PortfoliosLab logo
RICK vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RICK and QQQ is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RICK vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RCI Hospitality Holdings, Inc. (RICK) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

RICK:

-0.35

QQQ:

0.51

Sortino Ratio

RICK:

-0.35

QQQ:

0.86

Omega Ratio

RICK:

0.96

QQQ:

1.12

Calmar Ratio

RICK:

-0.26

QQQ:

0.54

Martin Ratio

RICK:

-1.04

QQQ:

1.77

Ulcer Index

RICK:

15.66%

QQQ:

7.01%

Daily Std Dev

RICK:

42.05%

QQQ:

25.51%

Max Drawdown

RICK:

-94.56%

QQQ:

-82.98%

Current Drawdown

RICK:

-59.12%

QQQ:

-5.47%

Returns By Period

In the year-to-date period, RICK achieves a -31.62% return, which is significantly lower than QQQ's -0.24% return. Over the past 10 years, RICK has underperformed QQQ with an annualized return of 13.37%, while QQQ has yielded a comparatively higher 17.56% annualized return.


RICK

YTD

-31.62%

1M

-1.43%

6M

-23.85%

1Y

-16.48%

3Y*

-8.33%

5Y*

24.51%

10Y*

13.37%

QQQ

YTD

-0.24%

1M

8.96%

6M

0.99%

1Y

11.88%

3Y*

21.85%

5Y*

18.00%

10Y*

17.56%

*Annualized

Compare stocks, funds, or ETFs

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


RCI Hospitality Holdings, Inc.

Invesco QQQ

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

Risk-Adjusted Performance

RICK vs. QQQ — Risk-Adjusted Performance Rank

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

RICK
The Risk-Adjusted Performance Rank of RICK is 3030
Overall Rank
The Sharpe Ratio Rank of RICK is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of RICK is 2727
Sortino Ratio Rank
The Omega Ratio Rank of RICK is 2929
Omega Ratio Rank
The Calmar Ratio Rank of RICK is 3535
Calmar Ratio Rank
The Martin Ratio Rank of RICK is 2626
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5858
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5656
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.

RICK vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RCI Hospitality Holdings, Inc. (RICK) 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 RICK Sharpe Ratio is -0.35, which is lower than the QQQ Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of RICK 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.


Loading data...

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

RICK vs. QQQ - Dividend Comparison

RICK's dividend yield for the trailing twelve months is around 0.69%, more than QQQ's 0.59% yield.


TTM20242023202220212020201920182017201620152014
RICK
RCI Hospitality Holdings, Inc.
0.69%0.45%0.36%0.21%0.21%0.38%0.63%0.54%0.43%0.70%0.00%0.00%
QQQ
Invesco QQQ
0.59%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

RICK vs. QQQ - Drawdown Comparison

The maximum RICK drawdown since its inception was -94.56%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for RICK and QQQ.


Loading data...

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

Volatility

RICK vs. QQQ - Volatility Comparison

RCI Hospitality Holdings, Inc. (RICK) has a higher volatility of 10.11% compared to Invesco QQQ (QQQ) at 5.25%. This indicates that RICK'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.


Loading data...