RH vs. QQQ
Compare and contrast key facts about RH (RH) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RH or QQQ.
Performance
RH vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, RH achieves a 26.26% return, which is significantly higher than QQQ's 24.04% return. Over the past 10 years, RH has underperformed QQQ with an annualized return of 15.88%, while QQQ has yielded a comparatively higher 18.03% annualized return.
RH
26.26%
12.91%
44.48%
36.30%
13.50%
15.88%
QQQ
24.04%
3.57%
10.78%
30.56%
20.99%
18.03%
Key characteristics
| RH | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.57 | 1.76 |
| Sortino Ratio | 1.30 | 2.35 |
| Omega Ratio | 1.16 | 1.32 |
| Calmar Ratio | 0.51 | 2.25 |
| Martin Ratio | 1.91 | 8.18 |
| Ulcer Index | 19.02% | 3.74% |
| Daily Std Dev | 63.21% | 17.36% |
| Max Drawdown | -76.26% | -82.98% |
| Current Drawdown | -50.17% | -1.62% |
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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.
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.
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 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.60% | 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.
Volatility
RH vs. QQQ - Volatility Comparison
RH (RH) has a higher volatility of 11.31% compared to Invesco QQQ (QQQ) at 5.36%. 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.