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

Correlation

The correlation between SIGA and QQQ is 0.22, 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

SIGA vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SIGA:

-0.29

QQQ:

0.62

Sortino Ratio

SIGA:

-0.43

QQQ:

1.05

Omega Ratio

SIGA:

0.94

QQQ:

1.15

Calmar Ratio

SIGA:

-0.52

QQQ:

0.71

Martin Ratio

SIGA:

-1.03

QQQ:

2.31

Ulcer Index

SIGA:

39.10%

QQQ:

6.97%

Daily Std Dev

SIGA:

67.39%

QQQ:

25.51%

Max Drawdown

SIGA:

-98.01%

QQQ:

-82.98%

Current Drawdown

SIGA:

-72.22%

QQQ:

-5.73%

Returns By Period

In the year-to-date period, SIGA achieves a 4.00% return, which is significantly higher than QQQ's -0.51% return. Over the past 10 years, SIGA has underperformed QQQ with an annualized return of 14.54%, while QQQ has yielded a comparatively higher 17.55% annualized return.


SIGA

YTD

4.00%

1M

4.96%

6M

-17.43%

1Y

-16.21%

5Y*

6.16%

10Y*

14.54%

QQQ

YTD

-0.51%

1M

11.76%

6M

-0.86%

1Y

15.58%

5Y*

19.11%

10Y*

17.55%

*Annualized

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Risk-Adjusted Performance

SIGA vs. QQQ — Risk-Adjusted Performance Rank

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

SIGA
The Risk-Adjusted Performance Rank of SIGA is 2424
Overall Rank
The Sharpe Ratio Rank of SIGA is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGA is 2424
Sortino Ratio Rank
The Omega Ratio Rank of SIGA is 2323
Omega Ratio Rank
The Calmar Ratio Rank of SIGA is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SIGA is 2222
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 7171
Overall Rank
The Sharpe Ratio Rank of QQQ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 7171
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 7272
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7777
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6969
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.

SIGA vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SIGA Technologies, Inc. (SIGA) 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 SIGA Sharpe Ratio is -0.29, which is lower than the QQQ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SIGA 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

SIGA vs. QQQ - Dividend Comparison

SIGA's dividend yield for the trailing twelve months is around 10.60%, more than QQQ's 0.59% yield.


TTM20242023202220212020201920182017201620152014
SIGA
SIGA Technologies, Inc.
10.60%9.98%8.04%6.11%0.00%0.00%0.00%0.00%0.00%0.00%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

SIGA vs. QQQ - Drawdown Comparison

The maximum SIGA drawdown since its inception was -98.01%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SIGA and QQQ. For additional features, visit the drawdowns tool.


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Volatility

SIGA vs. QQQ - Volatility Comparison

SIGA Technologies, Inc. (SIGA) has a higher volatility of 12.25% compared to Invesco QQQ (QQQ) at 7.59%. This indicates that SIGA'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.


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