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

Performance

FVRR vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fiverr International Ltd. (FVRR) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.64%
10.24%
FVRR
QQQ

Returns By Period

In the year-to-date period, FVRR achieves a 9.52% return, which is significantly lower than QQQ's 22.63% return.


FVRR

YTD

9.52%

1M

33.20%

6M

17.64%

1Y

24.99%

5Y (annualized)

6.32%

10Y (annualized)

N/A

QQQ

YTD

22.63%

1M

1.12%

6M

10.25%

1Y

30.41%

5Y (annualized)

20.71%

10Y (annualized)

18.02%

Key characteristics


FVRRQQQ
Sharpe Ratio0.451.75
Sortino Ratio1.102.34
Omega Ratio1.131.32
Calmar Ratio0.282.25
Martin Ratio1.258.17
Ulcer Index20.79%3.73%
Daily Std Dev57.96%17.44%
Max Drawdown-94.05%-82.98%
Current Drawdown-90.77%-2.75%

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Correlation

-0.50.00.51.00.5

The correlation between FVRR 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.

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.


Sharpe ratio
The chart of Sharpe ratio for FVRR, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.451.75
The chart of Sortino ratio for FVRR, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.102.34
The chart of Omega ratio for FVRR, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.32
The chart of Calmar ratio for FVRR, currently valued at 0.28, compared to the broader market0.002.004.006.000.282.25
The chart of Martin ratio for FVRR, currently valued at 1.25, compared to the broader market-10.000.0010.0020.0030.001.258.17
FVRR
QQQ

The current FVRR Sharpe Ratio is 0.45, which is lower than the QQQ Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FVRR 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.45
1.75
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%1.02%

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%JuneJulyAugustSeptemberOctoberNovember
-90.77%
-2.75%
FVRR
QQQ

Volatility

FVRR vs. QQQ - Volatility Comparison

Fiverr International Ltd. (FVRR) has a higher volatility of 21.54% compared to Invesco QQQ (QQQ) at 5.62%. 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%JuneJulyAugustSeptemberOctoberNovember
21.54%
5.62%
FVRR
QQQ