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

Correlation

The correlation between INCO and QQQ is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

INCO vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia India Consumer ETF (INCO) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
309.57%
940.64%
INCO
QQQ

Key characteristics

Sharpe Ratio

INCO:

0.23

QQQ:

0.49

Sortino Ratio

INCO:

0.46

QQQ:

0.85

Omega Ratio

INCO:

1.05

QQQ:

1.12

Calmar Ratio

INCO:

0.14

QQQ:

0.54

Martin Ratio

INCO:

0.28

QQQ:

1.86

Ulcer Index

INCO:

13.04%

QQQ:

6.59%

Daily Std Dev

INCO:

15.89%

QQQ:

25.26%

Max Drawdown

INCO:

-47.69%

QQQ:

-82.98%

Current Drawdown

INCO:

-15.04%

QQQ:

-13.25%

Returns By Period

In the year-to-date period, INCO achieves a 0.36% return, which is significantly higher than QQQ's -8.45% return. Over the past 10 years, INCO has underperformed QQQ with an annualized return of 9.50%, while QQQ has yielded a comparatively higher 16.49% annualized return.


INCO

YTD

0.36%

1M

7.62%

6M

-5.39%

1Y

3.57%

5Y*

19.99%

10Y*

9.50%

QQQ

YTD

-8.45%

1M

-5.29%

6M

-4.78%

1Y

10.24%

5Y*

17.72%

10Y*

16.49%

*Annualized

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INCO vs. QQQ - Expense Ratio Comparison

INCO has a 0.75% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for INCO: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INCO: 0.75%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

INCO vs. QQQ — Risk-Adjusted Performance Rank

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

INCO
The Risk-Adjusted Performance Rank of INCO is 3636
Overall Rank
The Sharpe Ratio Rank of INCO is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of INCO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of INCO is 3636
Omega Ratio Rank
The Calmar Ratio Rank of INCO is 3636
Calmar Ratio Rank
The Martin Ratio Rank of INCO is 2929
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6161
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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.

INCO vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia India Consumer ETF (INCO) 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 chart of Sharpe ratio for INCO, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.00
INCO: 0.23
QQQ: 0.49
The chart of Sortino ratio for INCO, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.00
INCO: 0.46
QQQ: 0.85
The chart of Omega ratio for INCO, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
INCO: 1.05
QQQ: 1.12
The chart of Calmar ratio for INCO, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
INCO: 0.14
QQQ: 0.54
The chart of Martin ratio for INCO, currently valued at 0.28, compared to the broader market0.0020.0040.0060.00
INCO: 0.28
QQQ: 1.86

The current INCO Sharpe Ratio is 0.23, which is lower than the QQQ Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of INCO 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.23
0.49
INCO
QQQ

Dividends

INCO vs. QQQ - Dividend Comparison

INCO's dividend yield for the trailing twelve months is around 2.87%, more than QQQ's 0.64% yield.


TTM20242023202220212020201920182017201620152014
INCO
Columbia India Consumer ETF
2.87%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%
QQQ
Invesco QQQ
0.64%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

INCO vs. QQQ - Drawdown Comparison

The maximum INCO drawdown since its inception was -47.69%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for INCO and QQQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.04%
-13.25%
INCO
QQQ

Volatility

INCO vs. QQQ - Volatility Comparison

The current volatility for Columbia India Consumer ETF (INCO) is 7.23%, while Invesco QQQ (QQQ) has a volatility of 16.89%. This indicates that INCO experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
7.23%
16.89%
INCO
QQQ