INTU vs. QQQ
Compare and contrast key facts about Intuit Inc. (INTU) 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: INTU or QQQ.
Performance
INTU vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, INTU achieves a 10.59% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, INTU has outperformed QQQ with an annualized return of 23.50%, while QQQ has yielded a comparatively lower 17.95% annualized return.
INTU
10.59%
12.04%
4.24%
23.40%
21.13%
23.50%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| INTU | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.92 | 1.70 |
| Sortino Ratio | 1.31 | 2.29 |
| Omega Ratio | 1.18 | 1.31 |
| Calmar Ratio | 1.32 | 2.19 |
| Martin Ratio | 4.09 | 7.96 |
| Ulcer Index | 5.90% | 3.72% |
| Daily Std Dev | 26.13% | 17.39% |
| Max Drawdown | -75.29% | -82.98% |
| Current Drawdown | -2.71% | -3.42% |
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Correlation
The correlation between INTU and QQQ is 0.64, 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.
Risk-Adjusted Performance
INTU vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) 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
INTU vs. QQQ - Dividend Comparison
INTU's dividend yield for the trailing twelve months is around 0.54%, less than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTU Intuit Inc. | 0.54% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
INTU vs. QQQ - Drawdown Comparison
The maximum INTU drawdown since its inception was -75.29%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for INTU and QQQ. For additional features, visit the drawdowns tool.
Volatility
INTU vs. QQQ - Volatility Comparison
Intuit Inc. (INTU) has a higher volatility of 7.62% compared to Invesco QQQ (QQQ) at 5.58%. This indicates that INTU'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.