LVMUY vs. QQQ
Compare and contrast key facts about LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) 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: LVMUY or QQQ.
Performance
LVMUY vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, LVMUY achieves a -24.62% return, which is significantly lower than QQQ's 24.04% return. Over the past 10 years, LVMUY has underperformed QQQ with an annualized return of 16.57%, while QQQ has yielded a comparatively higher 18.03% annualized return.
LVMUY
-24.62%
-8.13%
-25.61%
-20.52%
8.60%
16.57%
QQQ
24.04%
3.57%
10.78%
30.56%
20.99%
18.03%
Key characteristics
| LVMUY | QQQ | |
|---|---|---|
| Sharpe Ratio | -0.68 | 1.76 |
| Sortino Ratio | -0.89 | 2.35 |
| Omega Ratio | 0.90 | 1.32 |
| Calmar Ratio | -0.53 | 2.25 |
| Martin Ratio | -1.13 | 8.18 |
| Ulcer Index | 18.16% | 3.74% |
| Daily Std Dev | 30.02% | 17.36% |
| Max Drawdown | -80.90% | -82.98% |
| Current Drawdown | -38.16% | -1.62% |
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Correlation
The correlation between LVMUY and QQQ is 0.43, 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.
Risk-Adjusted Performance
LVMUY vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) 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
LVMUY vs. QQQ - Dividend Comparison
LVMUY's dividend yield for the trailing twelve months is around 2.31%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.31% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.60% | 2.10% | 12.91% | 2.40% | 2.17% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
LVMUY vs. QQQ - Drawdown Comparison
The maximum LVMUY drawdown since its inception was -80.90%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for LVMUY and QQQ. For additional features, visit the drawdowns tool.
Volatility
LVMUY vs. QQQ - Volatility Comparison
LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) has a higher volatility of 8.42% compared to Invesco QQQ (QQQ) at 5.36%. This indicates that LVMUY'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.