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

Correlation

The correlation between GL and QQQ is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

GL vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Globe Life Inc. (GL) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
890.96%
875.23%
GL
QQQ

Key characteristics

Sharpe Ratio

GL:

0.10

QQQ:

-0.18

Sortino Ratio

GL:

0.65

QQQ:

-0.10

Omega Ratio

GL:

1.18

QQQ:

0.99

Calmar Ratio

GL:

0.11

QQQ:

-0.18

Martin Ratio

GL:

0.44

QQQ:

-0.70

Ulcer Index

GL:

15.75%

QQQ:

5.41%

Daily Std Dev

GL:

66.03%

QQQ:

21.28%

Max Drawdown

GL:

-75.34%

QQQ:

-82.98%

Current Drawdown

GL:

-11.75%

QQQ:

-21.54%

Returns By Period

In the year-to-date period, GL achieves a 5.55% return, which is significantly higher than QQQ's -17.20% return. Over the past 10 years, GL has underperformed QQQ with an annualized return of 8.78%, while QQQ has yielded a comparatively higher 15.79% annualized return.


GL

YTD

5.55%

1M

-6.94%

6M

10.51%

1Y

7.46%

5Y*

13.90%

10Y*

8.78%

QQQ

YTD

-17.20%

1M

-15.68%

6M

-13.00%

1Y

-2.32%

5Y*

18.97%

10Y*

15.79%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GL vs. QQQ — Risk-Adjusted Performance Rank

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

GL
The Risk-Adjusted Performance Rank of GL is 6363
Overall Rank
The Sharpe Ratio Rank of GL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of GL is 5959
Sortino Ratio Rank
The Omega Ratio Rank of GL is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GL is 6161
Calmar Ratio Rank
The Martin Ratio Rank of GL is 6161
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 1818
Overall Rank
The Sharpe Ratio Rank of QQQ is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 1919
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 1818
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 1818
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 1616
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.

GL vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Globe Life Inc. (GL) 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 GL, currently valued at 0.10, compared to the broader market-2.00-1.000.001.002.00
GL: 0.10
QQQ: -0.18
The chart of Sortino ratio for GL, currently valued at 0.65, compared to the broader market-6.00-4.00-2.000.002.004.00
GL: 0.65
QQQ: -0.10
The chart of Omega ratio for GL, currently valued at 1.18, compared to the broader market0.501.001.502.00
GL: 1.18
QQQ: 0.99
The chart of Calmar ratio for GL, currently valued at 0.11, compared to the broader market0.001.002.003.004.00
GL: 0.11
QQQ: -0.18
The chart of Martin ratio for GL, currently valued at 0.44, compared to the broader market-10.000.0010.0020.00
GL: 0.44
QQQ: -0.70

The current GL Sharpe Ratio is 0.10, which is higher than the QQQ Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of GL 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.10
-0.18
GL
QQQ

Dividends

GL vs. QQQ - Dividend Comparison

GL's dividend yield for the trailing twelve months is around 0.84%, more than QQQ's 0.71% yield.


TTM20242023202220212020201920182017201620152014
GL
Globe Life Inc.
0.84%0.85%0.73%0.68%0.83%0.78%0.65%0.85%0.65%0.75%0.71%0.94%
QQQ
Invesco QQQ
0.71%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

GL vs. QQQ - Drawdown Comparison

The maximum GL drawdown since its inception was -75.34%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for GL and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.75%
-21.54%
GL
QQQ

Volatility

GL vs. QQQ - Volatility Comparison

Globe Life Inc. (GL) has a higher volatility of 11.34% compared to Invesco QQQ (QQQ) at 10.78%. This indicates that GL'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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.34%
10.78%
GL
QQQ
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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.

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