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9961.HK vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 9961.HK and QQQ is 0.06, 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.

9961.HK vs. QQQ

Last updated Jun 18, 2025

Compare and contrast key facts about Trip.com Group Ltd (9961.HK) 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: 9961.HK or QQQ.

Performance

9961.HK vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trip.com Group Ltd (9961.HK) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

9961.HK:

0.48

QQQ:

0.38

Sortino Ratio

9961.HK:

0.90

QQQ:

0.82

Omega Ratio

9961.HK:

1.12

QQQ:

1.11

Calmar Ratio

9961.HK:

0.69

QQQ:

0.51

Martin Ratio

9961.HK:

1.53

QQQ:

1.66

Ulcer Index

9961.HK:

13.36%

QQQ:

7.03%

Daily Std Dev

9961.HK:

49.29%

QQQ:

25.58%

Max Drawdown

9961.HK:

-60.86%

QQQ:

-82.98%

Current Drawdown

9961.HK:

-17.68%

QQQ:

-1.79%

Returns By Period

In the year-to-date period, 9961.HK achieves a -10.67% return, which is significantly lower than QQQ's 3.65% return.

9961.HK

YTD

-10.67%

1M

-5.14%

6M

-14.01%

1Y

23.19%

3Y*

41.58%

5Y*

N/A

10Y*

N/A

QQQ

YTD

3.65%

1M

1.45%

6M

-0.95%

1Y

9.74%

3Y*

25.27%

5Y*

17.45%

10Y*

17.91%

*Annualized

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Trip.com Group Ltd

Invesco QQQ

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

9961.HK vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
9961.HK
The Risk-Adjusted Performance Rank of 9961.HK is 6565
Overall Rank
The Sharpe Ratio Rank of 9961.HK is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of 9961.HK is 5959
Sortino Ratio Rank
The Omega Ratio Rank of 9961.HK is 5858
Omega Ratio Rank
The Calmar Ratio Rank of 9961.HK is 7575
Calmar Ratio Rank
The Martin Ratio Rank of 9961.HK is 6666
Martin Ratio Rank
QQQ
The Risk-Adjusted Performance Rank of QQQ is 4343
Overall Rank
The Sharpe Ratio Rank of QQQ is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 4343
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 4343
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 5151
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 4444
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.

9961.HK vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trip.com Group Ltd (9961.HK) 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.

The current 9961.HK Sharpe Ratio is 0.48, which is comparable to the QQQ Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of 9961.HK 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

9961.HK vs. QQQ - Dividend Comparison

9961.HK's dividend yield for the trailing twelve months is around 0.49%, less than QQQ's 0.56% yield.

TTM20242023202220212020201920182017201620152014
9961.HK
Trip.com Group Ltd		0.49%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		0.56%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

9961.HK vs. QQQ - Drawdown Comparison

The maximum 9961.HK drawdown since its inception was -60.86%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for 9961.HK and QQQ.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

9961.HK vs. QQQ - Volatility Comparison

Trip.com Group Ltd (9961.HK) has a higher volatility of 10.46% compared to Invesco QQQ (QQQ) at 4.16%. This indicates that 9961.HK'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.

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