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HAO vs. QMNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAO vs. QMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Haoxi Health Technology Limited (HAO) and AQR Equity Market Neutral Fund Class I (QMNIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HAO achieves a -99.74% return, which is significantly lower than QMNIX's -7.77% return.


HAO

1D
-66.48%
1M
-62.24%
6M
-99.81%
YTD
-99.74%
1Y
-99.79%
3Y*
5Y*
10Y*

QMNIX

1D
0.88%
1M
-1.20%
6M
-6.27%
YTD
-7.77%
1Y
3.85%
3Y*
17.67%
5Y*
18.28%
10Y*
6.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAO vs. QMNIX - Yearly Performance Comparison


2026 (YTD)20252024
HAO
Haoxi Health Technology Limited
-99.74%-71.47%-96.47%
QMNIX
AQR Equity Market Neutral Fund Class I
-7.77%26.54%18.55%

Correlation

The correlation between HAO and QMNIX is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

-0.01

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Return for Risk

HAO vs. QMNIX — Risk / Return Rank

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

HAO
HAO Risk / Return Rank: 44
Overall Rank
HAO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HAO Sortino Ratio Rank: 11
Sortino Ratio Rank
HAO Omega Ratio Rank: 00
Omega Ratio Rank
HAO Calmar Ratio Rank: 11
Calmar Ratio Rank
HAO Martin Ratio Rank: 11
Martin Ratio Rank

QMNIX
QMNIX Risk / Return Rank: 77
Overall Rank
QMNIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
QMNIX Sortino Ratio Rank: 77
Sortino Ratio Rank
QMNIX Omega Ratio Rank: 77
Omega Ratio Rank
QMNIX Calmar Ratio Rank: 66
Calmar Ratio Rank
QMNIX Martin Ratio Rank: 55
Martin Ratio Rank
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.

HAO vs. QMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Haoxi Health Technology Limited (HAO) and AQR Equity Market Neutral Fund Class I (QMNIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HAOQMNIXDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

0.57

1.08

-0.51

Calmar ratioReturn relative to maximum drawdown

-1.00

0.29

-1.29

Martin ratioReturn relative to average drawdown

-2.12

0.67

-2.79

HAO vs. QMNIX - Sharpe Ratio Comparison

The current HAO Sharpe Ratio is -0.66, which is lower than the QMNIX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of HAO and QMNIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HAO vs. QMNIX - Drawdown Comparison

The maximum HAO drawdown since its inception was -100.00%, which is greater than QMNIX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for HAO and QMNIX.


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Drawdown Indicators


HAOQMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-38.80%

-61.20%

Max Drawdown (1Y)

Largest decline over 1 year

-99.82%

-9.82%

-90.00%

Max Drawdown (3Y)

Largest decline over 3 years

-9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-13.86%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

Current Drawdown

Current decline from peak

-100.00%

-8.06%

-91.94%

Average Drawdown

Average peak-to-trough decline

-81.84%

-10.31%

-71.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.99%

4.28%

+42.71%

Volatility

HAO vs. QMNIX - Volatility Comparison

Haoxi Health Technology Limited (HAO) has a higher volatility of 112.82% compared to AQR Equity Market Neutral Fund Class I (QMNIX) at 2.34%. This indicates that HAO's price experiences larger fluctuations and is considered to be riskier than QMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAOQMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

112.82%

2.34%

+110.48%

Volatility (6M)

Calculated over the trailing 6-month period

310.51%

5.47%

+305.04%

Volatility (1Y)

Calculated over the trailing 1-year period

152.35%

6.80%

+145.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

163.89%

9.27%

+154.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

163.89%

8.31%

+155.58%

Dividends

HAO vs. QMNIX - Dividend Comparison

HAO has not paid dividends to shareholders, while QMNIX's dividend yield for the trailing twelve months is around 1.53%.


PositionTTM20252024202320222021202020192018201720162015
HAO
Haoxi Health Technology Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QMNIX
AQR Equity Market Neutral Fund Class I
1.53%1.41%6.10%21.48%5.95%1.39%17.42%3.83%0.48%3.48%1.51%2.57%

Frequently Asked Questions


HAO and QMNIX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAO has higher volatility (112.82%) compared to QMNIX (2.34%). In terms of maximum drawdown, HAO dropped -100.00% vs QMNIX's -38.80%.

QMNIX currently has the higher Sharpe Ratio (0.42 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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