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

Key characteristics


SIGAQQQ
YTD Return53.17%15.90%
1Y Return87.69%28.50%
3Y Return (Ann)13.51%8.93%
5Y Return (Ann)11.67%20.58%
10Y Return (Ann)22.67%17.81%
Sharpe Ratio1.191.48
Daily Std Dev74.90%17.72%
Max Drawdown-98.01%-82.98%
Current Drawdown-64.50%-5.91%

Correlation

-0.50.00.51.00.2

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.

Performance

SIGA vs. QQQ - Performance Comparison

In the year-to-date period, SIGA achieves a 53.17% return, which is significantly higher than QQQ's 15.90% return. Over the past 10 years, SIGA has outperformed QQQ with an annualized return of 22.67%, while QQQ has yielded a comparatively lower 17.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%AprilMayJuneJulyAugustSeptember
7.89%
8.35%
SIGA
QQQ

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Risk-Adjusted Performance

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.


SIGA
Sharpe ratio
The chart of Sharpe ratio for SIGA, currently valued at 1.19, compared to the broader market-4.00-2.000.002.001.19
Sortino ratio
The chart of Sortino ratio for SIGA, currently valued at 1.75, compared to the broader market-6.00-4.00-2.000.002.004.001.75
Omega ratio
The chart of Omega ratio for SIGA, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for SIGA, currently valued at 1.09, compared to the broader market0.001.002.003.004.005.001.09
Martin ratio
The chart of Martin ratio for SIGA, currently valued at 5.01, compared to the broader market-5.000.005.0010.0015.0020.005.01
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 1.48, compared to the broader market-4.00-2.000.002.001.48
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 2.01, compared to the broader market-6.00-4.00-2.000.002.004.002.01
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 1.90, compared to the broader market0.001.002.003.004.005.001.90
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 6.98, compared to the broader market-5.000.005.0010.0015.0020.006.98

SIGA vs. QQQ - Sharpe Ratio Comparison

The current SIGA Sharpe Ratio is 1.19, which roughly equals the QQQ Sharpe Ratio of 1.48. The chart below compares the 12-month rolling Sharpe Ratio of SIGA and QQQ.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.19
1.48
SIGA
QQQ

Dividends

SIGA vs. QQQ - Dividend Comparison

SIGA's dividend yield for the trailing twelve months is around 7.51%, more than QQQ's 0.61% yield.


TTM20232022202120202019201820172016201520142013
SIGA
SIGA Technologies, Inc.
7.51%8.04%6.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

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%AprilMayJuneJulyAugustSeptember
-64.50%
-5.91%
SIGA
QQQ

Volatility

SIGA vs. QQQ - Volatility Comparison

SIGA Technologies, Inc. (SIGA) has a higher volatility of 29.02% compared to Invesco QQQ (QQQ) at 6.05%. 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.


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
29.02%
6.05%
SIGA
QQQ