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FCUV vs. HXQ.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCUV and HXQ.TO is 0.18, 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.


-0.50.00.51.00.2

Performance

FCUV vs. HXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Focus Universal Inc. (FCUV) and Horizons NASDAQ-100 Index ETF (HXQ.TO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-86.39%
138.06%
FCUV
HXQ.TO

Key characteristics

Sharpe Ratio

FCUV:

-0.71

HXQ.TO:

2.27

Sortino Ratio

FCUV:

-1.32

HXQ.TO:

3.01

Omega Ratio

FCUV:

0.83

HXQ.TO:

1.40

Calmar Ratio

FCUV:

-0.86

HXQ.TO:

3.01

Martin Ratio

FCUV:

-1.09

HXQ.TO:

10.88

Ulcer Index

FCUV:

78.05%

HXQ.TO:

3.55%

Daily Std Dev

FCUV:

120.25%

HXQ.TO:

16.97%

Max Drawdown

FCUV:

-98.61%

HXQ.TO:

-31.60%

Current Drawdown

FCUV:

-98.24%

HXQ.TO:

-2.85%

Returns By Period

In the year-to-date period, FCUV achieves a -84.47% return, which is significantly lower than HXQ.TO's 37.54% return.


FCUV

YTD

-84.47%

1M

-5.50%

6M

-9.28%

1Y

-84.62%

5Y*

N/A

10Y*

N/A

HXQ.TO

YTD

37.54%

1M

5.79%

6M

13.44%

1Y

37.78%

5Y*

22.36%

10Y*

N/A

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

FCUV vs. HXQ.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Focus Universal Inc. (FCUV) and Horizons NASDAQ-100 Index ETF (HXQ.TO). 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.


Sharpe ratio
The chart of Sharpe ratio for FCUV, currently valued at -0.71, compared to the broader market-4.00-2.000.002.00-0.711.48
The chart of Sortino ratio for FCUV, currently valued at -1.33, compared to the broader market-4.00-2.000.002.004.00-1.332.03
The chart of Omega ratio for FCUV, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.27
The chart of Calmar ratio for FCUV, currently valued at -0.86, compared to the broader market0.002.004.006.00-0.861.92
The chart of Martin ratio for FCUV, currently valued at -1.07, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.076.96
FCUV
HXQ.TO

The current FCUV Sharpe Ratio is -0.71, which is lower than the HXQ.TO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of FCUV and HXQ.TO, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.71
1.48
FCUV
HXQ.TO

Dividends

FCUV vs. HXQ.TO - Dividend Comparison

Neither FCUV nor HXQ.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FCUV vs. HXQ.TO - Drawdown Comparison

The maximum FCUV drawdown since its inception was -98.61%, which is greater than HXQ.TO's maximum drawdown of -31.60%. Use the drawdown chart below to compare losses from any high point for FCUV and HXQ.TO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.24%
-3.74%
FCUV
HXQ.TO

Volatility

FCUV vs. HXQ.TO - Volatility Comparison

Focus Universal Inc. (FCUV) has a higher volatility of 18.47% compared to Horizons NASDAQ-100 Index ETF (HXQ.TO) at 5.41%. This indicates that FCUV's price experiences larger fluctuations and is considered to be riskier than HXQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
18.47%
5.41%
FCUV
HXQ.TO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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