TGI vs. QQQM
Compare and contrast key facts about Triumph Group, Inc. (TGI) and Invesco NASDAQ 100 ETF (QQQM).
QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGI or QQQM.
Performance
TGI vs. QQQM - Performance Comparison
Returns By Period
In the year-to-date period, TGI achieves a 8.44% return, which is significantly lower than QQQM's 21.86% return.
TGI
8.44%
16.60%
22.65%
68.98%
-8.74%
-12.18%
QQQM
21.86%
1.15%
10.26%
29.63%
N/A
N/A
Key characteristics
| TGI | QQQM | |
|---|---|---|
| Sharpe Ratio | 1.09 | 1.71 |
| Sortino Ratio | 2.02 | 2.30 |
| Omega Ratio | 1.29 | 1.31 |
| Calmar Ratio | 0.79 | 2.19 |
| Martin Ratio | 4.38 | 8.00 |
| Ulcer Index | 15.73% | 3.72% |
| Daily Std Dev | 62.87% | 17.36% |
| Max Drawdown | -95.83% | -35.05% |
| Current Drawdown | -78.12% | -3.44% |
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Correlation
The correlation between TGI and QQQM is 0.39, 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.
Risk-Adjusted Performance
TGI vs. QQQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Triumph Group, Inc. (TGI) 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.
Dividends
TGI vs. QQQM - Dividend Comparison
TGI has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.66%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGI Triumph Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% | 0.63% | 1.39% | 0.59% | 0.60% | 0.40% | 0.24% | 0.21% |
QQQM Invesco NASDAQ 100 ETF | 0.66% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TGI vs. QQQM - Drawdown Comparison
The maximum TGI drawdown since its inception was -95.83%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for TGI and QQQM. For additional features, visit the drawdowns tool.
Volatility
TGI vs. QQQM - Volatility Comparison
Triumph Group, Inc. (TGI) has a higher volatility of 19.88% compared to Invesco NASDAQ 100 ETF (QQQM) at 5.61%. This indicates that TGI'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.