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

Correlation

The correlation between KRUZ and QQQ is 0.69, 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.


-0.50.00.51.00.7

Performance

KRUZ vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unusual Whales Subversive Republican Trading ETF (KRUZ) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
25.32%
68.54%
KRUZ
QQQ

Key characteristics

Sharpe Ratio

KRUZ:

1.16

QQQ:

1.54

Sortino Ratio

KRUZ:

1.64

QQQ:

2.06

Omega Ratio

KRUZ:

1.22

QQQ:

1.28

Calmar Ratio

KRUZ:

1.82

QQQ:

2.03

Martin Ratio

KRUZ:

6.73

QQQ:

7.34

Ulcer Index

KRUZ:

2.15%

QQQ:

3.75%

Daily Std Dev

KRUZ:

12.46%

QQQ:

17.90%

Max Drawdown

KRUZ:

-10.03%

QQQ:

-82.98%

Current Drawdown

KRUZ:

-6.39%

QQQ:

-4.03%

Returns By Period

In the year-to-date period, KRUZ achieves a 13.76% return, which is significantly lower than QQQ's 26.66% return.


KRUZ

YTD

13.76%

1M

-3.74%

6M

4.75%

1Y

13.77%

5Y*

N/A

10Y*

N/A

QQQ

YTD

26.66%

1M

3.29%

6M

6.76%

1Y

26.84%

5Y*

20.38%

10Y*

18.30%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KRUZ vs. QQQ - Expense Ratio Comparison

KRUZ has a 0.83% expense ratio, which is higher than QQQ's 0.20% expense ratio.


KRUZ
Unusual Whales Subversive Republican Trading ETF
Expense ratio chart for KRUZ: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

KRUZ vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Republican Trading ETF (KRUZ) 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.


Sharpe ratio
The chart of Sharpe ratio for KRUZ, currently valued at 1.16, compared to the broader market0.002.004.001.161.54
The chart of Sortino ratio for KRUZ, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.0010.001.642.06
The chart of Omega ratio for KRUZ, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.28
The chart of Calmar ratio for KRUZ, currently valued at 1.82, compared to the broader market0.005.0010.0015.001.822.03
The chart of Martin ratio for KRUZ, currently valued at 6.73, compared to the broader market0.0020.0040.0060.0080.00100.006.737.34
KRUZ
QQQ

The current KRUZ Sharpe Ratio is 1.16, which is comparable to the QQQ Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of KRUZ 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.16
1.54
KRUZ
QQQ

Dividends

KRUZ vs. QQQ - Dividend Comparison

KRUZ has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
KRUZ
Unusual Whales Subversive Republican Trading ETF
0.00%1.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

KRUZ vs. QQQ - Drawdown Comparison

The maximum KRUZ drawdown since its inception was -10.03%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for KRUZ and QQQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.39%
-4.03%
KRUZ
QQQ

Volatility

KRUZ vs. QQQ - Volatility Comparison

The current volatility for Unusual Whales Subversive Republican Trading ETF (KRUZ) is 3.63%, while Invesco QQQ (QQQ) has a volatility of 5.23%. This indicates that KRUZ 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.63%
5.23%
KRUZ
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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