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

Correlation

The correlation between QLYS 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.


Performance

QLYS vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

QLYS:

-0.16

QQQ:

0.53

Sortino Ratio

QLYS:

0.01

QQQ:

0.92

Omega Ratio

QLYS:

1.00

QQQ:

1.13

Calmar Ratio

QLYS:

-0.15

QQQ:

0.60

Martin Ratio

QLYS:

-0.48

QQQ:

1.95

Ulcer Index

QLYS:

14.26%

QQQ:

7.00%

Daily Std Dev

QLYS:

39.21%

QQQ:

25.49%

Max Drawdown

QLYS:

-68.48%

QQQ:

-82.98%

Current Drawdown

QLYS:

-33.74%

QQQ:

-4.59%

Returns By Period

In the year-to-date period, QLYS achieves a -2.70% return, which is significantly lower than QQQ's 0.69% return. Over the past 10 years, QLYS has underperformed QQQ with an annualized return of 13.24%, while QQQ has yielded a comparatively higher 17.53% annualized return.


QLYS

YTD

-2.70%

1M

14.17%

6M

-9.16%

1Y

-6.11%

3Y*

3.23%

5Y*

4.03%

10Y*

13.24%

QQQ

YTD

0.69%

1M

15.64%

6M

2.10%

1Y

13.48%

3Y*

21.36%

5Y*

18.22%

10Y*

17.53%

*Annualized

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Qualys, Inc.

Invesco QQQ

Risk-Adjusted Performance

QLYS vs. QQQ — Risk-Adjusted Performance Rank

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

QLYS
The Risk-Adjusted Performance Rank of QLYS is 4040
Overall Rank
The Sharpe Ratio Rank of QLYS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of QLYS is 3737
Sortino Ratio Rank
The Omega Ratio Rank of QLYS is 3737
Omega Ratio Rank
The Calmar Ratio Rank of QLYS is 4242
Calmar Ratio Rank
The Martin Ratio Rank of QLYS is 4242
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6060
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
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.

QLYS vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) 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 QLYS Sharpe Ratio is -0.16, which is lower than the QQQ Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of QLYS 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

QLYS vs. QQQ - Dividend Comparison

QLYS has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.58%.


TTM20242023202220212020201920182017201620152014
QLYS
Qualys, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

QLYS vs. QQQ - Drawdown Comparison

The maximum QLYS drawdown since its inception was -68.48%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for QLYS and QQQ. For additional features, visit the drawdowns tool.


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Volatility

QLYS vs. QQQ - Volatility Comparison

Qualys, Inc. (QLYS) has a higher volatility of 7.16% compared to Invesco QQQ (QQQ) at 5.55%. This indicates that QLYS'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.


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