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

Correlation

The correlation between HCSG and QQQ is 0.34, 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.


-0.50.00.51.00.3

Performance

HCSG vs. QQQ - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
4.64%
19.69%
HCSG
QQQ

Key characteristics

Sharpe Ratio

HCSG:

0.37

QQQ:

1.37

Sortino Ratio

HCSG:

0.96

QQQ:

1.87

Omega Ratio

HCSG:

1.12

QQQ:

1.25

Calmar Ratio

HCSG:

0.19

QQQ:

1.85

Martin Ratio

HCSG:

1.18

QQQ:

6.39

Ulcer Index

HCSG:

12.83%

QQQ:

3.92%

Daily Std Dev

HCSG:

40.85%

QQQ:

18.28%

Max Drawdown

HCSG:

-81.04%

QQQ:

-82.98%

Current Drawdown

HCSG:

-76.66%

QQQ:

-2.39%

Returns By Period

In the year-to-date period, HCSG achieves a -4.95% return, which is significantly lower than QQQ's 2.59% return. Over the past 10 years, HCSG has underperformed QQQ with an annualized return of -8.48%, while QQQ has yielded a comparatively higher 18.65% annualized return.


HCSG

YTD

-4.95%

1M

-6.12%

6M

4.64%

1Y

22.53%

5Y*

-14.15%

10Y*

-8.48%

QQQ

YTD

2.59%

1M

1.14%

6M

19.69%

1Y

23.14%

5Y*

18.74%

10Y*

18.65%

*Annualized

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Risk-Adjusted Performance

HCSG vs. QQQ — Risk-Adjusted Performance Rank

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

HCSG
The Risk-Adjusted Performance Rank of HCSG is 5858
Overall Rank
The Sharpe Ratio Rank of HCSG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of HCSG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of HCSG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of HCSG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of HCSG is 6161
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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.

HCSG vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Healthcare Services Group, Inc. (HCSG) 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 HCSG, currently valued at 0.37, compared to the broader market-2.000.002.004.000.371.37
The chart of Sortino ratio for HCSG, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.961.87
The chart of Omega ratio for HCSG, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.25
The chart of Calmar ratio for HCSG, currently valued at 0.19, compared to the broader market0.002.004.006.000.191.85
The chart of Martin ratio for HCSG, currently valued at 1.18, compared to the broader market-10.000.0010.0020.0030.001.186.39
HCSG
QQQ

The current HCSG Sharpe Ratio is 0.37, which is lower than the QQQ Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of HCSG 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.37
1.37
HCSG
QQQ

Dividends

HCSG vs. QQQ - Dividend Comparison

HCSG has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.54%.


TTM20242023202220212020201920182017201620152014
HCSG
Healthcare Services Group, Inc.
0.00%0.00%0.00%7.11%4.68%2.89%3.26%1.92%1.43%1.87%2.04%2.24%
QQQ
Invesco QQQ
0.54%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

HCSG vs. QQQ - Drawdown Comparison

The maximum HCSG drawdown since its inception was -81.04%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for HCSG and QQQ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-76.66%
-2.39%
HCSG
QQQ

Volatility

HCSG vs. QQQ - Volatility Comparison

Healthcare Services Group, Inc. (HCSG) has a higher volatility of 6.78% compared to Invesco QQQ (QQQ) at 5.93%. This indicates that HCSG'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%14.00%SeptemberOctoberNovemberDecember2025February
6.78%
5.93%
HCSG
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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