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

Correlation

The correlation between HOG and QQQ is 0.58, 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.


Performance

HOG vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HOG:

-0.78

QQQ:

0.61

Sortino Ratio

HOG:

-0.92

QQQ:

1.14

Omega Ratio

HOG:

0.89

QQQ:

1.16

Calmar Ratio

HOG:

-0.46

QQQ:

0.79

Martin Ratio

HOG:

-1.26

QQQ:

2.57

Ulcer Index

HOG:

23.21%

QQQ:

6.98%

Daily Std Dev

HOG:

40.20%

QQQ:

25.50%

Max Drawdown

HOG:

-88.26%

QQQ:

-82.98%

Current Drawdown

HOG:

-57.16%

QQQ:

-3.61%

Returns By Period

In the year-to-date period, HOG achieves a -18.46% return, which is significantly lower than QQQ's 1.72% return. Over the past 10 years, HOG has underperformed QQQ with an annualized return of -5.74%, while QQQ has yielded a comparatively higher 17.74% annualized return.


HOG

YTD

-18.46%

1M

12.91%

6M

-24.37%

1Y

-31.21%

5Y*

6.08%

10Y*

-5.74%

QQQ

YTD

1.72%

1M

13.38%

6M

2.39%

1Y

15.35%

5Y*

19.20%

10Y*

17.74%

*Annualized

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Risk-Adjusted Performance

HOG vs. QQQ — Risk-Adjusted Performance Rank

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

HOG
The Risk-Adjusted Performance Rank of HOG is 1515
Overall Rank
The Sharpe Ratio Rank of HOG is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of HOG is 1313
Sortino Ratio Rank
The Omega Ratio Rank of HOG is 1515
Omega Ratio Rank
The Calmar Ratio Rank of HOG is 2121
Calmar Ratio Rank
The Martin Ratio Rank of HOG is 1414
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6969
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6767
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.

HOG vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harley-Davidson, Inc. (HOG) 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.


The current HOG Sharpe Ratio is -0.78, which is lower than the QQQ Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of HOG 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.


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Dividends

HOG vs. QQQ - Dividend Comparison

HOG's dividend yield for the trailing twelve months is around 2.86%, more than QQQ's 0.58% yield.


TTM20242023202220212020201920182017201620152014
HOG
Harley-Davidson, Inc.
2.86%2.30%1.79%1.52%1.59%1.20%4.03%4.34%2.87%2.40%2.73%1.67%
QQQ
Invesco QQQ
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

HOG vs. QQQ - Drawdown Comparison

The maximum HOG drawdown since its inception was -88.26%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for HOG and QQQ. For additional features, visit the drawdowns tool.


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Volatility

HOG vs. QQQ - Volatility Comparison

Harley-Davidson, Inc. (HOG) has a higher volatility of 9.86% compared to Invesco QQQ (QQQ) at 7.54%. This indicates that HOG'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.


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