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ADANIGREEN.NS vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADANIGREEN.NS vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Adani Green Energy Limited (ADANIGREEN.NS) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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ADANIGREEN.NS vs. QQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ADANIGREEN.NS
Adani Green Energy Limited
-15.67%-2.46%-34.83%-17.33%45.22%26.38%532.38%297.73%32.86%
QQQ
Invesco QQQ ETF
-1.35%26.55%29.38%55.93%-25.33%29.96%52.36%42.49%-10.50%
Different Trading Currencies

ADANIGREEN.NS is traded in INR, while QQQ is traded in USD. To make them comparable, the QQQ values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ADANIGREEN.NS achieves a -15.67% return, which is significantly lower than QQQ's -1.21% return.


ADANIGREEN.NS

1D
0.48%
1M
-5.26%
YTD
-15.67%
6M
-19.60%
1Y
-9.23%
3Y*
0.73%
5Y*
-5.90%
10Y*

QQQ

1D
0.00%
1M
-1.51%
YTD
-1.21%
6M
1.64%
1Y
34.22%
3Y*
28.15%
5Y*
18.65%
10Y*
23.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ADANIGREEN.NS vs. QQQ — Risk / Return Rank

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

ADANIGREEN.NS
ADANIGREEN.NS Risk / Return Rank: 3030
Overall Rank
ADANIGREEN.NS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ADANIGREEN.NS Sortino Ratio Rank: 2727
Sortino Ratio Rank
ADANIGREEN.NS Omega Ratio Rank: 2727
Omega Ratio Rank
ADANIGREEN.NS Calmar Ratio Rank: 3333
Calmar Ratio Rank
ADANIGREEN.NS Martin Ratio Rank: 3131
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 5959
Overall Rank
QQQ Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 5959
Sortino Ratio Rank
QQQ Omega Ratio Rank: 5858
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADANIGREEN.NS vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adani Green Energy Limited (ADANIGREEN.NS) and Invesco QQQ ETF (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.


ADANIGREEN.NSQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.23

1.53

-1.76

Sortino ratio

Return per unit of downside risk

-0.05

2.21

-2.25

Omega ratio

Gain probability vs. loss probability

0.99

1.32

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.21

3.01

-3.22

Martin ratio

Return relative to average drawdown

-0.53

10.97

-11.50

ADANIGREEN.NS vs. QQQ - Sharpe Ratio Comparison

The current ADANIGREEN.NS Sharpe Ratio is -0.23, which is lower than the QQQ Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of ADANIGREEN.NS 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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Sharpe Ratios by Period


ADANIGREEN.NSQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

1.53

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.87

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.94

+0.04

Correlation

The correlation between ADANIGREEN.NS and QQQ is 0.04, 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.


Dividends

ADANIGREEN.NS vs. QQQ - Dividend Comparison

ADANIGREEN.NS has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.48%.


TTM20252024202320222021202020192018201720162015
ADANIGREEN.NS
Adani Green Energy Limited
0.00%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 ETF
0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

ADANIGREEN.NS vs. QQQ - Drawdown Comparison

The maximum ADANIGREEN.NS drawdown since its inception was -84.44%, which is greater than QQQ's maximum drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for ADANIGREEN.NS and QQQ.


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Drawdown Indicators


ADANIGREEN.NSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-84.44%

-82.97%

-1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-32.93%

-11.96%

-20.97%

Max Drawdown (5Y)

Largest decline over 5 years

-84.44%

-35.12%

-49.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-71.18%

-7.75%

-63.43%

Average Drawdown

Average peak-to-trough decline

-36.77%

-32.98%

-3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.99%

3.48%

+9.51%

Volatility

ADANIGREEN.NS vs. QQQ - Volatility Comparison

Adani Green Energy Limited (ADANIGREEN.NS) has a higher volatility of 12.93% compared to Invesco QQQ ETF (QQQ) at 5.08%. This indicates that ADANIGREEN.NS'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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Volatility by Period


ADANIGREEN.NSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.93%

5.08%

+7.85%

Volatility (6M)

Calculated over the trailing 6-month period

30.97%

12.52%

+18.45%

Volatility (1Y)

Calculated over the trailing 1-year period

41.14%

22.47%

+18.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.98%

21.56%

+30.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.92%

21.29%

+33.63%