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ERIE vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ERIE and QQQM is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ERIE vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Erie Indemnity Company (ERIE) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
72.64%
65.49%
ERIE
QQQM

Key characteristics

Sharpe Ratio

ERIE:

-0.15

QQQM:

0.48

Sortino Ratio

ERIE:

0.01

QQQM:

0.83

Omega Ratio

ERIE:

1.00

QQQM:

1.12

Calmar Ratio

ERIE:

-0.15

QQQM:

0.53

Martin Ratio

ERIE:

-0.28

QQQM:

1.80

Ulcer Index

ERIE:

17.61%

QQQM:

6.63%

Daily Std Dev

ERIE:

32.71%

QQQM:

24.98%

Max Drawdown

ERIE:

-50.74%

QQQM:

-35.05%

Current Drawdown

ERIE:

-32.97%

QQQM:

-12.26%

Returns By Period

In the year-to-date period, ERIE achieves a -11.62% return, which is significantly lower than QQQM's -7.40% return.


ERIE

YTD

-11.62%

1M

-13.45%

6M

-17.95%

1Y

-4.01%

5Y*

17.34%

10Y*

18.55%

QQQM

YTD

-7.40%

1M

-1.86%

6M

-4.26%

1Y

10.39%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ERIE vs. QQQM — Risk-Adjusted Performance Rank

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

ERIE
The Risk-Adjusted Performance Rank of ERIE is 4242
Overall Rank
The Sharpe Ratio Rank of ERIE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ERIE is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ERIE is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ERIE is 4343
Calmar Ratio Rank
The Martin Ratio Rank of ERIE is 4747
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 6060
Overall Rank
The Sharpe Ratio Rank of QQQM is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 6060
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5757
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.

ERIE vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Erie Indemnity Company (ERIE) and Invesco NASDAQ 100 ETF (QQQM). 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.


The chart of Sharpe ratio for ERIE, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.00
ERIE: -0.15
QQQM: 0.48
The chart of Sortino ratio for ERIE, currently valued at 0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
ERIE: 0.01
QQQM: 0.83
The chart of Omega ratio for ERIE, currently valued at 1.00, compared to the broader market0.501.001.502.00
ERIE: 1.00
QQQM: 1.12
The chart of Calmar ratio for ERIE, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.00
ERIE: -0.15
QQQM: 0.53
The chart of Martin ratio for ERIE, currently valued at -0.28, compared to the broader market-5.000.005.0010.0015.0020.00
ERIE: -0.28
QQQM: 1.80

The current ERIE Sharpe Ratio is -0.15, which is lower than the QQQM Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ERIE and QQQM, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.15
0.48
ERIE
QQQM

Dividends

ERIE vs. QQQM - Dividend Comparison

ERIE's dividend yield for the trailing twelve months is around 1.46%, more than QQQM's 0.64% yield.


TTM20242023202220212020201920182017201620152014
ERIE
Erie Indemnity Company
1.46%1.24%1.42%1.79%2.15%2.39%2.17%2.52%2.57%1.95%3.61%2.80%
QQQM
Invesco NASDAQ 100 ETF
0.64%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ERIE vs. QQQM - Drawdown Comparison

The maximum ERIE drawdown since its inception was -50.74%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for ERIE and QQQM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.97%
-12.26%
ERIE
QQQM

Volatility

ERIE vs. QQQM - Volatility Comparison

Erie Indemnity Company (ERIE) and Invesco NASDAQ 100 ETF (QQQM) have volatilities of 17.04% and 16.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.04%
16.54%
ERIE
QQQM