RYN vs. QQQE
Compare and contrast key facts about Rayonier Inc. (RYN) and Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE).
QQQE is a passively managed fund by Direxion that tracks the performance of the NASDAQ-100 Equal Weighted Index. It was launched on Mar 21, 2012.
Performance
RYN vs. QQQE - Performance Comparison
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RYN vs. QQQE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYN Rayonier Inc. | -3.52% | -12.01% | -13.30% | 5.76% | -15.80% | 41.56% | -6.47% | 22.65% | -9.70% | 23.06% |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | -3.54% | 14.58% | 6.98% | 33.76% | -24.47% | 17.93% | 37.85% | 36.43% | -5.40% | 26.53% |
Returns By Period
The year-to-date returns for both stocks are quite close, with RYN having a -3.52% return and QQQE slightly lower at -3.54%. Over the past 10 years, RYN has underperformed QQQE with an annualized return of 2.67%, while QQQE has yielded a comparatively higher 13.22% annualized return.
RYN
- 1D
- 0.10%
- 1M
- -2.80%
- YTD
- -3.52%
- 6M
- -19.14%
- 1Y
- -21.30%
- 3Y*
- -8.55%
- 5Y*
- -4.24%
- 10Y*
- 2.67%
QQQE
- 1D
- 2.57%
- 1M
- -5.09%
- YTD
- -3.54%
- 6M
- -2.70%
- 1Y
- 13.72%
- 3Y*
- 11.59%
- 5Y*
- 6.19%
- 10Y*
- 13.22%
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Return for Risk
RYN vs. QQQE — Risk / Return Rank
RYN
QQQE
RYN vs. QQQE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rayonier Inc. (RYN) and Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE). 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.
| RYN | QQQE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.76 | 0.67 | -1.43 |
Sortino ratioReturn per unit of downside risk | -1.00 | 1.11 | -2.11 |
Omega ratioGain probability vs. loss probability | 0.88 | 1.16 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.82 | 1.08 | -1.89 |
Martin ratioReturn relative to average drawdown | -1.41 | 4.38 | -5.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYN | QQQE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.76 | 0.67 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.31 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.64 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.68 | -0.43 |
Correlation
The correlation between RYN and QQQE is 0.45, 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.
Dividends
RYN vs. QQQE - Dividend Comparison
RYN's dividend yield for the trailing twelve months is around 6.92%, more than QQQE's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYN Rayonier Inc. | 6.92% | 6.65% | 12.03% | 4.01% | 3.41% | 2.68% | 3.68% | 3.30% | 3.83% | 3.16% | 3.76% | 4.50% |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 0.64% | 0.52% | 0.86% | 0.79% | 0.98% | 3.83% | 0.54% | 0.74% | 0.80% | 0.65% | 1.17% | 0.57% |
Drawdowns
RYN vs. QQQE - Drawdown Comparison
The maximum RYN drawdown since its inception was -53.16%, which is greater than QQQE's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for RYN and QQQE.
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Drawdown Indicators
| RYN | QQQE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.16% | -32.14% | -21.02% |
Max Drawdown (1Y)Largest decline over 1 year | -25.95% | -12.74% | -13.21% |
Max Drawdown (5Y)Largest decline over 5 years | -45.30% | -32.14% | -13.16% |
Max Drawdown (10Y)Largest decline over 10 years | -49.84% | -32.14% | -17.70% |
Current DrawdownCurrent decline from peak | -42.16% | -7.08% | -35.08% |
Average DrawdownAverage peak-to-trough decline | -15.32% | -5.22% | -10.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.05% | 3.13% | +11.92% |
Volatility
RYN vs. QQQE - Volatility Comparison
Rayonier Inc. (RYN) has a higher volatility of 7.40% compared to Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) at 5.68%. This indicates that RYN's price experiences larger fluctuations and is considered to be riskier than QQQE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYN | QQQE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 5.68% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 11.03% | +9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.15% | 20.46% | +7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 20.33% | +5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.49% | 20.71% | +7.78% |