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RMAX.TO vs. QQC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMAX.TO vs. QQC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RMAX.TO achieves a 12.71% return, which is significantly lower than QQC.TO's 20.68% return.


RMAX.TO

1D
0.12%
1M
3.22%
YTD
12.71%
6M
13.43%
1Y
15.41%
3Y*
5Y*
10Y*

QQC.TO

1D
0.55%
1M
0.85%
YTD
20.68%
6M
19.35%
1Y
37.43%
3Y*
29.74%
5Y*
19.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RMAX.TO vs. QQC.TO - Yearly Performance Comparison


2026 (YTD)20252024
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF
12.71%5.39%9.49%
QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged
20.68%15.38%10.57%

Correlation

The correlation between RMAX.TO and QQC.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2024

0.21

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Return for Risk

RMAX.TO vs. QQC.TO — Risk / Return Rank

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

RMAX.TO
RMAX.TO Risk / Return Rank: 4545
Overall Rank
RMAX.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RMAX.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
RMAX.TO Omega Ratio Rank: 4141
Omega Ratio Rank
RMAX.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
RMAX.TO Martin Ratio Rank: 4040
Martin Ratio Rank

QQC.TO
QQC.TO Risk / Return Rank: 7373
Overall Rank
QQC.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QQC.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
QQC.TO Omega Ratio Rank: 7878
Omega Ratio Rank
QQC.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
QQC.TO Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RMAX.TO vs. QQC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RMAX.TOQQC.TODifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.25

1.40

-0.15

Calmar ratioReturn relative to maximum drawdown

2.41

3.10

-0.69

Martin ratioReturn relative to average drawdown

5.78

9.64

-3.86

RMAX.TO vs. QQC.TO - Sharpe Ratio Comparison

The current RMAX.TO Sharpe Ratio is 1.41, which is lower than the QQC.TO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of RMAX.TO and QQC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RMAX.TO vs. QQC.TO - Drawdown Comparison

The maximum RMAX.TO drawdown since its inception was -15.90%, smaller than the maximum QQC.TO drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for RMAX.TO and QQC.TO.


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Drawdown Indicators


RMAX.TOQQC.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.90%

-31.81%

+15.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-12.14%

+5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-22.58%

Max Drawdown (5Y)

Largest decline over 5 years

-31.81%

Current Drawdown

Current decline from peak

0.00%

-3.03%

+3.03%

Average Drawdown

Average peak-to-trough decline

-3.60%

-7.98%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.89%

-1.22%

Volatility

RMAX.TO vs. QQC.TO - Volatility Comparison

The current volatility for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) is 3.20%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC.TO) has a volatility of 8.54%. This indicates that RMAX.TO experiences smaller price fluctuations and is considered to be less risky than QQC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMAX.TOQQC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

8.54%

-5.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

13.79%

-5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.10%

17.12%

-6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.91%

21.12%

-8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.91%

21.00%

-8.09%

RMAX.TO vs. QQC.TO - Expense Ratio Comparison

RMAX.TO has a 0.79% expense ratio, which is higher than QQC.TO's 0.20% expense ratio.


Dividends

RMAX.TO vs. QQC.TO - Dividend Comparison

RMAX.TO's dividend yield for the trailing twelve months is around 10.12%, more than QQC.TO's 0.32% yield.


PositionTTM20252024202320222021
QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged
0.32%0.39%0.45%0.54%0.91%0.56%
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF
10.12%10.65%4.88%0.00%0.00%0.00%

Frequently Asked Questions


RMAX.TO and QQC.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQC.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQC.TO is cheaper with a 0.20% expense ratio, compared with 0.79% for RMAX.TO.

RMAX.TO is categorized as REIT, while QQC.TO is Nasdaq-100. They also come from different issuers: Hamilton ETFs and Invesco. Their fees differ too: 0.79% for RMAX.TO and 0.20% for QQC.TO.

Portfolio Optimizer

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