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

Correlation

The correlation between TIGR and QQQ is 0.35, 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.


-0.50.00.51.00.3

Performance

TIGR vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UP Fintech Holding Limited (TIGR) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-35.07%
199.35%
TIGR
QQQ

Key characteristics

Sharpe Ratio

TIGR:

0.82

QQQ:

1.64

Sortino Ratio

TIGR:

1.85

QQQ:

2.19

Omega Ratio

TIGR:

1.23

QQQ:

1.30

Calmar Ratio

TIGR:

0.83

QQQ:

2.16

Martin Ratio

TIGR:

2.75

QQQ:

7.79

Ulcer Index

TIGR:

27.64%

QQQ:

3.76%

Daily Std Dev

TIGR:

92.13%

QQQ:

17.85%

Max Drawdown

TIGR:

-93.65%

QQQ:

-82.98%

Current Drawdown

TIGR:

-80.69%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, TIGR achieves a 60.41% return, which is significantly higher than QQQ's 27.20% return.


TIGR

YTD

60.41%

1M

26.61%

6M

60.77%

1Y

74.63%

5Y*

14.43%

10Y*

N/A

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

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Risk-Adjusted Performance

TIGR vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UP Fintech Holding Limited (TIGR) 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.


Sharpe ratio
The chart of Sharpe ratio for TIGR, currently valued at 0.82, compared to the broader market-4.00-2.000.002.000.821.64
The chart of Sortino ratio for TIGR, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.852.19
The chart of Omega ratio for TIGR, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.30
The chart of Calmar ratio for TIGR, currently valued at 0.83, compared to the broader market0.002.004.006.000.832.16
The chart of Martin ratio for TIGR, currently valued at 2.75, compared to the broader market-5.000.005.0010.0015.0020.0025.002.757.79
TIGR
QQQ

The current TIGR Sharpe Ratio is 0.82, which is lower than the QQQ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of TIGR 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.82
1.64
TIGR
QQQ

Dividends

TIGR vs. QQQ - Dividend Comparison

TIGR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
TIGR
UP Fintech Holding Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

TIGR vs. QQQ - Drawdown Comparison

The maximum TIGR drawdown since its inception was -93.65%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TIGR and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-80.69%
-3.63%
TIGR
QQQ

Volatility

TIGR vs. QQQ - Volatility Comparison

UP Fintech Holding Limited (TIGR) has a higher volatility of 34.12% compared to Invesco QQQ (QQQ) at 5.29%. This indicates that TIGR'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%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
34.12%
5.29%
TIGR
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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