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LSPD vs. QTEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LSPDQTEC
YTD Return-16.20%11.39%
1Y Return6.09%24.46%
3Y Return (Ann)-36.79%3.31%
5Y Return (Ann)-6.07%15.89%
Sharpe Ratio0.171.08
Sortino Ratio0.611.53
Omega Ratio1.091.20
Calmar Ratio0.101.43
Martin Ratio0.304.26
Ulcer Index29.98%5.80%
Daily Std Dev51.05%22.89%
Max Drawdown-90.48%-58.86%
Current Drawdown-85.86%-4.85%

Correlation

-0.50.00.51.00.6

The correlation between LSPD and QTEC is 0.57, 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

LSPD vs. QTEC - Performance Comparison

In the year-to-date period, LSPD achieves a -16.20% return, which is significantly lower than QTEC's 11.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.50%
2.33%
LSPD
QTEC

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


Risk-Adjusted Performance

LSPD vs. QTEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lightspeed Commerce Inc (LSPD) and First Trust NASDAQ-100 Technology Sector Index Fund (QTEC). 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.


LSPD
Sharpe ratio
The chart of Sharpe ratio for LSPD, currently valued at 0.17, compared to the broader market-4.00-2.000.002.004.000.17
Sortino ratio
The chart of Sortino ratio for LSPD, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.006.000.61
Omega ratio
The chart of Omega ratio for LSPD, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for LSPD, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for LSPD, currently valued at 0.30, compared to the broader market0.0010.0020.0030.000.30
QTEC
Sharpe ratio
The chart of Sharpe ratio for QTEC, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.08
Sortino ratio
The chart of Sortino ratio for QTEC, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.006.001.53
Omega ratio
The chart of Omega ratio for QTEC, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for QTEC, currently valued at 1.43, compared to the broader market0.002.004.006.001.43
Martin ratio
The chart of Martin ratio for QTEC, currently valued at 4.26, compared to the broader market0.0010.0020.0030.004.26

LSPD vs. QTEC - Sharpe Ratio Comparison

The current LSPD Sharpe Ratio is 0.17, which is lower than the QTEC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of LSPD and QTEC, 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 Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.17
1.08
LSPD
QTEC

Dividends

LSPD vs. QTEC - Dividend Comparison

LSPD has not paid dividends to shareholders, while QTEC's dividend yield for the trailing twelve months is around 0.04%.


TTM20232022202120202019201820172016201520142013
LSPD
Lightspeed Commerce 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%
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund
0.04%0.14%0.15%0.02%0.44%0.68%0.91%0.80%1.29%0.99%1.22%0.72%

Drawdowns

LSPD vs. QTEC - Drawdown Comparison

The maximum LSPD drawdown since its inception was -90.48%, which is greater than QTEC's maximum drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for LSPD and QTEC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-85.86%
-4.85%
LSPD
QTEC

Volatility

LSPD vs. QTEC - Volatility Comparison

Lightspeed Commerce Inc (LSPD) has a higher volatility of 11.47% compared to First Trust NASDAQ-100 Technology Sector Index Fund (QTEC) at 6.70%. This indicates that LSPD's price experiences larger fluctuations and is considered to be riskier than QTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.47%
6.70%
LSPD
QTEC