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

Correlation

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.


-0.50.00.51.00.5

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.

700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
663.78%
1,092.67%
FUL
QQQ

Key characteristics

Sharpe Ratio

FUL:

-0.70

QQQ:

1.64

Sortino Ratio

FUL:

-0.90

QQQ:

2.19

Omega Ratio

FUL:

0.90

QQQ:

1.30

Calmar Ratio

FUL:

-0.74

QQQ:

2.16

Martin Ratio

FUL:

-1.97

QQQ:

7.79

Ulcer Index

FUL:

7.82%

QQQ:

3.76%

Daily Std Dev

FUL:

22.06%

QQQ:

17.85%

Max Drawdown

FUL:

-68.23%

QQQ:

-82.98%

Current Drawdown

FUL:

-20.71%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, FUL achieves a -15.35% return, which is significantly lower than QQQ's 27.20% return. Over the past 10 years, FUL has underperformed QQQ with an annualized return of 5.48%, while QQQ has yielded a comparatively higher 18.36% annualized return.


FUL

YTD

-15.35%

1M

-8.60%

6M

-12.16%

1Y

-15.97%

5Y*

7.14%

10Y*

5.48%

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

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

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.


Sharpe ratio
The chart of Sharpe ratio for FUL, currently valued at -0.70, compared to the broader market-4.00-2.000.002.00-0.701.64
The chart of Sortino ratio for FUL, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.902.19
The chart of Omega ratio for FUL, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.30
The chart of Calmar ratio for FUL, currently valued at -0.74, compared to the broader market0.002.004.006.00-0.742.16
The chart of Martin ratio for FUL, currently valued at -1.97, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.977.79
FUL
QQQ

The current FUL Sharpe Ratio is -0.70, which is lower than the QQQ Sharpe Ratio of 1.64. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.70
1.64
FUL
QQQ

Dividends

FUL vs. QQQ - Dividend Comparison

FUL's dividend yield for the trailing twelve months is around 1.28%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
FUL
H.B. Fuller Company
1.28%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
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.71%
-3.63%
FUL
QQQ

Volatility

FUL vs. QQQ - Volatility Comparison

H.B. Fuller Company (FUL) has a higher volatility of 5.73% compared to Invesco QQQ (QQQ) at 5.29%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.73%
5.29%
FUL
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