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

Correlation

The correlation between RH 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

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.

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Key characteristics

Sharpe Ratio

RH:

-0.38

QQQ:

0.62

Sortino Ratio

RH:

0.07

QQQ:

0.92

Omega Ratio

RH:

1.01

QQQ:

1.13

Calmar Ratio

RH:

-0.35

QQQ:

0.60

Martin Ratio

RH:

-0.95

QQQ:

1.94

Ulcer Index

RH:

29.13%

QQQ:

7.02%

Daily Std Dev

RH:

83.54%

QQQ:

25.59%

Max Drawdown

RH:

-80.28%

QQQ:

-82.98%

Current Drawdown

RH:

-75.48%

QQQ:

-3.64%

Returns By Period

In the year-to-date period, RH achieves a -53.99% return, which is significantly lower than QQQ's 1.69% return. Over the past 10 years, RH has underperformed QQQ with an annualized return of 7.04%, while QQQ has yielded a comparatively higher 17.69% annualized return.


RH

YTD

-53.99%

1M

-7.86%

6M

-52.98%

1Y

-33.40%

3Y*

-14.53%

5Y*

-3.54%

10Y*

7.04%

QQQ

YTD

1.69%

1M

6.19%

6M

2.15%

1Y

15.88%

3Y*

19.78%

5Y*

18.08%

10Y*

17.69%

*Annualized

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RH

Invesco QQQ

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RH vs. QQQ — Risk-Adjusted Performance Rank

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

RH
The Risk-Adjusted Performance Rank of RH is 3232
Overall Rank
The Sharpe Ratio Rank of RH is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of RH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of RH is 3838
Omega Ratio Rank
The Calmar Ratio Rank of RH is 2828
Calmar Ratio Rank
The Martin Ratio Rank of RH is 2727
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5454
Overall Rank
The Sharpe Ratio Rank of QQQ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5252
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of QQQ 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.

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.


The current RH Sharpe Ratio is -0.38, which is lower than the QQQ Sharpe Ratio of 0.62. 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.


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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

RH vs. QQQ - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
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
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

RH vs. QQQ - Drawdown Comparison

The maximum RH drawdown since its inception was -80.28%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for RH and QQQ.


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

Volatility

RH vs. QQQ - Volatility Comparison

RH (RH) has a higher volatility of 21.76% compared to Invesco QQQ (QQQ) at 5.62%. 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.


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