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

Correlation

The correlation between FIGS 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.


-0.50.00.51.00.4

Performance

FIGS vs. QQQ - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-2.29%
12.12%
FIGS
QQQ

Key characteristics

Sharpe Ratio

FIGS:

-0.22

QQQ:

1.38

Sortino Ratio

FIGS:

0.15

QQQ:

1.88

Omega Ratio

FIGS:

1.02

QQQ:

1.25

Calmar Ratio

FIGS:

-0.16

QQQ:

1.86

Martin Ratio

FIGS:

-0.79

QQQ:

6.43

Ulcer Index

FIGS:

18.15%

QQQ:

3.92%

Daily Std Dev

FIGS:

66.24%

QQQ:

18.27%

Max Drawdown

FIGS:

-91.22%

QQQ:

-82.98%

Current Drawdown

FIGS:

-89.02%

QQQ:

0.00%

Returns By Period

In the year-to-date period, FIGS achieves a -11.15% return, which is significantly lower than QQQ's 5.50% return.


FIGS

YTD

-11.15%

1M

-7.41%

6M

-1.96%

1Y

-12.28%

5Y*

N/A

10Y*

N/A

QQQ

YTD

5.50%

1M

3.38%

6M

12.65%

1Y

26.01%

5Y*

18.94%

10Y*

18.39%

*Annualized

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

FIGS vs. QQQ — Risk-Adjusted Performance Rank

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

FIGS
The Risk-Adjusted Performance Rank of FIGS is 3333
Overall Rank
The Sharpe Ratio Rank of FIGS is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGS is 3535
Sortino Ratio Rank
The Omega Ratio Rank of FIGS is 3434
Omega Ratio Rank
The Calmar Ratio Rank of FIGS is 3535
Calmar Ratio Rank
The Martin Ratio Rank of FIGS is 2727
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5555
Overall Rank
The Sharpe Ratio Rank of QQQ is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of QQQ 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.

FIGS vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FIGS, Inc. (FIGS) 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.


Sharpe ratio
The chart of Sharpe ratio for FIGS, currently valued at -0.22, compared to the broader market-2.000.002.004.00-0.221.38
The chart of Sortino ratio for FIGS, currently valued at 0.15, compared to the broader market-6.00-4.00-2.000.002.004.006.000.151.88
The chart of Omega ratio for FIGS, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.25
The chart of Calmar ratio for FIGS, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.161.86
The chart of Martin ratio for FIGS, currently valued at -0.79, compared to the broader market0.0010.0020.0030.00-0.796.43
FIGS
QQQ

The current FIGS Sharpe Ratio is -0.22, which is lower than the QQQ Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FIGS and QQQ, 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-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
-0.22
1.38
FIGS
QQQ

Dividends

FIGS vs. QQQ - Dividend Comparison

FIGS has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023202220212020201920182017201620152014
FIGS
FIGS, 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
0.53%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FIGS vs. QQQ - Drawdown Comparison

The maximum FIGS drawdown since its inception was -91.22%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FIGS and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-89.02%
0
FIGS
QQQ

Volatility

FIGS vs. QQQ - Volatility Comparison

FIGS, Inc. (FIGS) has a higher volatility of 10.16% compared to Invesco QQQ (QQQ) at 4.92%. This indicates that FIGS'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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
10.16%
4.92%
FIGS
QQQ
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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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