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MTCH vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MTCH and QQQ is 0.48, 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.


-0.50.00.51.00.5

Performance

MTCH vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Match Group, Inc. (MTCH) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
4.46%
7.59%
MTCH
QQQ

Key characteristics

Sharpe Ratio

MTCH:

-0.23

QQQ:

1.54

Sortino Ratio

MTCH:

-0.07

QQQ:

2.06

Omega Ratio

MTCH:

0.99

QQQ:

1.28

Calmar Ratio

MTCH:

-0.11

QQQ:

2.03

Martin Ratio

MTCH:

-0.63

QQQ:

7.34

Ulcer Index

MTCH:

13.81%

QQQ:

3.75%

Daily Std Dev

MTCH:

37.81%

QQQ:

17.90%

Max Drawdown

MTCH:

-83.79%

QQQ:

-82.98%

Current Drawdown

MTCH:

-81.97%

QQQ:

-4.03%

Returns By Period

In the year-to-date period, MTCH achieves a -13.32% return, which is significantly lower than QQQ's 26.66% return.


MTCH

YTD

-13.32%

1M

4.46%

6M

4.46%

1Y

-7.43%

5Y*

-16.94%

10Y*

N/A

QQQ

YTD

26.66%

1M

3.29%

6M

6.76%

1Y

26.84%

5Y*

20.38%

10Y*

18.30%

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Risk-Adjusted Performance

MTCH vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Match Group, Inc. (MTCH) 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.


Sharpe ratio
The chart of Sharpe ratio for MTCH, currently valued at -0.23, compared to the broader market-4.00-2.000.002.00-0.231.50
The chart of Sortino ratio for MTCH, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.072.02
The chart of Omega ratio for MTCH, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.27
The chart of Calmar ratio for MTCH, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.111.98
The chart of Martin ratio for MTCH, currently valued at -0.63, compared to the broader market0.0010.0020.00-0.637.15
MTCH
QQQ

The current MTCH Sharpe Ratio is -0.23, which is lower than the QQQ Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of MTCH and QQQ, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.23
1.50
MTCH
QQQ

Dividends

MTCH vs. QQQ - Dividend Comparison

MTCH has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
MTCH
Match Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%4.68%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

MTCH vs. QQQ - Drawdown Comparison

The maximum MTCH drawdown since its inception was -83.79%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for MTCH and QQQ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-81.97%
-4.03%
MTCH
QQQ

Volatility

MTCH vs. QQQ - Volatility Comparison

Match Group, Inc. (MTCH) has a higher volatility of 9.76% compared to Invesco QQQ (QQQ) at 5.21%. This indicates that MTCH'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.76%
5.21%
MTCH
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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