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

Correlation

The correlation between RBLX and QQQ is 0.54, 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.


-0.50.00.51.00.5

Performance

RBLX vs. QQQ - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
70.83%
9.59%
RBLX
QQQ

Key characteristics

Sharpe Ratio

RBLX:

0.75

QQQ:

1.64

Sortino Ratio

RBLX:

1.28

QQQ:

2.19

Omega Ratio

RBLX:

1.19

QQQ:

1.30

Calmar Ratio

RBLX:

0.48

QQQ:

2.16

Martin Ratio

RBLX:

2.32

QQQ:

7.79

Ulcer Index

RBLX:

16.03%

QQQ:

3.76%

Daily Std Dev

RBLX:

49.32%

QQQ:

17.85%

Max Drawdown

RBLX:

-82.79%

QQQ:

-82.98%

Current Drawdown

RBLX:

-55.38%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, RBLX achieves a 31.47% return, which is significantly higher than QQQ's 27.20% return.


RBLX

YTD

31.47%

1M

16.67%

6M

66.23%

1Y

35.14%

5Y*

N/A

10Y*

N/A

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

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Risk-Adjusted Performance

RBLX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roblox Corporation (RBLX) 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 chart of Sharpe ratio for RBLX, currently valued at 0.75, compared to the broader market-4.00-2.000.002.000.751.64
The chart of Sortino ratio for RBLX, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.282.19
The chart of Omega ratio for RBLX, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.30
The chart of Calmar ratio for RBLX, currently valued at 0.48, compared to the broader market0.002.004.006.000.482.16
The chart of Martin ratio for RBLX, currently valued at 2.32, compared to the broader market-5.000.005.0010.0015.0020.0025.002.327.79
RBLX
QQQ

The current RBLX Sharpe Ratio is 0.75, which is lower than the QQQ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of RBLX 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.75
1.64
RBLX
QQQ

Dividends

RBLX vs. QQQ - Dividend Comparison

RBLX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
RBLX
Roblox Corporation
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
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

RBLX vs. QQQ - Drawdown Comparison

The maximum RBLX drawdown since its inception was -82.79%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for RBLX and QQQ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-55.38%
-3.63%
RBLX
QQQ

Volatility

RBLX vs. QQQ - Volatility Comparison

Roblox Corporation (RBLX) has a higher volatility of 13.92% compared to Invesco QQQ (QQQ) at 5.29%. This indicates that RBLX'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.92%
5.29%
RBLX
QQQ