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ONEG vs. QQQG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONEG vs. QQQG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneConstruction Group Ltd (ONEG) and Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ONEG achieves a -30.99% return, which is significantly lower than QQQG's 32.43% return.


ONEG

1D
-4.36%
1M
-90.01%
YTD
-30.99%
6M
-25.43%
1Y
-73.89%
3Y*
5Y*
10Y*

QQQG

1D
0.88%
1M
17.75%
YTD
32.43%
6M
30.01%
1Y
42.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONEG vs. QQQG - Yearly Performance Comparison


Correlation

The correlation between ONEG and QQQG is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

0.03

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Return for Risk

ONEG vs. QQQG — Risk / Return Rank

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

ONEG
ONEG Risk / Return Rank: 3232
Overall Rank
ONEG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ONEG Sortino Ratio Rank: 5151
Sortino Ratio Rank
ONEG Omega Ratio Rank: 5858
Omega Ratio Rank
ONEG Calmar Ratio Rank: 1111
Calmar Ratio Rank
ONEG Martin Ratio Rank: 1515
Martin Ratio Rank

QQQG
QQQG Risk / Return Rank: 6262
Overall Rank
QQQG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QQQG Sortino Ratio Rank: 6161
Sortino Ratio Rank
QQQG Omega Ratio Rank: 5959
Omega Ratio Rank
QQQG Calmar Ratio Rank: 6262
Calmar Ratio Rank
QQQG Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ONEG vs. QQQG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneConstruction Group Ltd (ONEG) and Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG). 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.


ONEGQQQGDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.79

3.10

-3.90

Martin ratioReturn relative to average drawdown

-1.21

11.16

-12.37

ONEG vs. QQQG - Sharpe Ratio Comparison

The current ONEG Sharpe Ratio is -0.38, which is lower than the QQQG Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ONEG and QQQG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ONEGQQQGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

2.18

-2.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

1.20

-1.52

Drawdowns

ONEG vs. QQQG - Drawdown Comparison

The maximum ONEG drawdown since its inception was -93.46%, which is greater than QQQG's maximum drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for ONEG and QQQG.


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Drawdown Indicators


ONEGQQQGDifference

Max Drawdown

Largest peak-to-trough decline

-93.46%

-23.61%

-69.85%

Max Drawdown (1Y)

Largest decline over 1 year

-93.46%

-13.79%

-79.67%

Current Drawdown

Current decline from peak

-93.23%

0.00%

-93.23%

Average Drawdown

Average peak-to-trough decline

-42.57%

-3.60%

-38.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.09%

3.83%

+57.26%

Volatility

ONEG vs. QQQG - Volatility Comparison

OneConstruction Group Ltd (ONEG) has a higher volatility of 175.36% compared to Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) at 5.26%. This indicates that ONEG's price experiences larger fluctuations and is considered to be riskier than QQQG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONEGQQQGDifference

Volatility (1M)

Calculated over the trailing 1-month period

175.36%

5.26%

+170.10%

Volatility (6M)

Calculated over the trailing 6-month period

207.37%

16.03%

+191.34%

Volatility (1Y)

Calculated over the trailing 1-year period

196.93%

19.65%

+177.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

185.83%

23.41%

+162.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

185.83%

23.41%

+162.42%

Dividends

ONEG vs. QQQG - Dividend Comparison

ONEG has not paid dividends to shareholders, while QQQG's dividend yield for the trailing twelve months is around 0.04%.


PositionTTM20252024
ONEG
OneConstruction Group Ltd
0.00%0.00%0.00%
QQQG
Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF
0.04%0.06%0.11%

Frequently Asked Questions


ONEG and QQQG have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ONEG has higher volatility (175.36%) compared to QQQG (5.26%). In terms of maximum drawdown, ONEG dropped -93.46% vs QQQG's -23.61%.

QQQG currently has the higher Sharpe Ratio (2.18 vs -0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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