KEYS vs. QQQ
Compare and contrast key facts about Keysight Technologies, Inc. (KEYS) 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: KEYS or QQQ.
Key characteristics
| KEYS | QQQ | |
|---|---|---|
| YTD Return | -7.33% | 3.78% |
| 1Y Return | 4.38% | 37.01% |
| 3Y Return (Ann) | -0.29% | 8.20% |
| 5Y Return (Ann) | 11.43% | 18.19% |
| Sharpe Ratio | 0.14 | 2.33 |
| Daily Std Dev | 26.70% | 16.27% |
| Max Drawdown | -45.54% | -82.98% |
| Current Drawdown | -29.10% | -4.91% |
Correlation
The correlation between KEYS and QQQ is 0.63, 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
KEYS vs. QQQ - Performance Comparison
In the year-to-date period, KEYS achieves a -7.33% return, which is significantly lower than QQQ's 3.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KEYS vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) 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
KEYS vs. QQQ - Dividend Comparison
KEYS has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEYS Keysight Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
KEYS vs. QQQ - Drawdown Comparison
The maximum KEYS drawdown since its inception was -45.54%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for KEYS and QQQ. For additional features, visit the drawdowns tool.
Volatility
KEYS vs. QQQ - Volatility Comparison
Keysight Technologies, Inc. (KEYS) has a higher volatility of 6.71% compared to Invesco QQQ (QQQ) at 4.84%. This indicates that KEYS'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.