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DXYN vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXYN vs. QQQ - Performance Comparison

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

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DXYN vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXYN
The Dixie Group, Inc.
-11.11%-30.96%-12.46%-4.92%-86.34%124.71%123.68%60.70%-81.57%6.94%
QQQ
Invesco QQQ ETF
-4.76%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Returns By Period

In the year-to-date period, DXYN achieves a -11.11% return, which is significantly lower than QQQ's -4.76% return. Over the past 10 years, DXYN has underperformed QQQ with an annualized return of -20.90%, while QQQ has yielded a comparatively higher 18.99% annualized return.


DXYN

1D
8.11%
1M
-11.33%
YTD
-11.11%
6M
-46.32%
1Y
-17.26%
3Y*
-19.26%
5Y*
-34.67%
10Y*
-20.90%

QQQ

1D
1.24%
1M
-3.79%
YTD
-4.76%
6M
-2.89%
1Y
24.21%
3Y*
22.83%
5Y*
13.16%
10Y*
18.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DXYN vs. QQQ — Risk / Return Rank

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

DXYN
DXYN Risk / Return Rank: 3434
Overall Rank
DXYN Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DXYN Sortino Ratio Rank: 3939
Sortino Ratio Rank
DXYN Omega Ratio Rank: 3838
Omega Ratio Rank
DXYN Calmar Ratio Rank: 3030
Calmar Ratio Rank
DXYN Martin Ratio Rank: 3131
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6565
Overall Rank
QQQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6363
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7474
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DXYN vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Dixie Group, Inc. (DXYN) and Invesco QQQ ETF (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.


DXYNQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.18

1.07

-1.25

Sortino ratio

Return per unit of downside risk

0.41

1.66

-1.25

Omega ratio

Gain probability vs. loss probability

1.05

1.24

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.34

2.00

-2.33

Martin ratio

Return relative to average drawdown

-0.59

7.32

-7.92

DXYN vs. QQQ - Sharpe Ratio Comparison

The current DXYN Sharpe Ratio is -0.18, which is lower than the QQQ Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of DXYN 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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Sharpe Ratios by Period


DXYNQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.07

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.59

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

0.86

-1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.38

-0.50

Correlation

The correlation between DXYN and QQQ is 0.13, 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.


Dividends

DXYN vs. QQQ - Dividend Comparison

DXYN has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.48%.


TTM20252024202320222021202020192018201720162015
DXYN
The Dixie 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 ETF
0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

DXYN vs. QQQ - Drawdown Comparison

The maximum DXYN drawdown since its inception was -98.09%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DXYN and QQQ.


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Drawdown Indicators


DXYNQQQDifference

Max Drawdown

Largest peak-to-trough decline

-98.09%

-82.97%

-15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-50.60%

-12.62%

-37.98%

Max Drawdown (5Y)

Largest decline over 5 years

-94.61%

-35.12%

-59.49%

Max Drawdown (10Y)

Largest decline over 10 years

-94.61%

-35.12%

-59.49%

Current Drawdown

Current decline from peak

-97.94%

-7.86%

-90.08%

Average Drawdown

Average peak-to-trough decline

-62.47%

-32.99%

-29.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.61%

3.44%

+25.17%

Volatility

DXYN vs. QQQ - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 18.51% compared to Invesco QQQ ETF (QQQ) at 6.61%. This indicates that DXYN'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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Volatility by Period


DXYNQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.51%

6.61%

+11.90%

Volatility (6M)

Calculated over the trailing 6-month period

61.65%

12.82%

+48.83%

Volatility (1Y)

Calculated over the trailing 1-year period

95.21%

22.70%

+72.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.26%

22.38%

+67.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.90%

22.25%

+70.65%