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

Key characteristics


IACQQQ
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-0.061.91
Sortino Ratio0.152.55
Omega Ratio1.021.35
Calmar Ratio-0.032.43
Martin Ratio-0.208.85
Ulcer Index10.69%3.72%
Daily Std Dev34.50%17.21%
Max Drawdown-76.12%-82.98%
Current Drawdown-73.18%-1.06%

Correlation

-0.50.00.51.00.6

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.


-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-17.61%
12.88%
IAC
QQQ

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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.


IAC
Sharpe ratio
The chart of Sharpe ratio for IAC, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.06
Sortino ratio
The chart of Sortino ratio for IAC, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.006.000.15
Omega ratio
The chart of Omega ratio for IAC, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for IAC, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.03
Martin ratio
The chart of Martin ratio for IAC, currently valued at -0.20, compared to the broader market0.0010.0020.0030.00-0.20
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.91
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.006.002.55
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 2.43, compared to the broader market0.002.004.006.002.43
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 8.85, compared to the broader market0.0010.0020.0030.008.85

IAC vs. QQQ - Sharpe Ratio Comparison

The current IAC Sharpe Ratio is -0.06, which is lower than the QQQ Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of IAC 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.06
1.91
IAC
QQQ

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%.


TTM20232022202120202019201820172016201520142013
IAC
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%
QQQ
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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-73.18%
-1.06%
IAC
QQQ

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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
17.05%
4.99%
IAC
QQQ