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^HSI vs. QQQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^HSI and QQQ is 0.18, 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.


-0.50.00.51.00.2

Performance

^HSI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hang Seng Index (^HSI) 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%AugustSeptemberOctoberNovemberDecember2025
8.67%
2.07%
^HSI
QQQ

Key characteristics

Sharpe Ratio

^HSI:

0.64

QQQ:

1.34

Sortino Ratio

^HSI:

1.06

QQQ:

1.83

Omega Ratio

^HSI:

1.13

QQQ:

1.24

Calmar Ratio

^HSI:

0.30

QQQ:

1.78

Martin Ratio

^HSI:

1.74

QQQ:

6.25

Ulcer Index

^HSI:

9.32%

QQQ:

3.86%

Daily Std Dev

^HSI:

25.38%

QQQ:

18.07%

Max Drawdown

^HSI:

-91.54%

QQQ:

-82.98%

Current Drawdown

^HSI:

-42.03%

QQQ:

-6.00%

Returns By Period

In the year-to-date period, ^HSI achieves a -4.19% return, which is significantly lower than QQQ's -1.20% return. Over the past 10 years, ^HSI has underperformed QQQ with an annualized return of -2.29%, while QQQ has yielded a comparatively higher 18.47% annualized return.


^HSI

YTD

-4.19%

1M

-3.76%

6M

8.41%

1Y

18.52%

5Y*

-8.01%

10Y*

-2.29%

QQQ

YTD

-1.20%

1M

-4.64%

6M

2.07%

1Y

24.06%

5Y*

18.68%

10Y*

18.47%

*Annualized

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Risk-Adjusted Performance

^HSI vs. QQQ — Risk-Adjusted Performance Rank

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

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 3737
Overall Rank
The Sharpe Ratio Rank of ^HSI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 3434
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6363
Overall Rank
The Sharpe Ratio Rank of QQQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6363
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6262
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.

^HSI vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) 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 ^HSI, currently valued at 0.88, compared to the broader market0.001.002.000.881.08
The chart of Sortino ratio for ^HSI, currently valued at 1.36, compared to the broader market-1.000.001.002.003.001.361.52
The chart of Omega ratio for ^HSI, currently valued at 1.18, compared to the broader market0.901.001.101.201.301.401.501.181.20
The chart of Calmar ratio for ^HSI, currently valued at 0.40, compared to the broader market0.001.002.003.000.401.42
The chart of Martin ratio for ^HSI, currently valued at 2.26, compared to the broader market0.005.0010.0015.0020.002.264.95
^HSI
QQQ

The current ^HSI Sharpe Ratio is 0.64, which is lower than the QQQ Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ^HSI 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.88
1.08
^HSI
QQQ

Drawdowns

^HSI vs. QQQ - Drawdown Comparison

The maximum ^HSI drawdown since its inception was -91.54%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ^HSI and QQQ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-41.80%
-6.00%
^HSI
QQQ

Volatility

^HSI vs. QQQ - Volatility Comparison

The current volatility for Hang Seng Index (^HSI) is 4.19%, while Invesco QQQ (QQQ) has a volatility of 5.84%. This indicates that ^HSI 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%AugustSeptemberOctoberNovemberDecember2025
4.19%
5.84%
^HSI
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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