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ONEG vs. QQQG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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ONEG vs. QQQG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ONEG achieves a 58.43% return, which is significantly higher than QQQG's -5.14% return.


ONEG

1D
-2.88%
1M
21.69%
YTD
58.43%
6M
-82.28%
1Y
-17.55%
3Y*
5Y*
10Y*

QQQG

1D
1.72%
1M
-2.17%
YTD
-5.14%
6M
-5.30%
1Y
17.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 4646
Overall Rank
ONEG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ONEG Sortino Ratio Rank: 5959
Sortino Ratio Rank
ONEG Omega Ratio Rank: 6464
Omega Ratio Rank
ONEG Calmar Ratio Rank: 3636
Calmar Ratio Rank
ONEG Martin Ratio Rank: 3636
Martin Ratio Rank

QQQG
QQQG Risk / Return Rank: 4141
Overall Rank
QQQG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
QQQG Sortino Ratio Rank: 4040
Sortino Ratio Rank
QQQG Omega Ratio Rank: 3737
Omega Ratio Rank
QQQG Calmar Ratio Rank: 4949
Calmar Ratio Rank
QQQG Martin Ratio Rank: 4646
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 ratio

Return per unit of total volatility

-0.10

0.70

-0.81

Sortino ratio

Return per unit of downside risk

1.22

1.18

+0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.12

1.36

-1.48

Martin ratio

Return relative to average drawdown

-0.21

4.58

-4.79

ONEG vs. QQQG - Sharpe Ratio Comparison

The current ONEG Sharpe Ratio is -0.10, which is lower than the QQQG Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ONEG and QQQG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ONEGQQQGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.70

-0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.29

-0.45

Correlation

The correlation between ONEG and QQQG is 0.02, 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.


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 0.06%.


Drawdowns

ONEG vs. QQQG - Drawdown Comparison

The maximum ONEG drawdown since its inception was -91.92%, 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

-91.92%

-23.61%

-68.31%

Max Drawdown (1Y)

Largest decline over 1 year

-91.92%

-13.79%

-78.13%

Current Drawdown

Current decline from peak

-84.45%

-8.82%

-75.63%

Average Drawdown

Average peak-to-trough decline

-38.29%

-3.85%

-34.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.81%

4.08%

+48.73%

Volatility

ONEG vs. QQQG - Volatility Comparison

OneConstruction Group Ltd (ONEG) has a higher volatility of 24.10% compared to Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) at 8.02%. 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

24.10%

8.02%

+16.08%

Volatility (6M)

Calculated over the trailing 6-month period

154.45%

15.82%

+138.63%

Volatility (1Y)

Calculated over the trailing 1-year period

172.67%

25.29%

+147.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

167.93%

23.63%

+144.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

167.93%

23.63%

+144.30%