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

Correlation

The correlation between NXRT and QQQ is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NXRT vs. QQQ - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
270.21%
373.83%
NXRT
QQQ

Key characteristics

Sharpe Ratio

NXRT:

0.57

QQQ:

0.47

Sortino Ratio

NXRT:

0.95

QQQ:

0.82

Omega Ratio

NXRT:

1.12

QQQ:

1.11

Calmar Ratio

NXRT:

0.25

QQQ:

0.52

Martin Ratio

NXRT:

1.47

QQQ:

1.79

Ulcer Index

NXRT:

10.71%

QQQ:

6.64%

Daily Std Dev

NXRT:

27.54%

QQQ:

25.28%

Max Drawdown

NXRT:

-70.30%

QQQ:

-82.98%

Current Drawdown

NXRT:

-56.33%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, NXRT achieves a -11.48% return, which is significantly lower than QQQ's -7.43% return. Over the past 10 years, NXRT has underperformed QQQ with an annualized return of 14.45%, while QQQ has yielded a comparatively higher 16.64% annualized return.


NXRT

YTD

-11.48%

1M

-5.10%

6M

-13.47%

1Y

16.37%

5Y*

10.41%

10Y*

14.45%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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Risk-Adjusted Performance

NXRT vs. QQQ — Risk-Adjusted Performance Rank

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

NXRT
The Risk-Adjusted Performance Rank of NXRT is 6767
Overall Rank
The Sharpe Ratio Rank of NXRT is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NXRT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of NXRT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of NXRT is 6464
Calmar Ratio Rank
The Martin Ratio Rank of NXRT is 6969
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.

NXRT vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NexPoint Residential Trust, Inc. (NXRT) 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.


The chart of Sharpe ratio for NXRT, currently valued at 0.57, compared to the broader market-2.00-1.000.001.002.003.00
NXRT: 0.57
QQQ: 0.47
The chart of Sortino ratio for NXRT, currently valued at 0.95, compared to the broader market-6.00-4.00-2.000.002.004.00
NXRT: 0.95
QQQ: 0.82
The chart of Omega ratio for NXRT, currently valued at 1.12, compared to the broader market0.501.001.502.00
NXRT: 1.12
QQQ: 1.11
The chart of Calmar ratio for NXRT, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
NXRT: 0.25
QQQ: 0.52
The chart of Martin ratio for NXRT, currently valued at 1.47, compared to the broader market-5.000.005.0010.0015.0020.00
NXRT: 1.47
QQQ: 1.79

The current NXRT Sharpe Ratio is 0.57, which is comparable to the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of NXRT 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.57
0.47
NXRT
QQQ

Dividends

NXRT vs. QQQ - Dividend Comparison

NXRT's dividend yield for the trailing twelve months is around 5.33%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
NXRT
NexPoint Residential Trust, Inc.
5.33%4.54%5.00%3.58%1.67%3.03%2.53%2.92%3.26%3.75%4.72%0.00%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

NXRT vs. QQQ - Drawdown Comparison

The maximum NXRT drawdown since its inception was -70.30%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for NXRT and QQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.33%
-12.28%
NXRT
QQQ

Volatility

NXRT vs. QQQ - Volatility Comparison

The current volatility for NexPoint Residential Trust, Inc. (NXRT) is 15.56%, while Invesco QQQ (QQQ) has a volatility of 16.86%. This indicates that NXRT 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.56%
16.86%
NXRT
QQQ