EXEL vs. QQQ
Compare and contrast key facts about Exelixis, Inc. (EXEL) 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: EXEL or QQQ.
Key characteristics
| EXEL | QQQ | |
|---|---|---|
| YTD Return | 46.10% | 24.75% |
| 1Y Return | 65.10% | 32.82% |
| 3Y Return (Ann) | 24.79% | 9.58% |
| 5Y Return (Ann) | 16.29% | 21.02% |
| 10Y Return (Ann) | 34.95% | 18.32% |
| Sharpe Ratio | 2.06 | 1.91 |
| Sortino Ratio | 3.20 | 2.55 |
| Omega Ratio | 1.42 | 1.35 |
| Calmar Ratio | 1.08 | 2.43 |
| Martin Ratio | 9.21 | 8.85 |
| Ulcer Index | 6.95% | 3.72% |
| Daily Std Dev | 31.15% | 17.21% |
| Max Drawdown | -97.38% | -82.98% |
| Current Drawdown | -28.83% | -1.06% |
Correlation
The correlation between EXEL and QQQ is 0.43, 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
EXEL vs. QQQ - Performance Comparison
In the year-to-date period, EXEL achieves a 46.10% return, which is significantly higher than QQQ's 24.75% return. Over the past 10 years, EXEL has outperformed QQQ with an annualized return of 34.95%, while QQQ has yielded a comparatively lower 18.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EXEL vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exelixis, Inc. (EXEL) 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
EXEL vs. QQQ - Dividend Comparison
EXEL has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXEL Exelixis, 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 | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
EXEL vs. QQQ - Drawdown Comparison
The maximum EXEL drawdown since its inception was -97.38%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for EXEL and QQQ. For additional features, visit the drawdowns tool.
Volatility
EXEL vs. QQQ - Volatility Comparison
Exelixis, Inc. (EXEL) has a higher volatility of 13.41% compared to Invesco QQQ (QQQ) at 4.99%. This indicates that EXEL'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.