LSTR vs. QQQ
Compare and contrast key facts about Landstar System, Inc. (LSTR) 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: LSTR or QQQ.
Key characteristics
| LSTR | QQQ | |
|---|---|---|
| YTD Return | 0.61% | 20.39% |
| 1Y Return | 7.67% | 34.24% |
| 3Y Return (Ann) | 7.65% | 10.75% |
| 5Y Return (Ann) | 13.31% | 21.56% |
| 10Y Return (Ann) | 12.04% | 19.10% |
| Sharpe Ratio | 0.44 | 1.93 |
| Sortino Ratio | 0.78 | 2.56 |
| Omega Ratio | 1.09 | 1.34 |
| Calmar Ratio | 0.46 | 2.44 |
| Martin Ratio | 1.39 | 8.91 |
| Ulcer Index | 6.80% | 3.79% |
| Daily Std Dev | 21.53% | 17.56% |
| Max Drawdown | -53.22% | -82.98% |
| Current Drawdown | -4.80% | -2.26% |
Correlation
The correlation between LSTR and QQQ is 0.41, 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
LSTR vs. QQQ - Performance Comparison
In the year-to-date period, LSTR achieves a 0.61% return, which is significantly lower than QQQ's 20.39% return. Over the past 10 years, LSTR has underperformed QQQ with an annualized return of 12.04%, while QQQ has yielded a comparatively higher 19.10% annualized 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
LSTR vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Landstar System, Inc. (LSTR) 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
LSTR vs. QQQ - Dividend Comparison
LSTR's dividend yield for the trailing twelve months is around 1.75%, more than QQQ's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSTR Landstar System, Inc. | 1.75% | 1.68% | 1.89% | 1.61% | 2.04% | 0.61% | 2.21% | 0.34% | 0.37% | 2.18% | 0.33% | 0.61% |
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
LSTR vs. QQQ - Drawdown Comparison
The maximum LSTR drawdown since its inception was -53.22%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for LSTR and QQQ. For additional features, visit the drawdowns tool.
Volatility
LSTR vs. QQQ - Volatility Comparison
Landstar System, Inc. (LSTR) has a higher volatility of 7.81% compared to Invesco QQQ (QQQ) at 4.22%. This indicates that LSTR'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.