TWLO vs. QQQ
Compare and contrast key facts about Twilio Inc. (TWLO) 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: TWLO or QQQ.
Performance
TWLO vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, TWLO achieves a 26.99% return, which is significantly higher than QQQ's 23.47% return.
TWLO
26.99%
35.99%
59.39%
51.42%
-1.43%
N/A
QQQ
23.47%
1.82%
10.79%
29.73%
20.93%
18.10%
Key characteristics
| TWLO | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.33 | 1.80 |
| Sortino Ratio | 1.86 | 2.40 |
| Omega Ratio | 1.28 | 1.32 |
| Calmar Ratio | 0.60 | 2.31 |
| Martin Ratio | 2.74 | 8.39 |
| Ulcer Index | 19.24% | 3.73% |
| Daily Std Dev | 39.73% | 17.41% |
| Max Drawdown | -90.36% | -82.98% |
| Current Drawdown | -78.27% | -2.08% |
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Correlation
The correlation between TWLO and QQQ is 0.53, 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
TWLO vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Twilio Inc. (TWLO) 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
TWLO vs. QQQ - Dividend Comparison
TWLO has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWLO Twilio Inc. | 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 | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
TWLO vs. QQQ - Drawdown Comparison
The maximum TWLO drawdown since its inception was -90.36%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TWLO and QQQ. For additional features, visit the drawdowns tool.
Volatility
TWLO vs. QQQ - Volatility Comparison
Twilio Inc. (TWLO) has a higher volatility of 14.91% compared to Invesco QQQ (QQQ) at 5.66%. This indicates that TWLO'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.