%

1M

13.47%

6M

0.83%

1Y

17.08%

5Y*

19.20%

10Y*

17.72%

*Annualized

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Risk-Adjusted Performance

CRUS vs. QQQ — Risk-Adjusted Performance Rank

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

CRUS
The Risk-Adjusted Performance Rank of CRUS is 5151
Overall Rank
The Sharpe Ratio Rank of CRUS is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of CRUS is 4949
Sortino Ratio Rank
The Omega Ratio Rank of CRUS is 4848
Omega Ratio Rank
The Calmar Ratio Rank of CRUS is 5454
Calmar Ratio Rank
The Martin Ratio Rank of CRUS is 5353
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6666
Overall Rank
The Sharpe Ratio Rank of QQQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6666
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.

CRUS vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cirrus Logic, Inc. (CRUS) 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 CRUS Sharpe Ratio is -0.01, which is lower than the QQQ Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CRUS 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

CRUS vs. QQQ - Dividend Comparison

CRUS has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.58%.


TTM20242023202220212020201920182017201620152014
CRUS
Cirrus Logic, 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
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

CRUS vs. QQQ - Drawdown Comparison

The maximum CRUS drawdown since its inception was -97.48%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CRUS and QQQ. For additional features, visit the drawdowns tool.


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Volatility

CRUS vs. QQQ - Volatility Comparison

Cirrus Logic, Inc. (CRUS) has a higher volatility of 8.16% compared to Invesco QQQ (QQQ) at 7.54%. This indicates that CRUS'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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