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

Correlation

The correlation between PPL and QQQ is 0.40, 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.


Performance

PPL vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PPL:

1.21

QQQ:

0.64

Sortino Ratio

PPL:

1.79

QQQ:

1.12

Omega Ratio

PPL:

1.23

QQQ:

1.16

Calmar Ratio

PPL:

2.59

QQQ:

0.78

Martin Ratio

PPL:

6.28

QQQ:

2.53

Ulcer Index

PPL:

3.73%

QQQ:

6.98%

Daily Std Dev

PPL:

18.09%

QQQ:

25.46%

Max Drawdown

PPL:

-55.37%

QQQ:

-82.98%

Current Drawdown

PPL:

-4.49%

QQQ:

-3.19%

Returns By Period

In the year-to-date period, PPL achieves a 8.26% return, which is significantly higher than QQQ's 2.16% return. Over the past 10 years, PPL has underperformed QQQ with an annualized return of 5.47%, while QQQ has yielded a comparatively higher 17.81% annualized return.


PPL

YTD

8.26%

1M

-2.41%

6M

5.10%

1Y

21.76%

5Y*

10.55%

10Y*

5.47%

QQQ

YTD

2.16%

1M

17.43%

6M

5.35%

1Y

16.14%

5Y*

18.86%

10Y*

17.81%

*Annualized

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Risk-Adjusted Performance

PPL vs. QQQ — Risk-Adjusted Performance Rank

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

PPL
The Risk-Adjusted Performance Rank of PPL is 8787
Overall Rank
The Sharpe Ratio Rank of PPL is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of PPL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of PPL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of PPL is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PPL is 9090
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6666
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6666
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6666
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6363
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.

PPL vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) 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 current PPL Sharpe Ratio is 1.21, which is higher than the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PPL 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.


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Dividends

PPL vs. QQQ - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.00%, more than QQQ's 0.57% yield.


TTM20242023202220212020201920182017201620152014
PPL
PPL Corporation
3.00%3.18%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.33%4.12%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

PPL vs. QQQ - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.37%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for PPL and QQQ. For additional features, visit the drawdowns tool.


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Volatility

PPL vs. QQQ - Volatility Comparison

PPL Corporation (PPL) and Invesco QQQ (QQQ) have volatilities of 6.47% and 6.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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