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

Key characteristics


IPGQQQ
YTD Return-1.44%15.90%
1Y Return5.72%28.50%
3Y Return (Ann)-1.98%8.93%
5Y Return (Ann)12.21%20.58%
10Y Return (Ann)9.00%17.81%
Sharpe Ratio0.221.48
Daily Std Dev21.41%17.72%
Max Drawdown-95.33%-82.98%
Current Drawdown-19.75%-5.91%

Correlation

-0.50.00.51.00.5

The correlation between IPG and QQQ is 0.47, 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

IPG vs. QQQ - Performance Comparison

In the year-to-date period, IPG achieves a -1.44% return, which is significantly lower than QQQ's 15.90% return. Over the past 10 years, IPG has underperformed QQQ with an annualized return of 9.00%, while QQQ has yielded a comparatively higher 17.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-1.84%
8.35%
IPG
QQQ

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Risk-Adjusted Performance

IPG vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Interpublic Group of Companies, Inc. (IPG) 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.


IPG
Sharpe ratio
The chart of Sharpe ratio for IPG, currently valued at 0.22, compared to the broader market-4.00-2.000.002.000.22
Sortino ratio
The chart of Sortino ratio for IPG, currently valued at 0.47, compared to the broader market-6.00-4.00-2.000.002.004.000.47
Omega ratio
The chart of Omega ratio for IPG, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for IPG, currently valued at 0.15, compared to the broader market0.001.002.003.004.005.000.15
Martin ratio
The chart of Martin ratio for IPG, currently valued at 0.81, compared to the broader market-5.000.005.0010.0015.0020.000.81
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 1.48, compared to the broader market-4.00-2.000.002.001.48
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 2.01, compared to the broader market-6.00-4.00-2.000.002.004.002.01
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 1.90, compared to the broader market0.001.002.003.004.005.001.90
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 6.98, compared to the broader market-5.000.005.0010.0015.0020.006.98

IPG vs. QQQ - Sharpe Ratio Comparison

The current IPG Sharpe Ratio is 0.22, which is lower than the QQQ Sharpe Ratio of 1.48. The chart below compares the 12-month rolling Sharpe Ratio of IPG and QQQ.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
0.22
1.48
IPG
QQQ

Dividends

IPG vs. QQQ - Dividend Comparison

IPG's dividend yield for the trailing twelve months is around 4.17%, more than QQQ's 0.61% yield.


TTM20232022202120202019201820172016201520142013
IPG
The Interpublic Group of Companies, Inc.
4.17%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%
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%1.01%

Drawdowns

IPG vs. QQQ - Drawdown Comparison

The maximum IPG drawdown since its inception was -95.33%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for IPG and QQQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-19.75%
-5.91%
IPG
QQQ

Volatility

IPG vs. QQQ - Volatility Comparison

The current volatility for The Interpublic Group of Companies, Inc. (IPG) is 3.97%, while Invesco QQQ (QQQ) has a volatility of 6.05%. This indicates that IPG 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
3.97%
6.05%
IPG
QQQ