KMK.L vs. QQQM
KMK.L (Kromek Group plc) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, KMK.L returned -8.19%/yr vs 19.21%/yr for QQQM. At a correlation of -0.01, they often move in opposite directions.
Performance
KMK.L vs. QQQM - Performance Comparison
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Different Trading Currencies
KMK.L is traded in GBp, while QQQM is traded in USD. To make them comparable, the QQQM values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, KMK.L achieves a -5.41% return, which is significantly lower than QQQM's 21.22% return.
KMK.L
- 1D
- -4.00%
- 1M
- -18.05%
- YTD
- -5.41%
- 6M
- 29.23%
- 1Y
- 38.84%
- 3Y*
- 15.87%
- 5Y*
- -8.19%
- 10Y*
- -12.18%
QQQM
- 1D
- 0.00%
- 1M
- 7.85%
- YTD
- 21.22%
- 6M
- 17.94%
- 1Y
- 43.54%
- 3Y*
- 25.37%
- 5Y*
- 19.21%
- 10Y*
- —
KMK.L vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KMK.L Kromek Group plc | -5.41% | 77.60% | 4.17% | -56.95% | -31.91% | 47.37% | -15.02% |
QQQM Invesco NASDAQ 100 ETF | 16.11% | 12.24% | 27.88% | 47.26% | -24.49% | 28.66% | 1.00% |
Correlation
The correlation between KMK.L and QQQM is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2020 | -0.01 |
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Return for Risk
KMK.L vs. QQQM — Risk / Return Rank
KMK.L
QQQM
KMK.L vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kromek Group plc (KMK.L) and Invesco NASDAQ 100 ETF (QQQM). 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.
| KMK.L | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.51 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.68 | -2.51 |
| Martin ratioReturn relative to average drawdown | 2.43 | 11.12 | -8.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KMK.L | QQQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 2.87 | -2.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.92 | -1.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.85 | -1.09 |
Drawdowns
KMK.L vs. QQQM - Drawdown Comparison
The maximum KMK.L drawdown since its inception was -95.96%, which is greater than QQQM's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for KMK.L and QQQM.
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Drawdown Indicators
| KMK.L | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.96% | -27.83% | -68.13% |
Max Drawdown (1Y)Largest decline over 1 year | -33.07% | -11.88% | -21.19% |
Max Drawdown (3Y)Largest decline over 3 years | -52.21% | -24.83% | -27.38% |
Max Drawdown (5Y)Largest decline over 5 years | -84.52% | -27.83% | -56.69% |
Max Drawdown (10Y)Largest decline over 10 years | -91.08% | — | — |
Current DrawdownCurrent decline from peak | -89.56% | -0.54% | -89.02% |
Average DrawdownAverage peak-to-trough decline | -73.12% | -6.83% | -66.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.92% | 3.93% | +11.99% |
Volatility
KMK.L vs. QQQM - Volatility Comparison
Kromek Group plc (KMK.L) has a higher volatility of 14.92% compared to Invesco NASDAQ 100 ETF (QQQM) at 3.76%. This indicates that KMK.L's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KMK.L | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.92% | 3.76% | +11.16% |
Volatility (6M)Calculated over the trailing 6-month period | 50.66% | 10.87% | +39.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.10% | 15.26% | +45.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.79% | 20.96% | +39.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.12% | 20.97% | +38.15% |
Dividends
KMK.L vs. QQQM - Dividend Comparison
KMK.L has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
KMK.L Kromek Group plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.44% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
KMK.L and QQQM have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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