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QCON vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


QCONCRWD
YTD Return0.98%18.89%
1Y Return8.70%157.96%
3Y Return (Ann)-1.49%13.98%
Sharpe Ratio1.203.91
Daily Std Dev7.25%40.94%
Max Drawdown-22.46%-67.69%
Current Drawdown-11.20%-9.27%

Correlation

-0.50.00.51.00.6

The correlation between QCON and CRWD is 0.63, 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.

Performance

QCON vs. CRWD - Performance Comparison

In the year-to-date period, QCON achieves a 0.98% return, which is significantly lower than CRWD's 18.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
-9.89%
26.87%
QCON
CRWD

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American Century Quality Convertible Securities ETF

CrowdStrike Holdings, Inc.

Risk-Adjusted Performance

QCON vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Convertible Securities ETF (QCON) and CrowdStrike Holdings, Inc. (CRWD). 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.


QCON
Sharpe ratio
The chart of Sharpe ratio for QCON, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.005.001.20
Sortino ratio
The chart of Sortino ratio for QCON, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.001.73
Omega ratio
The chart of Omega ratio for QCON, currently valued at 1.21, compared to the broader market0.501.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for QCON, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.0014.000.43
Martin ratio
The chart of Martin ratio for QCON, currently valued at 3.24, compared to the broader market0.0020.0040.0060.0080.003.24
CRWD
Sharpe ratio
The chart of Sharpe ratio for CRWD, currently valued at 3.91, compared to the broader market-1.000.001.002.003.004.005.003.91
Sortino ratio
The chart of Sortino ratio for CRWD, currently valued at 4.15, compared to the broader market-2.000.002.004.006.008.004.15
Omega ratio
The chart of Omega ratio for CRWD, currently valued at 1.56, compared to the broader market0.501.001.502.002.501.56
Calmar ratio
The chart of Calmar ratio for CRWD, currently valued at 2.67, compared to the broader market0.002.004.006.008.0010.0012.0014.002.67
Martin ratio
The chart of Martin ratio for CRWD, currently valued at 28.47, compared to the broader market0.0020.0040.0060.0080.0028.47

QCON vs. CRWD - Sharpe Ratio Comparison

The current QCON Sharpe Ratio is 1.20, which is lower than the CRWD Sharpe Ratio of 3.91. The chart below compares the 12-month rolling Sharpe Ratio of QCON and CRWD.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2024FebruaryMarchAprilMay
1.20
3.91
QCON
CRWD

Dividends

QCON vs. CRWD - Dividend Comparison

QCON's dividend yield for the trailing twelve months is around 2.56%, while CRWD has not paid dividends to shareholders.


TTM202320222021
QCON
American Century Quality Convertible Securities ETF
2.56%2.23%3.08%1.47%
CRWD
CrowdStrike Holdings, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

QCON vs. CRWD - Drawdown Comparison

The maximum QCON drawdown since its inception was -22.46%, smaller than the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for QCON and CRWD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-11.20%
-9.27%
QCON
CRWD

Volatility

QCON vs. CRWD - Volatility Comparison

The current volatility for American Century Quality Convertible Securities ETF (QCON) is 2.23%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 10.32%. This indicates that QCON experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
2.23%
10.32%
QCON
CRWD