FIS vs. QQQ
Compare and contrast key facts about Fidelity National Information Services, Inc. (FIS) 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: FIS or QQQ.
Performance
FIS vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, FIS achieves a 45.05% return, which is significantly higher than QQQ's 23.40% return. Over the past 10 years, FIS has underperformed QQQ with an annualized return of 5.48%, while QQQ has yielded a comparatively higher 18.08% annualized return.
FIS
45.05%
-5.25%
12.22%
63.09%
-6.81%
5.48%
QQQ
23.40%
1.56%
10.75%
30.41%
20.90%
18.08%
Key characteristics
| FIS | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.86 | 1.71 |
| Sortino Ratio | 3.99 | 2.29 |
| Omega Ratio | 1.48 | 1.31 |
| Calmar Ratio | 0.96 | 2.19 |
| Martin Ratio | 23.32 | 7.95 |
| Ulcer Index | 2.59% | 3.73% |
| Daily Std Dev | 21.10% | 17.38% |
| Max Drawdown | -67.65% | -82.98% |
| Current Drawdown | -39.71% | -2.13% |
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Correlation
The correlation between FIS and QQQ is 0.53, 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.
Risk-Adjusted Performance
FIS vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity National Information Services, Inc. (FIS) 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
FIS vs. QQQ - Dividend Comparison
FIS's dividend yield for the trailing twelve months is around 1.86%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | 1.86% | 4.33% | 2.77% | 1.43% | 0.99% | 1.01% | 1.25% | 1.23% | 1.37% | 1.72% | 1.54% | 1.64% |
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
FIS vs. QQQ - Drawdown Comparison
The maximum FIS drawdown since its inception was -67.65%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FIS and QQQ. For additional features, visit the drawdowns tool.
Volatility
FIS vs. QQQ - Volatility Comparison
Fidelity National Information Services, Inc. (FIS) and Invesco QQQ (QQQ) have volatilities of 5.90% and 5.66%, 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.