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

Correlation

The correlation between IFF 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

IFF vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Flavors & Fragrances Inc. (IFF) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IFF:

-0.68

QQQ:

0.57

Sortino Ratio

IFF:

-0.77

QQQ:

0.99

Omega Ratio

IFF:

0.89

QQQ:

1.14

Calmar Ratio

IFF:

-0.34

QQQ:

0.66

Martin Ratio

IFF:

-1.07

QQQ:

2.15

Ulcer Index

IFF:

16.91%

QQQ:

7.01%

Daily Std Dev

IFF:

27.14%

QQQ:

25.65%

Max Drawdown

IFF:

-67.63%

QQQ:

-82.98%

Current Drawdown

IFF:

-45.28%

QQQ:

-3.25%

Returns By Period

In the year-to-date period, IFF achieves a -8.19% return, which is significantly lower than QQQ's 2.11% return. Over the past 10 years, IFF has underperformed QQQ with an annualized return of -1.91%, while QQQ has yielded a comparatively higher 17.74% annualized return.


IFF

YTD

-8.19%

1M

1.31%

6M

-14.23%

1Y

-18.22%

3Y*

-14.10%

5Y*

-8.02%

10Y*

-1.91%

QQQ

YTD

2.11%

1M

10.30%

6M

2.66%

1Y

14.51%

3Y*

19.84%

5Y*

18.52%

10Y*

17.74%

*Annualized

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Invesco QQQ

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

Risk-Adjusted Performance

IFF vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IFF
The Risk-Adjusted Performance Rank of IFF is 2020
Overall Rank
The Sharpe Ratio Rank of IFF is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of IFF is 1717
Sortino Ratio Rank
The Omega Ratio Rank of IFF is 1616
Omega Ratio Rank
The Calmar Ratio Rank of IFF is 2929
Calmar Ratio Rank
The Martin Ratio Rank of IFF is 2424
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6565
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6666
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6666
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6363
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.

IFF vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Flavors & Fragrances Inc. (IFF) 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.


The current IFF Sharpe Ratio is -0.68, which is lower than the QQQ Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IFF 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.


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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

IFF vs. QQQ - Dividend Comparison

IFF's dividend yield for the trailing twelve months is around 2.07%, more than QQQ's 0.57% yield.


TTM20242023202220212020201920182017201620152014
IFF
International Flavors & Fragrances Inc.
2.07%1.89%4.00%3.05%2.07%2.79%2.29%2.12%1.74%2.04%1.72%1.70%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

IFF vs. QQQ - Drawdown Comparison

The maximum IFF drawdown since its inception was -67.63%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for IFF and QQQ.


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

Volatility

IFF vs. QQQ - Volatility Comparison

International Flavors & Fragrances Inc. (IFF) has a higher volatility of 10.56% compared to Invesco QQQ (QQQ) at 5.55%. This indicates that IFF'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.


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