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QQH vs. LGH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQH and LGH is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

QQH vs. LGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCM Defender 100 Index ETF (QQH) and HCM Defender 500 Index ETF (LGH). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%SeptemberOctoberNovemberDecember2025February
154.31%
110.16%
QQH
LGH

Key characteristics

Sharpe Ratio

QQH:

0.82

LGH:

0.97

Sortino Ratio

QQH:

1.18

LGH:

1.34

Omega Ratio

QQH:

1.16

LGH:

1.18

Calmar Ratio

QQH:

1.17

LGH:

1.34

Martin Ratio

QQH:

3.13

LGH:

4.50

Ulcer Index

QQH:

5.84%

LGH:

3.72%

Daily Std Dev

QQH:

22.22%

LGH:

17.28%

Max Drawdown

QQH:

-41.87%

LGH:

-29.60%

Current Drawdown

QQH:

-11.57%

LGH:

-5.35%

Returns By Period

In the year-to-date period, QQH achieves a -5.16% return, which is significantly lower than LGH's -0.56% return.


QQH

YTD

-5.16%

1M

-4.84%

6M

6.03%

1Y

15.53%

5Y*

17.89%

10Y*

N/A

LGH

YTD

-0.56%

1M

-2.25%

6M

4.90%

1Y

15.07%

5Y*

15.34%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QQH vs. LGH - Expense Ratio Comparison

QQH has a 1.14% expense ratio, which is lower than LGH's 1.23% expense ratio.


LGH
HCM Defender 500 Index ETF
Expense ratio chart for LGH: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for QQH: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%

Risk-Adjusted Performance

QQH vs. LGH — Risk-Adjusted Performance Rank

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

QQH
The Risk-Adjusted Performance Rank of QQH is 4242
Overall Rank
The Sharpe Ratio Rank of QQH is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of QQH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of QQH is 4040
Omega Ratio Rank
The Calmar Ratio Rank of QQH is 5353
Calmar Ratio Rank
The Martin Ratio Rank of QQH is 4141
Martin Ratio Rank

LGH
The Risk-Adjusted Performance Rank of LGH is 4949
Overall Rank
The Sharpe Ratio Rank of LGH is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of LGH is 4343
Sortino Ratio Rank
The Omega Ratio Rank of LGH is 4747
Omega Ratio Rank
The Calmar Ratio Rank of LGH is 5757
Calmar Ratio Rank
The Martin Ratio Rank of LGH is 5252
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.

QQH vs. LGH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HCM Defender 100 Index ETF (QQH) and HCM Defender 500 Index ETF (LGH). 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.


Sharpe ratio
The chart of Sharpe ratio for QQH, currently valued at 0.82, compared to the broader market0.002.004.000.820.97
The chart of Sortino ratio for QQH, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.0010.0012.001.181.34
The chart of Omega ratio for QQH, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.18
The chart of Calmar ratio for QQH, currently valued at 1.17, compared to the broader market0.005.0010.0015.0020.001.171.34
The chart of Martin ratio for QQH, currently valued at 3.13, compared to the broader market0.0020.0040.0060.0080.00100.003.134.50
QQH
LGH

The current QQH Sharpe Ratio is 0.82, which is comparable to the LGH Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of QQH and LGH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.82
0.97
QQH
LGH

Dividends

QQH vs. LGH - Dividend Comparison

QQH's dividend yield for the trailing twelve months is around 0.25%, less than LGH's 0.40% yield.


TTM202420232022202120202019
QQH
HCM Defender 100 Index ETF
0.25%0.24%0.27%0.00%0.00%0.00%0.21%
LGH
HCM Defender 500 Index ETF
0.40%0.40%0.63%0.61%0.14%0.23%0.17%

Drawdowns

QQH vs. LGH - Drawdown Comparison

The maximum QQH drawdown since its inception was -41.87%, which is greater than LGH's maximum drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for QQH and LGH. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.57%
-5.35%
QQH
LGH

Volatility

QQH vs. LGH - Volatility Comparison

HCM Defender 100 Index ETF (QQH) has a higher volatility of 6.70% compared to HCM Defender 500 Index ETF (LGH) at 4.87%. This indicates that QQH's price experiences larger fluctuations and is considered to be riskier than LGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
6.70%
4.87%
QQH
LGH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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