FIVE vs. QQQ
Compare and contrast key facts about Five Below, Inc. (FIVE) 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: FIVE or QQQ.
Key characteristics
| FIVE | QQQ | |
|---|---|---|
| YTD Return | -61.06% | 26.02% |
| 1Y Return | -53.03% | 36.73% |
| 3Y Return (Ann) | -26.61% | 9.97% |
| 5Y Return (Ann) | -7.56% | 21.44% |
| 10Y Return (Ann) | 6.87% | 18.42% |
| Sharpe Ratio | -1.07 | 2.28 |
| Sortino Ratio | -1.52 | 2.98 |
| Omega Ratio | 0.78 | 1.41 |
| Calmar Ratio | -0.73 | 2.94 |
| Martin Ratio | -1.27 | 10.71 |
| Ulcer Index | 41.42% | 3.72% |
| Daily Std Dev | 49.50% | 17.35% |
| Max Drawdown | -72.49% | -82.98% |
| Current Drawdown | -64.86% | -0.06% |
Correlation
The correlation between FIVE and QQQ is 0.39, 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.
Performance
FIVE vs. QQQ - Performance Comparison
In the year-to-date period, FIVE achieves a -61.06% return, which is significantly lower than QQQ's 26.02% return. Over the past 10 years, FIVE has underperformed QQQ with an annualized return of 6.87%, while QQQ has yielded a comparatively higher 18.42% 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
FIVE vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Five Below, Inc. (FIVE) 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
FIVE vs. QQQ - Dividend Comparison
FIVE has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVE Five Below, 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 | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
FIVE vs. QQQ - Drawdown Comparison
The maximum FIVE drawdown since its inception was -72.49%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FIVE and QQQ. For additional features, visit the drawdowns tool.
Volatility
FIVE vs. QQQ - Volatility Comparison
Five Below, Inc. (FIVE) has a higher volatility of 17.76% compared to Invesco QQQ (QQQ) at 5.18%. This indicates that FIVE'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.