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

Correlation

The correlation between RPG and QQQ is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

RPG vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Pure Growth ETF (RPG) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RPG:

0.61

QQQ:

0.45

Sortino Ratio

RPG:

1.01

QQQ:

0.81

Omega Ratio

RPG:

1.14

QQQ:

1.11

Calmar Ratio

RPG:

0.68

QQQ:

0.51

Martin Ratio

RPG:

2.24

QQQ:

1.65

Ulcer Index

RPG:

7.47%

QQQ:

6.96%

Daily Std Dev

RPG:

27.07%

QQQ:

25.14%

Max Drawdown

RPG:

-53.27%

QQQ:

-82.98%

Current Drawdown

RPG:

-8.95%

QQQ:

-9.42%

Returns By Period

In the year-to-date period, RPG achieves a -0.63% return, which is significantly higher than QQQ's -4.41% return. Over the past 10 years, RPG has underperformed QQQ with an annualized return of 10.19%, while QQQ has yielded a comparatively higher 17.26% annualized return.


RPG

YTD

-0.63%

1M

8.24%

6M

-3.06%

1Y

16.33%

5Y*

12.03%

10Y*

10.19%

QQQ

YTD

-4.41%

1M

4.71%

6M

-4.80%

1Y

11.32%

5Y*

17.54%

10Y*

17.26%

*Annualized

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RPG vs. QQQ - Expense Ratio Comparison

RPG has a 0.35% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

RPG vs. QQQ — Risk-Adjusted Performance Rank

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

RPG
The Risk-Adjusted Performance Rank of RPG is 6868
Overall Rank
The Sharpe Ratio Rank of RPG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of RPG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of RPG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of RPG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of RPG is 6565
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5656
Overall Rank
The Sharpe Ratio Rank of QQQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.

RPG vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Growth ETF (RPG) 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 RPG Sharpe Ratio is 0.61, which is higher than the QQQ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of RPG 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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Dividends

RPG vs. QQQ - Dividend Comparison

RPG's dividend yield for the trailing twelve months is around 0.28%, less than QQQ's 0.61% yield.


TTM20242023202220212020201920182017201620152014
RPG
Invesco S&P 500® Pure Growth ETF
0.28%0.25%1.44%0.74%0.00%0.46%0.83%0.47%0.56%0.43%0.73%0.67%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

RPG vs. QQQ - Drawdown Comparison

The maximum RPG drawdown since its inception was -53.27%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for RPG and QQQ. For additional features, visit the drawdowns tool.


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Volatility

RPG vs. QQQ - Volatility Comparison


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