HTGC vs. QQQ
Compare and contrast key facts about Hercules Capital, Inc. (HTGC) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HTGC or QQQ.
Performance
HTGC vs. QQQ - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with HTGC having a 23.12% return and QQQ slightly lower at 22.63%. Over the past 10 years, HTGC has underperformed QQQ with an annualized return of 13.03%, while QQQ has yielded a comparatively higher 18.02% annualized return.
HTGC
23.12%
-4.56%
1.20%
31.14%
17.95%
13.03%
QQQ
22.63%
1.12%
10.25%
30.41%
20.71%
18.02%
Key characteristics
| HTGC | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.46 | 1.75 |
| Sortino Ratio | 1.79 | 2.34 |
| Omega Ratio | 1.31 | 1.32 |
| Calmar Ratio | 1.73 | 2.25 |
| Martin Ratio | 5.74 | 8.17 |
| Ulcer Index | 5.51% | 3.73% |
| Daily Std Dev | 21.71% | 17.44% |
| Max Drawdown | -68.29% | -82.98% |
| Current Drawdown | -9.17% | -2.75% |
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Correlation
The correlation between HTGC and QQQ is 0.42, 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.
Risk-Adjusted Performance
HTGC vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hercules Capital, Inc. (HTGC) 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.
Dividends
HTGC vs. QQQ - Dividend Comparison
HTGC's dividend yield for the trailing twelve months is around 8.48%, more than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTGC Hercules Capital, Inc. | 8.48% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
HTGC vs. QQQ - Drawdown Comparison
The maximum HTGC drawdown since its inception was -68.29%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for HTGC and QQQ. For additional features, visit the drawdowns tool.
Volatility
HTGC vs. QQQ - Volatility Comparison
Hercules Capital, Inc. (HTGC) and Invesco QQQ (QQQ) have volatilities of 5.47% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.