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

Correlation

The correlation between CSGP and QQQ is 0.50, 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.


-0.50.00.51.00.5

Performance

CSGP vs. QQQ - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,472.00%
1,092.67%
CSGP
QQQ

Key characteristics

Sharpe Ratio

CSGP:

-0.59

QQQ:

1.64

Sortino Ratio

CSGP:

-0.73

QQQ:

2.19

Omega Ratio

CSGP:

0.92

QQQ:

1.30

Calmar Ratio

CSGP:

-0.58

QQQ:

2.16

Martin Ratio

CSGP:

-0.99

QQQ:

7.79

Ulcer Index

CSGP:

17.56%

QQQ:

3.76%

Daily Std Dev

CSGP:

29.31%

QQQ:

17.85%

Max Drawdown

CSGP:

-71.10%

QQQ:

-82.98%

Current Drawdown

CSGP:

-28.37%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, CSGP achieves a -18.25% return, which is significantly lower than QQQ's 27.20% return. Over the past 10 years, CSGP has underperformed QQQ with an annualized return of 14.37%, while QQQ has yielded a comparatively higher 18.36% annualized return.


CSGP

YTD

-18.25%

1M

-6.33%

6M

-3.38%

1Y

-17.95%

5Y*

3.41%

10Y*

14.37%

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

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Risk-Adjusted Performance

CSGP vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) 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.


Sharpe ratio
The chart of Sharpe ratio for CSGP, currently valued at -0.59, compared to the broader market-4.00-2.000.002.00-0.591.64
The chart of Sortino ratio for CSGP, currently valued at -0.73, compared to the broader market-4.00-2.000.002.004.00-0.732.19
The chart of Omega ratio for CSGP, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.30
The chart of Calmar ratio for CSGP, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.582.16
The chart of Martin ratio for CSGP, currently valued at -0.99, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.997.79
CSGP
QQQ

The current CSGP Sharpe Ratio is -0.59, which is lower than the QQQ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CSGP 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.59
1.64
CSGP
QQQ

Dividends

CSGP vs. QQQ - Dividend Comparison

CSGP has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
CSGP
CoStar Group, 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
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

CSGP vs. QQQ - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.10%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CSGP and QQQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.37%
-3.63%
CSGP
QQQ

Volatility

CSGP vs. QQQ - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 9.78% compared to Invesco QQQ (QQQ) at 5.29%. This indicates that CSGP'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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.78%
5.29%
CSGP
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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