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

Correlation

The correlation between FUL and QQQ is 0.59, 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.


Performance

FUL vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FUL:

-0.88

QQQ:

0.57

Sortino Ratio

FUL:

-1.36

QQQ:

0.95

Omega Ratio

FUL:

0.84

QQQ:

1.13

Calmar Ratio

FUL:

-0.66

QQQ:

0.62

Martin Ratio

FUL:

-1.27

QQQ:

2.03

Ulcer Index

FUL:

22.42%

QQQ:

7.02%

Daily Std Dev

FUL:

30.33%

QQQ:

25.60%

Max Drawdown

FUL:

-68.23%

QQQ:

-82.98%

Current Drawdown

FUL:

-34.36%

QQQ:

-3.49%

Returns By Period

In the year-to-date period, FUL achieves a -16.38% return, which is significantly lower than QQQ's 1.85% return. Over the past 10 years, FUL has underperformed QQQ with an annualized return of 4.19%, while QQQ has yielded a comparatively higher 17.67% annualized return.


FUL

YTD

-16.38%

1M

3.46%

6M

-25.93%

1Y

-26.68%

3Y*

-6.55%

5Y*

9.56%

10Y*

4.19%

QQQ

YTD

1.85%

1M

9.34%

6M

3.21%

1Y

14.61%

3Y*

19.74%

5Y*

18.12%

10Y*

17.67%

*Annualized

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H.B. Fuller Company

Invesco QQQ

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FUL vs. QQQ — Risk-Adjusted Performance Rank

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

FUL
The Risk-Adjusted Performance Rank of FUL is 99
Overall Rank
The Sharpe Ratio Rank of FUL is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FUL is 77
Sortino Ratio Rank
The Omega Ratio Rank of FUL is 99
Omega Ratio Rank
The Calmar Ratio Rank of FUL is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FUL is 1313
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 5454
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5252
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.

FUL vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for H.B. Fuller Company (FUL) 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.


The current FUL Sharpe Ratio is -0.88, which is lower than the QQQ Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FUL 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FUL vs. QQQ - Dividend Comparison

FUL's dividend yield for the trailing twelve months is around 1.61%, more than QQQ's 0.57% yield.


TTM20242023202220212020201920182017201620152014
FUL
H.B. Fuller Company
1.61%1.29%0.99%1.03%0.82%1.25%1.23%1.44%1.10%1.14%1.40%1.03%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FUL vs. QQQ - Drawdown Comparison

The maximum FUL drawdown since its inception was -68.23%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FUL and QQQ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FUL vs. QQQ - Volatility Comparison

H.B. Fuller Company (FUL) has a higher volatility of 7.99% compared to Invesco QQQ (QQQ) at 5.60%. This indicates that FUL'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.


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