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

Correlation

The correlation between XPL and QQQ is 0.14, 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.


-0.50.00.51.00.1

Performance

XPL vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solitario Zinc Corp. (XPL) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-12.21%
13.48%
XPL
QQQ

Key characteristics

Sharpe Ratio

XPL:

0.66

QQQ:

1.40

Sortino Ratio

XPL:

1.38

QQQ:

1.90

Omega Ratio

XPL:

1.16

QQQ:

1.25

Calmar Ratio

XPL:

0.45

QQQ:

1.88

Martin Ratio

XPL:

1.87

QQQ:

6.51

Ulcer Index

XPL:

22.00%

QQQ:

3.92%

Daily Std Dev

XPL:

62.08%

QQQ:

18.23%

Max Drawdown

XPL:

-97.46%

QQQ:

-82.98%

Current Drawdown

XPL:

-88.02%

QQQ:

-0.42%

Returns By Period

In the year-to-date period, XPL achieves a 22.03% return, which is significantly higher than QQQ's 5.09% return. Over the past 10 years, XPL has underperformed QQQ with an annualized return of -1.42%, while QQQ has yielded a comparatively higher 18.32% annualized return.


XPL

YTD

22.03%

1M

9.09%

6M

-12.20%

1Y

41.18%

5Y*

17.22%

10Y*

-1.42%

QQQ

YTD

5.09%

1M

2.37%

6M

13.48%

1Y

26.98%

5Y*

19.29%

10Y*

18.32%

*Annualized

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Risk-Adjusted Performance

XPL vs. QQQ — Risk-Adjusted Performance Rank

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

XPL
The Risk-Adjusted Performance Rank of XPL is 6666
Overall Rank
The Sharpe Ratio Rank of XPL is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of XPL is 6868
Sortino Ratio Rank
The Omega Ratio Rank of XPL is 6464
Omega Ratio Rank
The Calmar Ratio Rank of XPL is 6565
Calmar Ratio Rank
The Martin Ratio Rank of XPL is 6666
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5858
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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.

XPL vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Solitario Zinc Corp. (XPL) 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 XPL, currently valued at 0.66, compared to the broader market-2.000.002.000.661.40
The chart of Sortino ratio for XPL, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.006.001.381.90
The chart of Omega ratio for XPL, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.25
The chart of Calmar ratio for XPL, currently valued at 0.45, compared to the broader market0.002.004.006.000.451.88
The chart of Martin ratio for XPL, currently valued at 1.87, compared to the broader market-10.000.0010.0020.0030.001.876.51
XPL
QQQ

The current XPL Sharpe Ratio is 0.66, which is lower than the QQQ Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of XPL 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.66
1.40
XPL
QQQ

Dividends

XPL vs. QQQ - Dividend Comparison

XPL has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023202220212020201920182017201620152014
XPL
Solitario Zinc Corp.
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
0.53%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

XPL vs. QQQ - Drawdown Comparison

The maximum XPL drawdown since its inception was -97.46%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for XPL and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-88.02%
-0.42%
XPL
QQQ

Volatility

XPL vs. QQQ - Volatility Comparison

Solitario Zinc Corp. (XPL) has a higher volatility of 16.56% compared to Invesco QQQ (QQQ) at 4.70%. This indicates that XPL'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.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
16.56%
4.70%
XPL
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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