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

Key characteristics


DARQQQ
YTD Return-12.62%9.03%
1Y Return-28.78%37.37%
3Y Return (Ann)-16.99%11.70%
5Y Return (Ann)16.67%20.11%
10Y Return (Ann)8.25%18.68%
Sharpe Ratio-0.862.35
Daily Std Dev35.91%16.21%
Max Drawdown-97.89%-82.98%
Current Drawdown-50.05%-0.10%

Correlation

-0.50.00.51.00.3

The correlation between DAR and QQQ is 0.33, 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

DAR vs. QQQ - Performance Comparison

In the year-to-date period, DAR achieves a -12.62% return, which is significantly lower than QQQ's 9.03% return. Over the past 10 years, DAR has underperformed QQQ with an annualized return of 8.25%, while QQQ has yielded a comparatively higher 18.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%December2024FebruaryMarchAprilMay
1,686.67%
922.36%
DAR
QQQ

Compare stocks, funds, or ETFs

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


Darling Ingredients Inc.

Invesco QQQ

Risk-Adjusted Performance

DAR vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Darling Ingredients Inc. (DAR) 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.


DAR
Sharpe ratio
The chart of Sharpe ratio for DAR, currently valued at -0.86, compared to the broader market-2.00-1.000.001.002.003.004.00-0.86
Sortino ratio
The chart of Sortino ratio for DAR, currently valued at -1.17, compared to the broader market-4.00-2.000.002.004.006.00-1.17
Omega ratio
The chart of Omega ratio for DAR, currently valued at 0.87, compared to the broader market0.501.001.502.000.87
Calmar ratio
The chart of Calmar ratio for DAR, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57
Martin ratio
The chart of Martin ratio for DAR, currently valued at -1.05, compared to the broader market-10.000.0010.0020.0030.00-1.05
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 2.31, compared to the broader market-2.00-1.000.001.002.003.004.002.31
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.006.003.15
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 11.24, compared to the broader market-10.000.0010.0020.0030.0011.24

DAR vs. QQQ - Sharpe Ratio Comparison

The current DAR Sharpe Ratio is -0.86, which is lower than the QQQ Sharpe Ratio of 2.35. The chart below compares the 12-month rolling Sharpe Ratio of DAR and QQQ.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.86
2.31
DAR
QQQ

Dividends

DAR vs. QQQ - Dividend Comparison

DAR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.59%.


TTM20232022202120202019201820172016201520142013
DAR
Darling Ingredients 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
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

DAR vs. QQQ - Drawdown Comparison

The maximum DAR drawdown since its inception was -97.89%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for DAR and QQQ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-50.05%
-0.10%
DAR
QQQ

Volatility

DAR vs. QQQ - Volatility Comparison

Darling Ingredients Inc. (DAR) has a higher volatility of 10.87% compared to Invesco QQQ (QQQ) at 4.93%. This indicates that DAR'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
10.87%
4.93%
DAR
QQQ