OMAH vs QQQI: returns, Sharpe ratio and drawdown
Performance
OMAH+11.12%QQQI+7.49%
Summary
OMAH vs QQQI
Over the past year, OMAH returned +11.12% against +7.49% for QQQI. OMAH had the higher Sharpe ratio over the past year (0.78 vs 0.25), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -5.76% for OMAH and -9.61% for QQQI. Dividends over the past year came to 15.44% of OMAH's price, against 14.77% for QQQI.
Current Drawdown
OMAH-1.72%QQQI-7.74%
Rolling Volatility
OMAH+0.42%QQQI+1.26%
METRICS
Correlation Matrix
Metrics
Risk Indicators
OMAHQQQI
Alpha
OMAH
4.73%
QQQI
-5.76%
Beta
OMAH
0.21x
QQQI
1.25x
Sharpe
OMAH
0.78
QQQI
0.25
Sortino
OMAH
1.10
QQQI
0.34
Omega
OMAH
1.13
QQQI
1.04
Calmar
OMAH
1.93
QQQI
0.78
Martin
OMAH
3.26
QQQI
1.42
Comparisons