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

Correlation

The correlation between SIGA and QQQ is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

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.

400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
492.60%
924.68%
SIGA
QQQ

Key characteristics

Sharpe Ratio

SIGA:

-0.45

QQQ:

0.15

Sortino Ratio

SIGA:

-0.22

QQQ:

0.38

Omega Ratio

SIGA:

0.97

QQQ:

1.05

Calmar Ratio

SIGA:

-0.43

QQQ:

0.16

Martin Ratio

SIGA:

-0.84

QQQ:

0.58

Ulcer Index

SIGA:

39.04%

QQQ:

6.25%

Daily Std Dev

SIGA:

73.32%

QQQ:

24.88%

Max Drawdown

SIGA:

-98.01%

QQQ:

-82.98%

Current Drawdown

SIGA:

-73.38%

QQQ:

-17.56%

Returns By Period

In the year-to-date period, SIGA achieves a -0.33% return, which is significantly higher than QQQ's -13.00% return. Both investments have delivered pretty close results over the past 10 years, with SIGA having a 16.47% annualized return and QQQ not far behind at 16.13%.


SIGA

YTD

-0.33%

1M

4.36%

6M

-13.44%

1Y

-27.22%

5Y*

5.50%

10Y*

16.47%

QQQ

YTD

-13.00%

1M

-7.51%

6M

-9.91%

1Y

5.53%

5Y*

16.35%

10Y*

16.13%

*Annualized

Compare stocks, funds, or ETFs

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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 3131
Overall Rank
The Sharpe Ratio Rank of SIGA is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGA is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SIGA is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SIGA is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SIGA is 3636
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 4343
Overall Rank
The Sharpe Ratio Rank of QQQ is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 4444
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 4444
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 4545
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 4343
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.


Sharpe ratio
The chart of Sharpe ratio for SIGA, currently valued at -0.45, compared to the broader market-2.00-1.000.001.002.003.00
SIGA: -0.45
QQQ: 0.15
The chart of Sortino ratio for SIGA, currently valued at -0.22, compared to the broader market-6.00-4.00-2.000.002.004.00
SIGA: -0.22
QQQ: 0.38
The chart of Omega ratio for SIGA, currently valued at 0.97, compared to the broader market0.501.001.502.00
SIGA: 0.97
QQQ: 1.05
The chart of Calmar ratio for SIGA, currently valued at -0.43, compared to the broader market0.001.002.003.004.00
SIGA: -0.43
QQQ: 0.16
The chart of Martin ratio for SIGA, currently valued at -0.84, compared to the broader market-5.000.005.0010.0015.0020.00
SIGA: -0.84
QQQ: 0.58

The current SIGA Sharpe Ratio is -0.45, which is lower than the QQQ Sharpe Ratio of 0.15. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.45
0.15
SIGA
QQQ

Dividends

SIGA vs. QQQ - Dividend Comparison

SIGA has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.67%.


TTM20242023202220212020201920182017201620152014
SIGA
SIGA Technologies, Inc.
0.00%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
0.67%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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-73.38%
-17.56%
SIGA
QQQ

Volatility

SIGA vs. QQQ - Volatility Comparison

SIGA Technologies, Inc. (SIGA) and Invesco QQQ (QQQ) have volatilities of 16.12% and 16.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.12%
16.19%
SIGA
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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