ERJ vs. QQQ
Compare and contrast key facts about Embraer S.A. (ERJ) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ERJ or QQQ.
Correlation
The correlation between ERJ and QQQ is 0.40, 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.
Performance
ERJ vs. QQQ - Performance Comparison
Key characteristics
ERJ:
3.09
QQQ:
1.40
ERJ:
3.97
QQQ:
1.90
ERJ:
1.49
QQQ:
1.25
ERJ:
2.45
QQQ:
1.88
ERJ:
21.50
QQQ:
6.51
ERJ:
6.41%
QQQ:
3.92%
ERJ:
44.69%
QQQ:
18.23%
ERJ:
-90.09%
QQQ:
-82.98%
ERJ:
-5.86%
QQQ:
-0.42%
Returns By Period
In the year-to-date period, ERJ achieves a 17.45% return, which is significantly higher than QQQ's 5.09% return. Over the past 10 years, ERJ has underperformed QQQ with an annualized return of 2.05%, while QQQ has yielded a comparatively higher 18.32% annualized return.
ERJ
17.45%
3.76%
30.66%
137.49%
19.40%
2.05%
QQQ
5.09%
2.37%
13.48%
26.98%
19.29%
18.32%
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Risk-Adjusted Performance
ERJ vs. QQQ — Risk-Adjusted Performance Rank
ERJ
QQQ
ERJ vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Embraer S.A. (ERJ) 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.
Dividends
ERJ vs. QQQ - Dividend Comparison
ERJ has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.53%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERJ Embraer S.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.68% | 1.63% | 0.59% | 0.76% | 1.54% |
QQQ Invesco QQQ | 0.53% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
ERJ vs. QQQ - Drawdown Comparison
The maximum ERJ drawdown since its inception was -90.09%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ERJ and QQQ. For additional features, visit the drawdowns tool.
Volatility
ERJ vs. QQQ - Volatility Comparison
Embraer S.A. (ERJ) has a higher volatility of 15.71% compared to Invesco QQQ (QQQ) at 4.70%. This indicates that ERJ'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.