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ABT vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABT and QQQ is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ABT vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abbott Laboratories (ABT) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
1,023.46%
990.35%
ABT
QQQ

Key characteristics

Sharpe Ratio

ABT:

1.08

QQQ:

0.47

Sortino Ratio

ABT:

1.65

QQQ:

0.82

Omega Ratio

ABT:

1.21

QQQ:

1.11

Calmar Ratio

ABT:

0.87

QQQ:

0.52

Martin Ratio

ABT:

5.34

QQQ:

1.79

Ulcer Index

ABT:

4.15%

QQQ:

6.64%

Daily Std Dev

ABT:

20.58%

QQQ:

25.28%

Max Drawdown

ABT:

-45.66%

QQQ:

-82.98%

Current Drawdown

ABT:

-7.68%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, ABT achieves a 15.04% return, which is significantly higher than QQQ's -7.43% return. Over the past 10 years, ABT has underperformed QQQ with an annualized return of 12.62%, while QQQ has yielded a comparatively higher 16.64% annualized return.


ABT

YTD

15.04%

1M

2.24%

6M

13.93%

1Y

23.00%

5Y*

8.42%

10Y*

12.62%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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Risk-Adjusted Performance

ABT vs. QQQ — Risk-Adjusted Performance Rank

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

ABT
The Risk-Adjusted Performance Rank of ABT is 8383
Overall Rank
The Sharpe Ratio Rank of ABT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ABT is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ABT is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ABT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ABT is 8888
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.

ABT vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) 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 chart of Sharpe ratio for ABT, currently valued at 1.08, compared to the broader market-2.00-1.000.001.002.003.00
ABT: 1.08
QQQ: 0.47
The chart of Sortino ratio for ABT, currently valued at 1.65, compared to the broader market-6.00-4.00-2.000.002.004.00
ABT: 1.65
QQQ: 0.82
The chart of Omega ratio for ABT, currently valued at 1.21, compared to the broader market0.501.001.502.00
ABT: 1.21
QQQ: 1.11
The chart of Calmar ratio for ABT, currently valued at 0.87, compared to the broader market0.001.002.003.004.005.00
ABT: 0.87
QQQ: 0.52
The chart of Martin ratio for ABT, currently valued at 5.34, compared to the broader market-5.000.005.0010.0015.0020.00
ABT: 5.34
QQQ: 1.79

The current ABT Sharpe Ratio is 1.08, which is higher than the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ABT 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.08
0.47
ABT
QQQ

Dividends

ABT vs. QQQ - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 1.77%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
ABT
Abbott Laboratories
1.77%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

ABT vs. QQQ - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.66%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ABT and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.68%
-12.28%
ABT
QQQ

Volatility

ABT vs. QQQ - Volatility Comparison

The current volatility for Abbott Laboratories (ABT) is 8.98%, while Invesco QQQ (QQQ) has a volatility of 16.86%. This indicates that ABT 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%NovemberDecember2025FebruaryMarchApril
8.98%
16.86%
ABT
QQQ