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

Correlation

The correlation between TYL and QQQ is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TYL vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyler Technologies, Inc. (TYL) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2025FebruaryMarchApril
8,973.39%
990.00%
TYL
QQQ

Key characteristics

Sharpe Ratio

TYL:

0.90

QQQ:

0.45

Sortino Ratio

TYL:

1.57

QQQ:

0.80

Omega Ratio

TYL:

1.20

QQQ:

1.11

Calmar Ratio

TYL:

1.27

QQQ:

0.50

Martin Ratio

TYL:

4.04

QQQ:

1.71

Ulcer Index

TYL:

6.06%

QQQ:

6.68%

Daily Std Dev

TYL:

25.87%

QQQ:

25.28%

Max Drawdown

TYL:

-90.10%

QQQ:

-82.98%

Current Drawdown

TYL:

-19.33%

QQQ:

-12.31%

Returns By Period

In the year-to-date period, TYL achieves a -9.52% return, which is significantly lower than QQQ's -7.46% return. Over the past 10 years, TYL has underperformed QQQ with an annualized return of 15.62%, while QQQ has yielded a comparatively higher 16.75% annualized return.


TYL

YTD

-9.52%

1M

-10.00%

6M

-13.82%

1Y

13.24%

5Y*

10.24%

10Y*

15.62%

QQQ

YTD

-7.46%

1M

0.74%

6M

-4.34%

1Y

10.28%

5Y*

17.43%

10Y*

16.75%

*Annualized

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Risk-Adjusted Performance

TYL vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TYL
The Risk-Adjusted Performance Rank of TYL is 8282
Overall Rank
The Sharpe Ratio Rank of TYL is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of TYL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of TYL is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TYL is 8888
Calmar Ratio Rank
The Martin Ratio Rank of TYL is 8484
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5858
Overall Rank
The Sharpe Ratio Rank of QQQ is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TYL vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) 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.


The chart of Sharpe ratio for TYL, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.00
TYL: 0.90
QQQ: 0.45
The chart of Sortino ratio for TYL, currently valued at 1.57, compared to the broader market-6.00-4.00-2.000.002.004.00
TYL: 1.57
QQQ: 0.80
The chart of Omega ratio for TYL, currently valued at 1.20, compared to the broader market0.501.001.502.00
TYL: 1.20
QQQ: 1.11
The chart of Calmar ratio for TYL, currently valued at 1.27, compared to the broader market0.001.002.003.004.005.00
TYL: 1.27
QQQ: 0.50
The chart of Martin ratio for TYL, currently valued at 4.04, compared to the broader market-5.000.005.0010.0015.0020.00
TYL: 4.04
QQQ: 1.71

The current TYL Sharpe Ratio is 0.90, which is higher than the QQQ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of TYL 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.90
0.45
TYL
QQQ

Dividends

TYL vs. QQQ - Dividend Comparison

TYL has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.63%.


TTM20242023202220212020201920182017201620152014
TYL
Tyler Technologies, 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
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

TYL vs. QQQ - Drawdown Comparison

The maximum TYL drawdown since its inception was -90.10%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TYL and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.33%
-12.31%
TYL
QQQ

Volatility

TYL vs. QQQ - Volatility Comparison

The current volatility for Tyler Technologies, Inc. (TYL) is 13.50%, while Invesco QQQ (QQQ) has a volatility of 16.85%. This indicates that TYL experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.50%
16.85%
TYL
QQQ