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

Correlation

The correlation between DLB and QQQ is 0.52, 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

DLB vs. QQQ - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.65%
3.81%
DLB
QQQ

Key characteristics

Sharpe Ratio

DLB:

-0.26

QQQ:

1.69

Sortino Ratio

DLB:

-0.24

QQQ:

2.25

Omega Ratio

DLB:

0.97

QQQ:

1.30

Calmar Ratio

DLB:

-0.19

QQQ:

2.26

Martin Ratio

DLB:

-0.68

QQQ:

8.06

Ulcer Index

DLB:

9.37%

QQQ:

3.80%

Daily Std Dev

DLB:

24.88%

QQQ:

18.07%

Max Drawdown

DLB:

-62.19%

QQQ:

-82.98%

Current Drawdown

DLB:

-21.06%

QQQ:

-4.12%

Returns By Period

In the year-to-date period, DLB achieves a -0.49% return, which is significantly lower than QQQ's 0.77% return. Over the past 10 years, DLB has underperformed QQQ with an annualized return of 7.68%, while QQQ has yielded a comparatively higher 18.49% annualized return.


DLB

YTD

-0.49%

1M

-1.81%

6M

-0.65%

1Y

-7.09%

5Y*

3.65%

10Y*

7.68%

QQQ

YTD

0.77%

1M

-1.99%

6M

3.81%

1Y

27.98%

5Y*

19.49%

10Y*

18.49%

*Annualized

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Risk-Adjusted Performance

DLB vs. QQQ — Risk-Adjusted Performance Rank

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

DLB
The Risk-Adjusted Performance Rank of DLB is 3131
Overall Rank
The Sharpe Ratio Rank of DLB is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of DLB is 2727
Sortino Ratio Rank
The Omega Ratio Rank of DLB is 2727
Omega Ratio Rank
The Calmar Ratio Rank of DLB is 3535
Calmar Ratio Rank
The Martin Ratio Rank of DLB is 3333
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6969
Overall Rank
The Sharpe Ratio Rank of QQQ is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6969
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7070
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6767
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.

DLB vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dolby Laboratories, Inc. (DLB) 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 DLB, currently valued at -0.26, compared to the broader market-4.00-2.000.002.00-0.261.69
The chart of Sortino ratio for DLB, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.242.25
The chart of Omega ratio for DLB, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.30
The chart of Calmar ratio for DLB, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.192.26
The chart of Martin ratio for DLB, currently valued at -0.68, compared to the broader market-10.000.0010.0020.00-0.688.06
DLB
QQQ

The current DLB Sharpe Ratio is -0.26, which is lower than the QQQ Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of DLB 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.26
1.69
DLB
QQQ

Dividends

DLB vs. QQQ - Dividend Comparison

DLB's dividend yield for the trailing twelve months is around 1.58%, more than QQQ's 0.55% yield.


TTM20242023202220212020201920182017201620152014
DLB
Dolby Laboratories, Inc.
1.58%1.57%1.29%1.45%0.96%0.91%1.15%1.08%0.94%1.11%1.25%0.23%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

DLB vs. QQQ - Drawdown Comparison

The maximum DLB drawdown since its inception was -62.19%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for DLB and QQQ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.06%
-4.12%
DLB
QQQ

Volatility

DLB vs. QQQ - Volatility Comparison

The current volatility for Dolby Laboratories, Inc. (DLB) is 3.33%, while Invesco QQQ (QQQ) has a volatility of 6.20%. This indicates that DLB experiences smaller price fluctuations and is considered to be less risky 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%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
3.33%
6.20%
DLB
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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