HAFC vs. CQQQ

Last updated Apr 1, 2026

Compare and contrast key facts about Hanmi Financial Corporation (HAFC) and Invesco China Technology ETF (CQQQ).

CQQQ is a passively managed fund by Invesco that tracks the performance of the AlphaShares China Technology Index. It was launched on Dec 8, 2009.

Performance

HAFC vs. CQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hanmi Financial Corporation (HAFC) and Invesco China Technology ETF (CQQQ). The values are adjusted to include any dividend payments, if applicable.

HAFC vs. CQQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HAFC Hanmi Financial Corporation	-1.50%	19.68%	28.70%	-16.97%	8.49%	114.65%	-40.78%	6.26%	-32.62%	-10.72%
CQQQ Invesco China Technology ETF	-11.50%	34.96%	9.84%	-16.71%	-30.09%	-24.54%	57.33%	33.57%	-34.77%	74.31%

Returns By Period

In the year-to-date period, HAFC achieves a -1.50% return, which is significantly higher than CQQQ's -11.50% return. Over the past 10 years, HAFC has outperformed CQQQ with an annualized return of 6.06%, while CQQQ has yielded a comparatively lower 3.76% annualized return.

HAFC

• 1D: 0.76%
• 1M: 0.96%
• YTD: -1.50%
• 6M: 8.93%
• 1Y: 21.54%
• 3Y*: 18.44%
• 5Y*: 10.65%
• 10Y*: 6.06%

CQQQ

• 1D: 2.91%
• 1M: -11.62%
• YTD: -11.50%
• 6M: -20.29%
• 1Y: 6.15%
• 3Y*: 0.59%
• 5Y*: -10.73%
• 10Y*: 3.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HAFC vs. CQQQ — Risk / Return Rank

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

HAFC

HAFC Risk / Return Rank: 64
HAFC Sharpe Ratio Rank: 64
HAFC Sortino Ratio Rank: 57
HAFC Omega Ratio Rank: 60
HAFC Calmar Ratio Rank: 69
HAFC Martin Ratio Rank: 69

CQQQ

CQQQ Risk / Return Rank: 18
CQQQ Sharpe Ratio Rank: 18
CQQQ Sortino Ratio Rank: 20
CQQQ Omega Ratio Rank: 20
CQQQ Calmar Ratio Rank: 17
CQQQ Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAFC vs. CQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hanmi Financial Corporation (HAFC) and Invesco China Technology ETF (CQQQ). 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.

	HAFC	CQQQ	Difference
Sharpe ratio Return per unit of total volatility	0.64	0.19	+0.44
Sortino ratio Return per unit of downside risk	1.03	0.51	+0.52
Omega ratio Gain probability vs. loss probability	1.16	1.06	+0.09
Calmar ratio Return relative to maximum drawdown	1.35	0.23	+1.12
Martin ratio Return relative to average drawdown	3.31	0.63	+2.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAFC vs. CQQQ - Sharpe Ratio Comparison

The current HAFC Sharpe Ratio is 0.64, which is higher than the CQQQ Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of HAFC and CQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HAFC	CQQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	0.19	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	-0.29	+0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	0.11	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.16	-0.14

Correlation

The correlation between HAFC and CQQQ is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HAFC vs. CQQQ - Dividend Comparison

HAFC's dividend yield for the trailing twelve months is around 4.14%, more than CQQQ's 2.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAFC Hanmi Financial Corporation	4.14%	4.00%	4.23%	5.15%	3.80%	2.28%	4.59%	4.80%	4.87%	2.64%	1.89%	1.98%
CQQQ Invesco China Technology ETF	2.45%	2.17%	0.28%	0.55%	0.08%	0.00%	0.47%	0.01%	0.43%	1.41%	1.69%	1.77%

Drawdowns

HAFC vs. CQQQ - Drawdown Comparison

The maximum HAFC drawdown since its inception was -96.57%, which is greater than CQQQ's maximum drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for HAFC and CQQQ.

Drawdown Indicators

	HAFC	CQQQ	Difference
Max Drawdown Largest peak-to-trough decline	-96.57%	-73.99%	-22.58%
Max Drawdown (1Y) Largest decline over 1 year	-16.23%	-24.41%	+8.18%
Max Drawdown (5Y) Largest decline over 5 years	-47.78%	-67.04%	+19.26%
Max Drawdown (10Y) Largest decline over 10 years	-75.43%	-73.99%	-1.44%
Current Drawdown Current decline from peak	-76.62%	-56.10%	-20.52%
Average Drawdown Average peak-to-trough decline	-60.56%	-28.04%	-32.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.63%	8.99%	-2.36%

Volatility

HAFC vs. CQQQ - Volatility Comparison

The current volatility for Hanmi Financial Corporation (HAFC) is 5.74%, while Invesco China Technology ETF (CQQQ) has a volatility of 10.60%. This indicates that HAFC experiences smaller price fluctuations and is considered to be less risky than CQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HAFC	CQQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	10.60%	-4.86%
Volatility (6M) Calculated over the trailing 6-month period	25.34%	20.75%	+4.59%
Volatility (1Y) Calculated over the trailing 1-year period	34.07%	31.95%	+2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.67%	37.72%	-3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.40%	33.06%	+6.34%