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

Correlation

The correlation between QCON and CRWD is 0.56, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Convertible Securities ETF (QCON) and CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

QCON:

1.40

CRWD:

0.95

Sortino Ratio

QCON:

1.80

CRWD:

1.24

Omega Ratio

QCON:

1.25

CRWD:

1.16

Calmar Ratio

QCON:

1.13

CRWD:

0.81

Martin Ratio

QCON:

4.39

CRWD:

1.83

Ulcer Index

QCON:

2.77%

CRWD:

19.67%

Daily Std Dev

QCON:

9.57%

CRWD:

53.08%

Max Drawdown

QCON:

-22.46%

CRWD:

-67.69%

Current Drawdown

QCON:

-1.20%

CRWD:

-0.18%

Returns By Period

In the year-to-date period, QCON achieves a 2.64% return, which is significantly lower than CRWD's 37.76% return.


QCON

YTD

2.64%

1M

3.05%

6M

-0.72%

1Y

13.31%

3Y*

5.47%

5Y*

N/A

10Y*

N/A

CRWD

YTD

37.76%

1M

9.91%

6M

36.25%

1Y

49.21%

3Y*

43.36%

5Y*

39.95%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

QCON vs. CRWD — Risk-Adjusted Performance Rank

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

QCON
The Risk-Adjusted Performance Rank of QCON is 8484
Overall Rank
The Sharpe Ratio Rank of QCON is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of QCON is 8585
Sortino Ratio Rank
The Omega Ratio Rank of QCON is 8585
Omega Ratio Rank
The Calmar Ratio Rank of QCON is 8282
Calmar Ratio Rank
The Martin Ratio Rank of QCON is 8080
Martin Ratio Rank

CRWD
The Risk-Adjusted Performance Rank of CRWD is 7474
Overall Rank
The Sharpe Ratio Rank of CRWD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of CRWD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CRWD is 6969
Omega Ratio Rank
The Calmar Ratio Rank of CRWD is 8080
Calmar Ratio Rank
The Martin Ratio Rank of CRWD is 7171
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.

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.


The current QCON Sharpe Ratio is 1.40, which is higher than the CRWD Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of QCON and CRWD, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

QCON vs. CRWD - Dividend Comparison

QCON's dividend yield for the trailing twelve months is around 2.68%, while CRWD has not paid dividends to shareholders.


TTM2024202320222021
QCON
American Century Quality Convertible Securities ETF
2.68%2.58%2.23%3.08%1.47%
CRWD
CrowdStrike Holdings, Inc.
0.00%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

QCON vs. CRWD - Volatility Comparison

The current volatility for American Century Quality Convertible Securities ETF (QCON) is 2.28%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 11.04%. 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.


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