SYLD vs. QQQ
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and Invesco QQQ (QQQ).
SYLD and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYLD or QQQ.
Performance
SYLD vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, SYLD achieves a 10.02% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, SYLD has underperformed QQQ with an annualized return of 11.81%, while QQQ has yielded a comparatively higher 17.95% annualized return.
SYLD
10.02%
-0.52%
4.68%
21.48%
15.87%
11.81%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| SYLD | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.25 | 1.70 |
| Sortino Ratio | 1.84 | 2.29 |
| Omega Ratio | 1.22 | 1.31 |
| Calmar Ratio | 2.35 | 2.19 |
| Martin Ratio | 5.51 | 7.96 |
| Ulcer Index | 3.59% | 3.72% |
| Daily Std Dev | 15.82% | 17.39% |
| Max Drawdown | -45.36% | -82.98% |
| Current Drawdown | -2.27% | -3.42% |
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SYLD vs. QQQ - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between SYLD and QQQ is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SYLD vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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.
Dividends
SYLD vs. QQQ - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.79%, more than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.79% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% | 0.82% |
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% | 1.02% |
Drawdowns
SYLD vs. QQQ - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SYLD and QQQ. For additional features, visit the drawdowns tool.
Volatility
SYLD vs. QQQ - Volatility Comparison
Cambria Shareholder Yield ETF (SYLD) and Invesco QQQ (QQQ) have volatilities of 5.70% and 5.62%, 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.