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

Correlation

The correlation between VCTR and QQQ 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.


-0.50.00.51.00.4

Performance

VCTR vs. QQQ - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
28.63%
7.59%
VCTR
QQQ

Key characteristics

Sharpe Ratio

VCTR:

2.67

QQQ:

1.54

Sortino Ratio

VCTR:

3.13

QQQ:

2.06

Omega Ratio

VCTR:

1.44

QQQ:

1.28

Calmar Ratio

VCTR:

5.23

QQQ:

2.03

Martin Ratio

VCTR:

16.79

QQQ:

7.34

Ulcer Index

VCTR:

5.05%

QQQ:

3.75%

Daily Std Dev

VCTR:

31.74%

QQQ:

17.90%

Max Drawdown

VCTR:

-45.22%

QQQ:

-82.98%

Current Drawdown

VCTR:

-14.74%

QQQ:

-4.03%

Returns By Period

In the year-to-date period, VCTR achieves a 83.16% return, which is significantly higher than QQQ's 26.66% return.


VCTR

YTD

83.16%

1M

-4.29%

6M

27.97%

1Y

80.23%

5Y*

27.36%

10Y*

N/A

QQQ

YTD

26.66%

1M

3.29%

6M

6.76%

1Y

26.84%

5Y*

20.38%

10Y*

18.30%

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Risk-Adjusted Performance

VCTR vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Capital Holdings, Inc. (VCTR) 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 VCTR, currently valued at 2.67, compared to the broader market-4.00-2.000.002.002.671.54
The chart of Sortino ratio for VCTR, currently valued at 3.13, compared to the broader market-4.00-2.000.002.004.003.132.06
The chart of Omega ratio for VCTR, currently valued at 1.44, compared to the broader market0.501.001.502.001.441.28
The chart of Calmar ratio for VCTR, currently valued at 5.23, compared to the broader market0.002.004.006.005.232.03
The chart of Martin ratio for VCTR, currently valued at 16.79, compared to the broader market0.0010.0020.0016.797.34
VCTR
QQQ

The current VCTR Sharpe Ratio is 2.67, which is higher than the QQQ Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of VCTR 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.67
1.54
VCTR
QQQ

Dividends

VCTR vs. QQQ - Dividend Comparison

VCTR's dividend yield for the trailing twelve months is around 2.54%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
VCTR
Victory Capital Holdings, Inc.
2.54%3.72%3.73%1.45%0.93%0.48%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

VCTR vs. QQQ - Drawdown Comparison

The maximum VCTR drawdown since its inception was -45.22%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VCTR and QQQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.74%
-4.03%
VCTR
QQQ

Volatility

VCTR vs. QQQ - Volatility Comparison

Victory Capital Holdings, Inc. (VCTR) has a higher volatility of 9.87% compared to Invesco QQQ (QQQ) at 5.23%. This indicates that VCTR'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.87%
5.23%
VCTR
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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