CRUS vs. QQQ
Compare and contrast key facts about Cirrus Logic, Inc. (CRUS) and Invesco QQQ (QQQ).
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: CRUS or QQQ.
Key characteristics
| CRUS | QQQ | |
|---|---|---|
| YTD Return | 21.01% | 21.78% |
| 1Y Return | 32.77% | 29.54% |
| 3Y Return (Ann) | 7.91% | 8.44% |
| 5Y Return (Ann) | 6.73% | 20.42% |
| 10Y Return (Ann) | 18.63% | 17.95% |
| Sharpe Ratio | 0.84 | 1.70 |
| Sortino Ratio | 1.45 | 2.29 |
| Omega Ratio | 1.18 | 1.31 |
| Calmar Ratio | 1.05 | 2.19 |
| Martin Ratio | 3.31 | 7.96 |
| Ulcer Index | 9.85% | 3.72% |
| Daily Std Dev | 38.63% | 17.39% |
| Max Drawdown | -97.48% | -82.98% |
| Current Drawdown | -30.90% | -3.42% |
Correlation
The correlation between CRUS 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
CRUS vs. QQQ - Performance Comparison
The year-to-date returns for both investments are quite close, with CRUS having a 21.01% return and QQQ slightly higher at 21.78%. Both investments have delivered pretty close results over the past 10 years, with CRUS having a 18.63% annualized return and QQQ not far behind at 17.95%. 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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Risk-Adjusted Performance
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.
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 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
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.
Volatility
CRUS vs. QQQ - Volatility Comparison
Cirrus Logic, Inc. (CRUS) has a higher volatility of 11.89% compared to Invesco QQQ (QQQ) at 5.62%. 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.