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

Key characteristics


FVRRQQQ
YTD Return-22.89%6.48%
1Y Return-20.46%38.66%
3Y Return (Ann)-52.20%10.38%
Sharpe Ratio-0.442.33
Daily Std Dev56.71%16.36%
Max Drawdown-94.05%-82.98%
Current Drawdown-93.50%-2.44%

Correlation

-0.50.00.51.00.5

The correlation between FVRR and QQQ is 0.50, 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

FVRR vs. QQQ - Performance Comparison

In the year-to-date period, FVRR achieves a -22.89% return, which is significantly lower than QQQ's 6.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
-0.05%
153.62%
FVRR
QQQ

Compare stocks, funds, or ETFs

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


Fiverr International Ltd.

Invesco QQQ

Risk-Adjusted Performance

FVRR vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiverr International Ltd. (FVRR) 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.


FVRR
Sharpe ratio
The chart of Sharpe ratio for FVRR, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.004.00-0.44
Sortino ratio
The chart of Sortino ratio for FVRR, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.006.00-0.33
Omega ratio
The chart of Omega ratio for FVRR, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for FVRR, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26
Martin ratio
The chart of Martin ratio for FVRR, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.03
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 2.33, compared to the broader market-2.00-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.006.003.19
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 11.50, compared to the broader market-10.000.0010.0020.0030.0011.50

FVRR vs. QQQ - Sharpe Ratio Comparison

The current FVRR Sharpe Ratio is -0.44, which is lower than the QQQ Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of FVRR and QQQ.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.44
2.33
FVRR
QQQ

Dividends

FVRR vs. QQQ - Dividend Comparison

FVRR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


TTM20232022202120202019201820172016201520142013
FVRR
Fiverr International Ltd.
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
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

FVRR vs. QQQ - Drawdown Comparison

The maximum FVRR drawdown since its inception was -94.05%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FVRR and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-93.50%
-2.44%
FVRR
QQQ

Volatility

FVRR vs. QQQ - Volatility Comparison

Fiverr International Ltd. (FVRR) has a higher volatility of 12.64% compared to Invesco QQQ (QQQ) at 5.81%. This indicates that FVRR'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.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
12.64%
5.81%
FVRR
QQQ