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

Key characteristics


HCCIQQQ

Correlation

-0.50.00.51.00.3

The correlation between HCCI and QQQ is 0.29, 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.

Performance

HCCI vs. QQQ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
220.72%
1,083.07%
HCCI
QQQ

Compare stocks, funds, or ETFs

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


Heritage-Crystal Clean, Inc

Invesco QQQ

Risk-Adjusted Performance

HCCI vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Heritage-Crystal Clean, Inc (HCCI) 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.


HCCI
Sharpe ratio
The chart of Sharpe ratio for HCCI, currently valued at 1.95, compared to the broader market-2.00-1.000.001.002.003.001.95
Sortino ratio
The chart of Sortino ratio for HCCI, currently valued at 3.85, compared to the broader market-4.00-2.000.002.004.006.003.85
Omega ratio
The chart of Omega ratio for HCCI, currently valued at 1.98, compared to the broader market0.501.001.502.001.98
Calmar ratio
The chart of Calmar ratio for HCCI, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Martin ratio
The chart of Martin ratio for HCCI, currently valued at 9.21, compared to the broader market-10.000.0010.0020.0030.009.21
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 2.27, compared to the broader market-2.00-1.000.001.002.003.002.27
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.006.003.10
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 1.88, compared to the broader market0.002.004.006.001.88
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 11.09, compared to the broader market-10.000.0010.0020.0030.0011.09

HCCI vs. QQQ - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.95
2.27
HCCI
QQQ

Dividends

HCCI vs. QQQ - Dividend Comparison

HCCI has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.


TTM20232022202120202019201820172016201520142013
HCCI
Heritage-Crystal Clean, Inc
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
0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

HCCI vs. QQQ - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-4.19%
-1.42%
HCCI
QQQ

Volatility

HCCI vs. QQQ - Volatility Comparison

The current volatility for Heritage-Crystal Clean, Inc (HCCI) is 0.00%, while Invesco QQQ (QQQ) has a volatility of 5.78%. This indicates that HCCI experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay0
5.78%
HCCI
QQQ