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

Correlation

The correlation between RH and QQQ is 0.43, 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.


-0.50.00.51.00.4

Performance

RH vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RH (RH) 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%AugustSeptemberOctoberNovemberDecember
65.05%
7.31%
RH
QQQ

Key characteristics

Sharpe Ratio

RH:

0.49

QQQ:

1.45

Sortino Ratio

RH:

1.23

QQQ:

1.97

Omega Ratio

RH:

1.14

QQQ:

1.26

Calmar Ratio

RH:

0.44

QQQ:

1.93

Martin Ratio

RH:

1.71

QQQ:

6.92

Ulcer Index

RH:

18.05%

QQQ:

3.77%

Daily Std Dev

RH:

62.62%

QQQ:

18.02%

Max Drawdown

RH:

-76.26%

QQQ:

-82.98%

Current Drawdown

RH:

-46.66%

QQQ:

-4.04%

Returns By Period

In the year-to-date period, RH achieves a 35.15% return, which is significantly higher than QQQ's 26.65% return. Over the past 10 years, RH has underperformed QQQ with an annualized return of 15.31%, while QQQ has yielded a comparatively higher 18.46% annualized return.


RH

YTD

35.15%

1M

2.28%

6M

65.05%

1Y

35.15%

5Y*

13.07%

10Y*

15.31%

QQQ

YTD

26.65%

1M

1.31%

6M

7.31%

1Y

26.65%

5Y*

20.20%

10Y*

18.46%

*Annualized

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Risk-Adjusted Performance

RH vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RH (RH) 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.


Sharpe ratio
The chart of Sharpe ratio for RH, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.491.45
The chart of Sortino ratio for RH, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.231.97
The chart of Omega ratio for RH, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.26
The chart of Calmar ratio for RH, currently valued at 0.44, compared to the broader market0.002.004.006.000.441.93
The chart of Martin ratio for RH, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.0025.001.716.92
RH
QQQ

The current RH Sharpe Ratio is 0.49, which is lower than the QQQ Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of RH 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember
0.49
1.45
RH
QQQ

Dividends

RH vs. QQQ - Dividend Comparison

RH has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.55%.


TTM20232022202120202019201820172016201520142013
RH
RH
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
0.55%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

RH vs. QQQ - Drawdown Comparison

The maximum RH drawdown since its inception was -76.26%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for RH and QQQ. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-46.66%
-4.04%
RH
QQQ

Volatility

RH vs. QQQ - Volatility Comparison

RH (RH) has a higher volatility of 20.86% compared to Invesco QQQ (QQQ) at 5.81%. This indicates that RH'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%25.00%AugustSeptemberOctoberNovemberDecember
20.86%
5.81%
RH
QQQ
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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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