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HTZ vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HTZ and QQQM 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.

HTZ vs. QQQM

Last updated May 30, 2025

Compare and contrast key facts about Hertz Global Holdings Inc (HTZ) and Invesco NASDAQ 100 ETF (QQQM).

QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HTZ or QQQM.

Performance

HTZ vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hertz Global Holdings Inc (HTZ) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HTZ:

0.44

QQQM:

0.58

Sortino Ratio

HTZ:

1.57

QQQM:

0.96

Omega Ratio

HTZ:

1.17

QQQM:

1.13

Calmar Ratio

HTZ:

0.43

QQQM:

0.63

Martin Ratio

HTZ:

1.70

QQQM:

2.04

Ulcer Index

HTZ:

23.67%

QQQM:

7.01%

Daily Std Dev

HTZ:

112.76%

QQQM:

25.30%

Max Drawdown

HTZ:

-92.53%

QQQM:

-35.05%

Current Drawdown

HTZ:

-80.89%

QQQM:

-3.45%

Returns By Period

In the year-to-date period, HTZ achieves a 83.06% return, which is significantly higher than QQQM's 1.89% return.

HTZ

YTD

83.06%

1M

-8.84%

6M

45.02%

1Y

49.55%

3Y*

-30.66%

5Y*

N/A

10Y*

N/A

QQQM

YTD

1.89%

1M

9.34%

6M

3.24%

1Y

14.66%

3Y*

19.82%

5Y*

N/A

10Y*

N/A

*Annualized

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Hertz Global Holdings Inc

Invesco NASDAQ 100 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HTZ vs. QQQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HTZ
The Risk-Adjusted Performance Rank of HTZ is 7171
Overall Rank
The Sharpe Ratio Rank of HTZ is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of HTZ is 7878
Sortino Ratio Rank
The Omega Ratio Rank of HTZ is 7171
Omega Ratio Rank
The Calmar Ratio Rank of HTZ is 7070
Calmar Ratio Rank
The Martin Ratio Rank of HTZ is 7070
Martin Ratio Rank
QQQM
The Risk-Adjusted Performance Rank of QQQM is 5656
Overall Rank
The Sharpe Ratio Rank of QQQM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5454
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5353
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.

HTZ vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hertz Global Holdings Inc (HTZ) and Invesco NASDAQ 100 ETF (QQQM). 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 HTZ Sharpe Ratio is 0.44, which is comparable to the QQQM Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of HTZ and QQQM, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HTZ vs. QQQM - Dividend Comparison

HTZ has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.58%.

TTM20242023202220212020
HTZ
Hertz Global Holdings Inc		0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF		0.58%0.61%0.65%0.83%0.40%0.16%

Drawdowns

HTZ vs. QQQM - Drawdown Comparison

The maximum HTZ drawdown since its inception was -92.53%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for HTZ and QQQM.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HTZ vs. QQQM - Volatility Comparison

Hertz Global Holdings Inc (HTZ) has a higher volatility of 31.20% compared to Invesco NASDAQ 100 ETF (QQQM) at 5.58%. This indicates that HTZ's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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