SLM vs. QQQM

In the year-to-date period, SLM achieves a 22.74% return, which is significantly higher than QQQM's 1.03% return.

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This table presents a comparison of risk-adjusted performance metrics for SLM Corporation (SLM) and Invesco NASDAQ 100 ETF (QQQM). 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 SLM Sharpe Ratio is 1.68, which is higher than the QQQM Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SLM and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SLM's dividend yield for the trailing twelve months is around 1.42%, more than QQQM's 0.59% yield.

The maximum SLM drawdown since its inception was -94.50%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for SLM and QQQM. For additional features, visit the drawdowns tool.

SLM Corporation (SLM) has a higher volatility of 8.31% compared to Invesco NASDAQ 100 ETF (QQQM) at 7.49%. This indicates that SLM's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.