PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIS vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIS and QQQ is 0.52, 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.


-0.50.00.51.00.5

Performance

FIS vs. QQQ - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
782.21%
1,317.90%
FIS
QQQ

Key characteristics

Sharpe Ratio

FIS:

1.75

QQQ:

1.54

Sortino Ratio

FIS:

2.58

QQQ:

2.06

Omega Ratio

FIS:

1.31

QQQ:

1.28

Calmar Ratio

FIS:

0.61

QQQ:

2.03

Martin Ratio

FIS:

11.34

QQQ:

7.34

Ulcer Index

FIS:

3.20%

QQQ:

3.75%

Daily Std Dev

FIS:

20.75%

QQQ:

17.90%

Max Drawdown

FIS:

-67.65%

QQQ:

-82.98%

Current Drawdown

FIS:

-43.37%

QQQ:

-4.03%

Returns By Period

In the year-to-date period, FIS achieves a 36.23% return, which is significantly higher than QQQ's 26.66% return. Over the past 10 years, FIS has underperformed QQQ with an annualized return of 4.24%, while QQQ has yielded a comparatively higher 18.30% annualized return.


FIS

YTD

36.23%

1M

-8.75%

6M

5.17%

1Y

36.57%

5Y*

-8.47%

10Y*

4.24%

QQQ

YTD

26.66%

1M

3.29%

6M

6.76%

1Y

26.84%

5Y*

20.38%

10Y*

18.30%

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

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.


Sharpe ratio
The chart of Sharpe ratio for FIS, currently valued at 1.75, compared to the broader market-4.00-2.000.002.001.751.54
The chart of Sortino ratio for FIS, currently valued at 2.58, compared to the broader market-4.00-2.000.002.004.002.582.06
The chart of Omega ratio for FIS, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.28
The chart of Calmar ratio for FIS, currently valued at 0.61, compared to the broader market0.002.004.006.000.612.03
The chart of Martin ratio for FIS, currently valued at 11.34, compared to the broader market0.0010.0020.0011.347.34
FIS
QQQ

The current FIS Sharpe Ratio is 1.75, which is comparable to the QQQ Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of FIS 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.75
1.54
FIS
QQQ

Dividends

FIS vs. QQQ - Dividend Comparison

FIS's dividend yield for the trailing twelve months is around 1.79%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
FIS
Fidelity National Information Services, Inc.
1.79%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
0.43%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-43.37%
-4.03%
FIS
QQQ

Volatility

FIS vs. QQQ - Volatility Comparison

Fidelity National Information Services, Inc. (FIS) and Invesco QQQ (QQQ) have volatilities of 5.37% and 5.23%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.37%
5.23%
FIS
QQQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab