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

Correlation

The correlation between SUPV and QQQ is 0.31, 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

SUPV vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Supervielle S.A. (SUPV) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SUPV:

1.87

QQQ:

0.62

Sortino Ratio

SUPV:

2.50

QQQ:

1.05

Omega Ratio

SUPV:

1.29

QQQ:

1.15

Calmar Ratio

SUPV:

1.50

QQQ:

0.71

Martin Ratio

SUPV:

7.40

QQQ:

2.31

Ulcer Index

SUPV:

16.53%

QQQ:

6.97%

Daily Std Dev

SUPV:

69.22%

QQQ:

25.51%

Max Drawdown

SUPV:

-95.98%

QQQ:

-82.98%

Current Drawdown

SUPV:

-47.84%

QQQ:

-5.73%

Returns By Period

In the year-to-date period, SUPV achieves a 4.63% return, which is significantly higher than QQQ's -0.51% return.


SUPV

YTD

4.63%

1M

20.78%

6M

62.99%

1Y

128.21%

5Y*

54.60%

10Y*

N/A

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

SUPV vs. QQQ — Risk-Adjusted Performance Rank

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

SUPV
The Risk-Adjusted Performance Rank of SUPV is 9191
Overall Rank
The Sharpe Ratio Rank of SUPV is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of SUPV is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SUPV is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SUPV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SUPV is 9292
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6363
Overall Rank
The Sharpe Ratio Rank of QQQ is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6262
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6363
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6060
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.

SUPV vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Supervielle S.A. (SUPV) 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 SUPV Sharpe Ratio is 1.87, which is higher than the QQQ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SUPV 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

SUPV vs. QQQ - Dividend Comparison

SUPV's dividend yield for the trailing twelve months is around 1.08%, more than QQQ's 0.59% yield.


TTM20242023202220212020201920182017201620152014
SUPV
Grupo Supervielle S.A.
1.08%1.13%0.00%0.69%1.38%1.79%2.04%1.32%0.34%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

SUPV vs. QQQ - Drawdown Comparison

The maximum SUPV drawdown since its inception was -95.98%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SUPV and QQQ. For additional features, visit the drawdowns tool.


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Volatility

SUPV vs. QQQ - Volatility Comparison

Grupo Supervielle S.A. (SUPV) has a higher volatility of 22.56% compared to Invesco QQQ (QQQ) at 7.59%. This indicates that SUPV'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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