TOI.V vs. QQQ
Compare and contrast key facts about Topicus.com Inc. (TOI.V) and Invesco QQQ (QQQ).
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: TOI.V or QQQ.
Key characteristics
| TOI.V | QQQ | |
|---|---|---|
| YTD Return | 38.50% | 19.54% |
| 1Y Return | 31.62% | 33.47% |
| 3Y Return (Ann) | -3.41% | 7.72% |
| Sharpe Ratio | 1.22 | 2.17 |
| Sortino Ratio | 1.84 | 2.84 |
| Omega Ratio | 1.22 | 1.39 |
| Calmar Ratio | 0.93 | 2.77 |
| Martin Ratio | 5.94 | 10.10 |
| Ulcer Index | 5.90% | 3.71% |
| Daily Std Dev | 28.67% | 17.30% |
| Max Drawdown | -55.36% | -82.98% |
| Current Drawdown | -13.62% | -2.95% |
Correlation
The correlation between TOI.V and QQQ is 0.23, 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
TOI.V vs. QQQ - Performance Comparison
In the year-to-date period, TOI.V achieves a 38.50% return, which is significantly higher than QQQ's 19.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TOI.V vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Topicus.com Inc. (TOI.V) 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
TOI.V vs. QQQ - Dividend Comparison
TOI.V's dividend yield for the trailing twelve months is around 2.76%, more than QQQ's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOI.V Topicus.com Inc. | 2.76% | 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 | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
TOI.V vs. QQQ - Drawdown Comparison
The maximum TOI.V drawdown since its inception was -55.36%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TOI.V and QQQ. For additional features, visit the drawdowns tool.
Volatility
TOI.V vs. QQQ - Volatility Comparison
Topicus.com Inc. (TOI.V) has a higher volatility of 6.67% compared to Invesco QQQ (QQQ) at 4.62%. This indicates that TOI.V'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.