PLAY vs. QQMG
PLAY (Dave & Buster's Entertainment, Inc.) is a stock, while QQMG (Invesco ESG NASDAQ 100 ETF) is Nasdaq-100 fund tracking the Nasdaq-100 ESG Total Return Index. Over the past 3 years, PLAY returned -37.97%/yr vs 23.28%/yr for QQMG. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
PLAY vs. QQMG - Performance Comparison
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Returns By Period
In the year-to-date period, PLAY achieves a -33.13% return, which is significantly lower than QQMG's 13.63% return.
PLAY
- 1D
- 0.00%
- 1M
- -1.81%
- 6M
- -42.25%
- YTD
- -33.13%
- 1Y
- -61.42%
- 3Y*
- -37.97%
- 5Y*
- -20.10%
- 10Y*
- -12.45%
- ALL TIME*
- -3.57%
QQMG
- 1D
- 0.77%
- 1M
- -2.81%
- 6M
- 12.56%
- YTD
- 13.63%
- 1Y
- 26.88%
- 3Y*
- 23.28%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.16M | $13.93M | $19.34M | |
| $914.06K | $1.31M | $1.13M |
PLAY vs. QQMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PLAY Dave & Buster's Entertainment, Inc. | -33.13% | -44.47% | -45.79% | 51.95% | -7.71% | 0.95% |
QQMG Invesco ESG NASDAQ 100 ETF | 13.63% | 22.16% | 25.66% | 55.00% | -31.56% | 5.26% |
Correlation
The correlation between PLAY and QQMG is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021 | 0.31 |
The correlation between PLAY and QQMG shifts across timeframes, from 0.17 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PLAY vs. QQMG — Risk / Return Rank
PLAY
QQMG
PLAY vs. QQMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dave & Buster's Entertainment, Inc. (PLAY) and Invesco ESG NASDAQ 100 ETF (QQMG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PLAY | QQMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -3.21 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.21 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.95 | -2.90 |
| Martin ratioReturn relative to average drawdown | -1.36 | 6.22 | -7.59 |
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Drawdowns
PLAY vs. QQMG - Drawdown Comparison
The maximum PLAY drawdown since its inception was -93.18%, which is greater than QQMG's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for PLAY and QQMG.
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Drawdown Indicators
| PLAY | QQMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -35.43% | -57.75% |
Max Drawdown (1Y)Largest decline over 1 year | -66.05% | -12.67% | -53.38% |
Max Drawdown (3Y)Largest decline over 3 years | -86.03% | -22.79% | -63.24% |
Max Drawdown (5Y)Largest decline over 5 years | -86.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -93.18% | — | — |
Current DrawdownCurrent decline from peak | -84.82% | -7.14% | -77.68% |
Average DrawdownAverage peak-to-trough decline | -38.81% | -9.44% | -29.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.03% | 3.96% | +44.07% |
Volatility
PLAY vs. QQMG - Volatility Comparison
Dave & Buster's Entertainment, Inc. (PLAY) has a higher volatility of 19.72% compared to Invesco ESG NASDAQ 100 ETF (QQMG) at 7.21%. This indicates that PLAY's price experiences larger fluctuations and is considered to be riskier than QQMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLAY | QQMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.72% | 7.21% | +12.51% |
Volatility (6M)Calculated over the trailing 6-month period | 53.59% | 16.64% | +36.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.90% | 20.09% | +50.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.08% | 23.81% | +36.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.03% | 23.81% | +47.22% |
Dividends
PLAY vs. QQMG - Dividend Comparison
PLAY has not paid dividends to shareholders, while QQMG's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
PLAY Dave & Buster's Entertainment, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.53% | 1.15% | 0.67% |
QQMG Invesco ESG NASDAQ 100 ETF | 0.38% | 0.41% | 0.50% | 0.60% | 0.82% | 0.08% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PLAY and QQMG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLAY has higher volatility (19.72%) compared to QQMG (7.21%). In terms of maximum drawdown, PLAY dropped -93.18% vs QQMG's -35.43%.
QQMG currently has the higher Sharpe Ratio (1.23 vs -0.89), 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.
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