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

Correlation

The correlation between KEYS and QQQ is 0.65, 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

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

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Key characteristics

Sharpe Ratio

KEYS:

0.15

QQQ:

0.64

Sortino Ratio

KEYS:

0.63

QQQ:

1.12

Omega Ratio

KEYS:

1.09

QQQ:

1.16

Calmar Ratio

KEYS:

0.22

QQQ:

0.78

Martin Ratio

KEYS:

0.73

QQQ:

2.53

Ulcer Index

KEYS:

12.66%

QQQ:

6.98%

Daily Std Dev

KEYS:

37.56%

QQQ:

25.46%

Max Drawdown

KEYS:

-45.54%

QQQ:

-82.98%

Current Drawdown

KEYS:

-20.45%

QQQ:

-3.19%

Returns By Period

In the year-to-date period, KEYS achieves a 2.97% return, which is significantly higher than QQQ's 2.16% return. Both investments have delivered pretty close results over the past 10 years, with KEYS having a 17.77% annualized return and QQQ not far ahead at 17.81%.


KEYS

YTD

2.97%

1M

22.10%

6M

10.73%

1Y

5.15%

5Y*

11.34%

10Y*

17.77%

QQQ

YTD

2.16%

1M

17.43%

6M

5.35%

1Y

16.14%

5Y*

18.86%

10Y*

17.81%

*Annualized

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Risk-Adjusted Performance

KEYS vs. QQQ — Risk-Adjusted Performance Rank

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

KEYS
The Risk-Adjusted Performance Rank of KEYS is 5858
Overall Rank
The Sharpe Ratio Rank of KEYS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of KEYS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of KEYS is 5555
Omega Ratio Rank
The Calmar Ratio Rank of KEYS is 6262
Calmar Ratio Rank
The Martin Ratio Rank of KEYS is 6161
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6666
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
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.

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.


The current KEYS Sharpe Ratio is 0.15, which is lower than the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of KEYS 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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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 0.57%.


TTM20242023202220212020201920182017201620152014
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
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

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.


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Volatility

KEYS vs. QQQ - Volatility Comparison

Keysight Technologies, Inc. (KEYS) has a higher volatility of 8.14% compared to Invesco QQQ (QQQ) at 6.50%. 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.


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