IAC vs. QQQ
Compare and contrast key facts about IAC/InterActiveCorp (IAC) 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: IAC or QQQ.
Key characteristics
IAC | QQQ | |
---|---|---|
YTD Return | -10.31% | 24.75% |
1Y Return | -4.15% | 32.82% |
3Y Return (Ann) | -29.52% | 9.58% |
5Y Return (Ann) | -0.56% | 21.02% |
10Y Return (Ann) | 13.02% | 18.32% |
Sharpe Ratio | -0.06 | 1.91 |
Sortino Ratio | 0.15 | 2.55 |
Omega Ratio | 1.02 | 1.35 |
Calmar Ratio | -0.03 | 2.43 |
Martin Ratio | -0.20 | 8.85 |
Ulcer Index | 10.69% | 3.72% |
Daily Std Dev | 34.50% | 17.21% |
Max Drawdown | -76.12% | -82.98% |
Current Drawdown | -73.18% | -1.06% |
Correlation
The correlation between IAC and QQQ is 0.57, 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
IAC vs. QQQ - Performance Comparison
In the year-to-date period, IAC achieves a -10.31% return, which is significantly lower than QQQ's 24.75% return. Over the past 10 years, IAC has underperformed QQQ with an annualized return of 13.02%, while QQQ has yielded a comparatively higher 18.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IAC vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IAC/InterActiveCorp (IAC) 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
IAC vs. QQQ - Dividend Comparison
IAC has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
IAC/InterActiveCorp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.26% | 1.91% | 1.40% |
Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
IAC vs. QQQ - Drawdown Comparison
The maximum IAC drawdown since its inception was -76.12%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for IAC and QQQ. For additional features, visit the drawdowns tool.
Volatility
IAC vs. QQQ - Volatility Comparison
IAC/InterActiveCorp (IAC) has a higher volatility of 17.05% compared to Invesco QQQ (QQQ) at 4.99%. This indicates that IAC'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.