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MIG.L vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MIG.LQQQ

Correlation

-0.50.00.51.00.1

The correlation between MIG.L and QQQ is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

MIG.L vs. QQQ - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
10.21%
6.40%
MIG.L
QQQ

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Risk-Adjusted Performance

MIG.L vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mobeus Income And Growth 2 Vct plc (MIG.L) 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.


MIG.L
Sharpe ratio
The chart of Sharpe ratio for MIG.L, currently valued at 1.37, compared to the broader market-4.00-2.000.002.001.37
Sortino ratio
The chart of Sortino ratio for MIG.L, currently valued at 2.04, compared to the broader market-6.00-4.00-2.000.002.004.002.05
Omega ratio
The chart of Omega ratio for MIG.L, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for MIG.L, currently valued at 0.82, compared to the broader market0.001.002.003.004.005.000.82
Martin ratio
The chart of Martin ratio for MIG.L, currently valued at 6.90, compared to the broader market-10.00-5.000.005.0010.0015.0020.006.90
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 1.82, compared to the broader market-4.00-2.000.002.001.82
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 2.42, compared to the broader market-6.00-4.00-2.000.002.004.002.42
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 2.30, compared to the broader market0.001.002.003.004.005.002.30
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 8.52, compared to the broader market-10.00-5.000.005.0010.0015.0020.008.52

MIG.L vs. QQQ - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.37
1.82
MIG.L
QQQ

Dividends

MIG.L vs. QQQ - Dividend Comparison

MIG.L has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.50%.


TTM20232022202120202019201820172016201520142013
MIG.L
Mobeus Income And Growth 2 Vct plc
28.84%20.00%7.95%20.11%23.68%23.39%0.00%18.74%4.86%0.03%13.35%5.15%
QQQ
Invesco QQQ
0.50%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

MIG.L vs. QQQ - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.40%
-6.27%
MIG.L
QQQ

Volatility

MIG.L vs. QQQ - Volatility Comparison

The current volatility for Mobeus Income And Growth 2 Vct plc (MIG.L) is 0.00%, while Invesco QQQ (QQQ) has a volatility of 5.90%. This indicates that MIG.L 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.


0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember0
5.90%
MIG.L
QQQ