PROSY vs. QQQ
Compare and contrast key facts about Prosus N.V. (PROSY) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PROSY or QQQ.
Performance
PROSY vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, PROSY achieves a 34.97% return, which is significantly higher than QQQ's 21.78% return.
PROSY
34.97%
-6.29%
3.76%
22.42%
-90.50%
N/A
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| PROSY | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.62 | 1.70 |
| Sortino Ratio | 1.05 | 2.29 |
| Omega Ratio | 1.13 | 1.31 |
| Calmar Ratio | 0.20 | 2.19 |
| Martin Ratio | 2.33 | 7.96 |
| Ulcer Index | 8.36% | 3.72% |
| Daily Std Dev | 31.30% | 17.39% |
| Max Drawdown | -100.00% | -82.98% |
| Current Drawdown | -100.00% | -3.42% |
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Correlation
The correlation between PROSY and QQQ is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PROSY vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) 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.
Dividends
PROSY vs. QQQ - Dividend Comparison
PROSY's dividend yield for the trailing twelve months is around 0.27%, less than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PROSY Prosus N.V. | 0.27% | 0.25% | 0.20% | 0.14% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
PROSY vs. QQQ - Drawdown Comparison
The maximum PROSY drawdown since its inception was -100.00%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for PROSY and QQQ. For additional features, visit the drawdowns tool.
Volatility
PROSY vs. QQQ - Volatility Comparison
Prosus N.V. (PROSY) has a higher volatility of 8.99% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that PROSY's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.