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

Correlation

The correlation between HTZ and QQQM is 0.39, 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.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
31.95%
17.60%
HTZ
QQQM

Key characteristics

Sharpe Ratio

HTZ:

-0.63

QQQM:

1.28

Sortino Ratio

HTZ:

-0.69

QQQM:

1.75

Omega Ratio

HTZ:

0.92

QQQM:

1.23

Calmar Ratio

HTZ:

-0.53

QQQM:

1.72

Martin Ratio

HTZ:

-0.96

QQQM:

5.95

Ulcer Index

HTZ:

50.91%

QQQM:

3.92%

Daily Std Dev

HTZ:

77.89%

QQQM:

18.31%

Max Drawdown

HTZ:

-92.53%

QQQM:

-35.05%

Current Drawdown

HTZ:

-87.28%

QQQM:

-1.50%

Returns By Period

In the year-to-date period, HTZ achieves a 21.86% return, which is significantly higher than QQQM's 3.52% return.


HTZ

YTD

21.86%

1M

18.30%

6M

31.95%

1Y

-47.16%

5Y*

N/A

10Y*

N/A

QQQM

YTD

3.52%

1M

4.31%

6M

17.60%

1Y

21.89%

5Y*

N/A

10Y*

N/A

*Annualized

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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 1717
Overall Rank
The Sharpe Ratio Rank of HTZ is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of HTZ is 1616
Sortino Ratio Rank
The Omega Ratio Rank of HTZ is 1818
Omega Ratio Rank
The Calmar Ratio Rank of HTZ is 1515
Calmar Ratio Rank
The Martin Ratio Rank of HTZ is 2424
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 5353
Overall Rank
The Sharpe Ratio Rank of QQQM is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5050
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 5959
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5555
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.


Sharpe ratio
The chart of Sharpe ratio for HTZ, currently valued at -0.63, compared to the broader market-2.000.002.004.00-0.631.28
The chart of Sortino ratio for HTZ, currently valued at -0.69, compared to the broader market-4.00-2.000.002.004.00-0.691.75
The chart of Omega ratio for HTZ, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.23
The chart of Calmar ratio for HTZ, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.531.72
The chart of Martin ratio for HTZ, currently valued at -0.96, compared to the broader market0.005.0010.0015.0020.0025.0030.00-0.965.95
HTZ
QQQM

The current HTZ Sharpe Ratio is -0.63, which is lower than the QQQM Sharpe Ratio of 1.28. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.63
1.28
HTZ
QQQM

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 0.59%.


TTM20242023202220212020
HTZ
Hertz Global Holdings Inc
0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.59%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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-87.28%
-1.50%
HTZ
QQQM

Volatility

HTZ vs. QQQM - Volatility Comparison

Hertz Global Holdings Inc (HTZ) has a higher volatility of 16.43% compared to Invesco NASDAQ 100 ETF (QQQM) at 5.56%. 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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
16.43%
5.56%
HTZ
QQQM
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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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