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

Correlation

The correlation between NIU and QQQ is 0.34, 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.


-0.50.00.51.00.3

Performance

NIU vs. QQQ - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-6.39%
8.50%
NIU
QQQ

Key characteristics

Sharpe Ratio

NIU:

0.08

QQQ:

1.58

Sortino Ratio

NIU:

0.74

QQQ:

2.13

Omega Ratio

NIU:

1.08

QQQ:

1.28

Calmar Ratio

NIU:

0.06

QQQ:

2.13

Martin Ratio

NIU:

0.24

QQQ:

7.44

Ulcer Index

NIU:

25.90%

QQQ:

3.88%

Daily Std Dev

NIU:

74.10%

QQQ:

18.24%

Max Drawdown

NIU:

-96.70%

QQQ:

-82.98%

Current Drawdown

NIU:

-96.16%

QQQ:

-2.90%

Returns By Period

In the year-to-date period, NIU achieves a 6.15% return, which is significantly higher than QQQ's 2.06% return.


NIU

YTD

6.15%

1M

7.95%

6M

-6.40%

1Y

7.34%

5Y*

-27.37%

10Y*

N/A

QQQ

YTD

2.06%

1M

0.76%

6M

8.50%

1Y

24.61%

5Y*

19.28%

10Y*

18.47%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NIU vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NIU
The Risk-Adjusted Performance Rank of NIU is 4949
Overall Rank
The Sharpe Ratio Rank of NIU is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of NIU is 5252
Sortino Ratio Rank
The Omega Ratio Rank of NIU is 4848
Omega Ratio Rank
The Calmar Ratio Rank of NIU is 4848
Calmar Ratio Rank
The Martin Ratio Rank of NIU is 4949
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6161
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6464
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NIU vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Niu Technologies (NIU) 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 NIU, currently valued at 0.08, compared to the broader market-2.000.002.004.000.081.58
The chart of Sortino ratio for NIU, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.006.000.742.13
The chart of Omega ratio for NIU, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.28
The chart of Calmar ratio for NIU, currently valued at 0.06, compared to the broader market0.002.004.006.000.062.13
The chart of Martin ratio for NIU, currently valued at 0.24, compared to the broader market-10.000.0010.0020.0030.000.247.44
NIU
QQQ

The current NIU Sharpe Ratio is 0.08, which is lower than the QQQ Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of NIU 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.08
1.58
NIU
QQQ

Dividends

NIU vs. QQQ - Dividend Comparison

NIU has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.55%.


TTM20242023202220212020201920182017201620152014
NIU
Niu Technologies
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

NIU vs. QQQ - Drawdown Comparison

The maximum NIU drawdown since its inception was -96.70%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for NIU and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-96.16%
-2.90%
NIU
QQQ

Volatility

NIU vs. QQQ - Volatility Comparison

Niu Technologies (NIU) has a higher volatility of 12.06% compared to Invesco QQQ (QQQ) at 6.45%. This indicates that NIU'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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
12.06%
6.45%
NIU
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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