ZBRA vs. QQQ
Compare and contrast key facts about Zebra Technologies Corporation (ZBRA) 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: ZBRA or QQQ.
Performance
ZBRA vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, ZBRA achieves a 40.59% return, which is significantly higher than QQQ's 22.63% return. Both investments have delivered pretty close results over the past 10 years, with ZBRA having a 18.20% annualized return and QQQ not far behind at 18.02%.
ZBRA
40.59%
2.35%
20.03%
76.26%
9.68%
18.20%
QQQ
22.63%
1.12%
10.25%
30.41%
20.71%
18.02%
Key characteristics
| ZBRA | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.41 | 1.75 |
| Sortino Ratio | 3.38 | 2.34 |
| Omega Ratio | 1.42 | 1.32 |
| Calmar Ratio | 1.21 | 2.25 |
| Martin Ratio | 15.80 | 8.17 |
| Ulcer Index | 4.96% | 3.73% |
| Daily Std Dev | 32.56% | 17.44% |
| Max Drawdown | -73.42% | -82.98% |
| Current Drawdown | -37.47% | -2.75% |
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Correlation
The correlation between ZBRA and QQQ is 0.56, 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
ZBRA vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zebra Technologies Corporation (ZBRA) 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
ZBRA vs. QQQ - Dividend Comparison
ZBRA has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZBRA Zebra Technologies Corporation | 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 | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
ZBRA vs. QQQ - Drawdown Comparison
The maximum ZBRA drawdown since its inception was -73.42%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ZBRA and QQQ. For additional features, visit the drawdowns tool.
Volatility
ZBRA vs. QQQ - Volatility Comparison
Zebra Technologies Corporation (ZBRA) has a higher volatility of 8.30% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that ZBRA'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.