FLR vs. QQQ
Compare and contrast key facts about Fluor Corporation (FLR) 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: FLR or QQQ.
Performance
FLR vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, FLR achieves a 35.18% return, which is significantly higher than QQQ's 22.63% return. Over the past 10 years, FLR has underperformed QQQ with an annualized return of -1.56%, while QQQ has yielded a comparatively higher 18.02% annualized return.
FLR
35.18%
-3.73%
35.80%
38.50%
25.36%
-1.56%
QQQ
22.63%
1.12%
10.25%
30.41%
20.71%
18.02%
Key characteristics
| FLR | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.12 | 1.75 |
| Sortino Ratio | 1.55 | 2.34 |
| Omega Ratio | 1.23 | 1.32 |
| Calmar Ratio | 0.70 | 2.25 |
| Martin Ratio | 6.16 | 8.17 |
| Ulcer Index | 6.50% | 3.73% |
| Daily Std Dev | 35.92% | 17.44% |
| Max Drawdown | -95.89% | -82.98% |
| Current Drawdown | -35.93% | -2.75% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between FLR and QQQ is 0.47, 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
FLR vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fluor Corporation (FLR) 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
FLR vs. QQQ - Dividend Comparison
FLR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLR Fluor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 3.87% | 2.61% | 1.63% | 1.60% | 1.78% | 1.39% | 0.80% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
FLR vs. QQQ - Drawdown Comparison
The maximum FLR drawdown since its inception was -95.89%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FLR and QQQ. For additional features, visit the drawdowns tool.
Volatility
FLR vs. QQQ - Volatility Comparison
Fluor Corporation (FLR) has a higher volatility of 18.64% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that FLR'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.