QQQ vs VTI comparison¶

QQQ vs VTI performance comment¶

Market Performance Metrics Overview¶

Metrics	Ticker QQQ	Ticker VTIR
High	429.85	242.87
Low	395.34	232.40
Close	425.83	240.98
Start Price	402.59	235.63
Gain %	5.77%	2.27%
Annualized Gain %	87.79%	34.53%
Annualized Volatility %	13.96%	10.45%
Max Drawdown %	-1.57%	-1.21%
Sharpe Ratio	6.83	3.66

The start price for both markets indicates the price at the beginning of the observed period.

The gain % metric shows the percentage increase in the market value over the 60-day period, with QQQ showing a higher increase of 5.77% compared to VTIR's 2.27%.

The annualized gain % measures the average rate of return over a year, based on the observed 60-day performance. QQQ demonstrates a significantly higher annualized gain at 87.79% compared to VTIR's 34.53%.

The annualized volatility % indicates the risk or volatility of the market, with higher values representing greater potential for fluctuations in the market. QQQ's annualized volatility at 13.96% is higher than VTIR's value of 10.45%, suggesting potentially greater fluctuations in QQQ over the long term.

The max drawdown % reflects the largest drop from a peak to a trough during the observed period, with a lower percentage indicating lower potential losses. Both markets demonstrate relatively low max drawdown %, with QQQ at -1.57% and VTIR at -1.21%.

The Sharpe ratio reflects the risk-adjusted return, with a higher value indicating better risk-adjusted performance. QQQ's Sharpe ratio is notably higher at 6.83 compared to VTIR's 3.66, suggesting superior risk-adjusted performance for QQQ.

Overall, QQQ has exhibited stronger performance in terms of gain, annualized gain, and Sharpe ratio, albeit with slightly higher volatility compared to VTIR. This indicates that QQQ may offer potentially higher returns, but with increased risk compared to VTIR.

QQQ YTD Return (Daily)¶

Comment on YTD Total Returns Results of QQQ¶

Market Performance Analysis¶

The YTD Open for QQQ was 405.84 and the YTD Close was 425.83, resulting in a YTD Gain % of 5.77%. The YTD Annualized Gain % stands at 87.79%, indicating a strong performance for the year. The YTD Annualized Volatility % was 13.96%, showing relatively steady price movements with minimal fluctuations. The YTD Max Drawdown % was -1.57%, suggesting a minimal loss in value from the peak during the current year. The YTD Sharpe Ratio was 6.83, indicating a high return relative to the level of risk taken.

Previous Year Performance¶

During the last year, the Annualized Gain % was 55.91%, and the Annualized Volatility % was 17.88%. The Max Drawdown % during this period was -10.78%, reflecting a larger loss from the peak compared to the current year. The Sharpe Ratio for the last year was 2.60, demonstrating a favorable risk-adjusted return.

Historical Performance Comparison¶

The Historical Annualized Volatility (excluding current year) was 27.28%, significantly higher than the current year's volatility. The Historical Annualized Gain (excluding current year) was 10.49%, indicating a lower average return compared to the current year. The Max Drawdown in Data (excluding current year) was -82.98%, highlighting the potential risk associated with investing in this asset.

Market Condition¶

The Current last close is 425.83, and the Current MA 200 is 365.96, the Current MA 50 is 399.20 and the Current MA 5 is 421.04. The Current last 5 days gain % is 3.73%. The Current average annualized volatility is 14.34%, and the Average annualized volatility a month ago was 11.43%. The QQQ is currently trading above its MA 200 and MA 50 values, indicating a potential uptrend in the market. The last close being above both the short-term and long-term moving averages suggests positive momentum in the market. However, the recent volatility has increased compared to a month ago, which could indicate higher fluctuations in the near future.

QQQ Annual Dividends¶

Year	Annual Dividend	Dividend Yield
2023	$2.54	0.62%
2022	$2.14	0.78%
2021	$1.7	0.44%
2020	$1.74	0.56%
2019	$1.58	0.75%

QQQ Montly Dividends¶

Year	Feb	Mar	Jun	Sep	Dec
2023	0.0	$0.47	$0.5	$0.54	$1.02
2022	0.0	$0.43	$0.53	$0.52	$0.66
2021	0.0	$0.39	$0.4	$0.41	$0.49
2020	0.0	$0.36	$0.42	$0.39	$0.56
2019	0.0	$0.32	$0.42	$0.38	$0.46
2018	0.0	$0.28	$0.38	$0.33	$0.42
2017	0.0	$0.27	$0.38	$0.32	$0.33
2016	0.0	$0.32	$0.29	$0.29	$0.35
2015	0.0	$0.25	$0.25	$0.26	$0.34
2014	$0.37	$0.21	$0.25	$0.24	$0.39
2013	0.0	$0.16	$0.22	$0.24	$0.27
2012	0.0	$0.11	$0.14	$0.2	$0.37
2011	0.0	$0.08	$0.12	$0.1	$0.21
2010	0.0	$0.05	$0.18	$0.11	$0.11
2009	0.0	$0.05	$0.04	$0.04	$0.07
2008	0.0	$0.03	$0.03	$0.03	$0.04
2007	0.0	$0.03	$0.04	$0.03	$0.05
2006	0.0	$0.03	$0.03	$0.02	$0.05
2005	0.0	0.0	$0.04	0.0	$0.1
2004	0.0	0.0	0.0	0.0	$0.38
2003	0.0	0.0	0.0	0.0	$0.01

Published: 2024-01-25

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