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

Correlation

The correlation between ENTR and QQQ is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

ENTR vs. QQQ - Performance Comparison

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

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Key characteristics

Daily Std Dev

ENTR:

14.62%

QQQ:

25.14%

Max Drawdown

ENTR:

-1.06%

QQQ:

-82.98%

Current Drawdown

ENTR:

-0.24%

QQQ:

-9.42%

Returns By Period


ENTR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

-4.41%

1M

7.39%

6M

-4.80%

1Y

11.06%

5Y*

17.86%

10Y*

17.08%

*Annualized

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ENTR vs. QQQ - Expense Ratio Comparison

ENTR has a 0.49% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

ENTR vs. QQQ — Risk-Adjusted Performance Rank

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

ENTR
The Risk-Adjusted Performance Rank of ENTR is 5858
Overall Rank
The Sharpe Ratio Rank of ENTR is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ENTR is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ENTR is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ENTR is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ENTR is 5555
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6060
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.

ENTR vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ERShares Entrepreneurs ETF (ENTR) 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.



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Dividends

ENTR vs. QQQ - Dividend Comparison

ENTR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
ENTR
ERShares Entrepreneurs ETF
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%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

ENTR vs. QQQ - Drawdown Comparison

The maximum ENTR drawdown since its inception was -1.06%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ENTR and QQQ. For additional features, visit the drawdowns tool.


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Volatility

ENTR vs. QQQ - Volatility Comparison


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