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

Key characteristics


FULQQQ
YTD Return6.09%16.64%
1Y Return19.43%26.87%
3Y Return (Ann)9.46%8.55%
5Y Return (Ann)16.41%21.34%
10Y Return (Ann)7.35%17.88%
Sharpe Ratio0.851.59
Daily Std Dev22.99%17.19%
Max Drawdown-68.23%-82.98%
Current Drawdown-0.63%-5.31%

Correlation

-0.50.00.51.00.5

The correlation between FUL and QQQ is 0.48, 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

In the year-to-date period, FUL achieves a 6.09% return, which is significantly lower than QQQ's 16.64% return. Over the past 10 years, FUL has underperformed QQQ with an annualized return of 7.35%, while QQQ has yielded a comparatively higher 17.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


700.00%800.00%900.00%1,000.00%1,100.00%AprilMayJuneJulyAugust
857.24%
993.66%
FUL
QQQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


H.B. Fuller Company

Invesco QQQ

Risk-Adjusted Performance

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.


FUL
Sharpe ratio
The chart of Sharpe ratio for FUL, currently valued at 0.85, compared to the broader market-4.00-2.000.002.000.85
Sortino ratio
The chart of Sortino ratio for FUL, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.001.35
Omega ratio
The chart of Omega ratio for FUL, currently valued at 1.16, compared to the broader market0.501.001.501.16
Calmar ratio
The chart of Calmar ratio for FUL, currently valued at 1.05, compared to the broader market0.001.002.003.004.005.001.05
Martin ratio
The chart of Martin ratio for FUL, currently valued at 3.45, compared to the broader market-5.000.005.0010.0015.0020.003.45
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 1.59, compared to the broader market-4.00-2.000.002.001.59
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 2.17, compared to the broader market-6.00-4.00-2.000.002.004.002.17
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.28, compared to the broader market0.501.001.501.28
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 1.97, compared to the broader market0.001.002.003.004.005.001.97
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 7.42, compared to the broader market-5.000.005.0010.0015.0020.007.42

FUL vs. QQQ - Sharpe Ratio Comparison

The current FUL Sharpe Ratio is 0.85, which is lower than the QQQ Sharpe Ratio of 1.59. The chart below compares the 12-month rolling Sharpe Ratio of FUL and QQQ.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AprilMayJuneJulyAugust
0.85
1.59
FUL
QQQ

Dividends

FUL vs. QQQ - Dividend Comparison

FUL's dividend yield for the trailing twelve months is around 1.00%, more than QQQ's 0.61% yield.


TTM20232022202120202019201820172016201520142013
FUL
H.B. Fuller Company
1.00%0.99%1.03%0.82%1.25%1.23%1.44%1.10%1.14%1.40%1.03%0.74%
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%1.01%

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. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugust
-0.63%
-5.31%
FUL
QQQ

Volatility

FUL vs. QQQ - Volatility Comparison

H.B. Fuller Company (FUL) has a higher volatility of 7.54% compared to Invesco QQQ (QQQ) at 7.06%. 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.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugust
7.54%
7.06%
FUL
QQQ