MKSI vs. QQQ
Compare and contrast key facts about MKS Instruments, Inc. (MKSI) 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: MKSI or QQQ.
Key characteristics
| MKSI | QQQ | |
|---|---|---|
| YTD Return | 3.08% | 21.78% |
| 1Y Return | 41.06% | 29.54% |
| 3Y Return (Ann) | -13.53% | 8.44% |
| 5Y Return (Ann) | -0.07% | 20.42% |
| 10Y Return (Ann) | 12.43% | 17.95% |
| Sharpe Ratio | 0.81 | 1.70 |
| Sortino Ratio | 1.36 | 2.29 |
| Omega Ratio | 1.17 | 1.31 |
| Calmar Ratio | 0.63 | 2.19 |
| Martin Ratio | 2.66 | 7.96 |
| Ulcer Index | 14.56% | 3.72% |
| Daily Std Dev | 47.58% | 17.39% |
| Max Drawdown | -85.67% | -82.98% |
| Current Drawdown | -44.94% | -3.42% |
Correlation
The correlation between MKSI and QQQ is 0.64, 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
MKSI vs. QQQ - Performance Comparison
In the year-to-date period, MKSI achieves a 3.08% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, MKSI has underperformed QQQ with an annualized return of 12.43%, while QQQ has yielded a comparatively higher 17.95% 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
MKSI vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MKS Instruments, Inc. (MKSI) 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
MKSI vs. QQQ - Dividend Comparison
MKSI's dividend yield for the trailing twelve months is around 0.83%, more than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKSI MKS Instruments, Inc. | 0.83% | 0.86% | 1.04% | 0.49% | 0.53% | 0.73% | 1.21% | 0.75% | 1.14% | 1.88% | 1.79% | 2.14% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
MKSI vs. QQQ - Drawdown Comparison
The maximum MKSI drawdown since its inception was -85.67%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for MKSI and QQQ. For additional features, visit the drawdowns tool.
Volatility
MKSI vs. QQQ - Volatility Comparison
MKS Instruments, Inc. (MKSI) has a higher volatility of 15.40% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that MKSI'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.