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

Correlation

The correlation between ADBE and QQQ is 0.63, 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: 0.6

Performance

ADBE vs. QQQ - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2025FebruaryMarchAprilMay
6,305.81%
1,027.89%
ADBE
QQQ

Key characteristics

Sharpe Ratio

ADBE:

-0.48

QQQ:

0.63

Sortino Ratio

ADBE:

-0.44

QQQ:

1.03

Omega Ratio

ADBE:

0.93

QQQ:

1.14

Calmar Ratio

ADBE:

-0.35

QQQ:

0.70

Martin Ratio

ADBE:

-0.89

QQQ:

2.32

Ulcer Index

ADBE:

19.88%

QQQ:

6.82%

Daily Std Dev

ADBE:

37.00%

QQQ:

25.22%

Max Drawdown

ADBE:

-79.89%

QQQ:

-82.98%

Current Drawdown

ADBE:

-44.67%

QQQ:

-9.26%

Returns By Period

In the year-to-date period, ADBE achieves a -14.35% return, which is significantly lower than QQQ's -4.24% return. Both investments have delivered pretty close results over the past 10 years, with ADBE having a 17.69% annualized return and QQQ not far behind at 17.31%.


ADBE

YTD

-14.35%

1M

-1.27%

6M

-21.11%

1Y

-20.08%

5Y*

2.07%

10Y*

17.69%

QQQ

YTD

-4.24%

1M

2.66%

6M

0.60%

1Y

15.21%

5Y*

18.90%

10Y*

17.31%

*Annualized

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Risk-Adjusted Performance

ADBE vs. QQQ — Risk-Adjusted Performance Rank

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

ADBE
The Risk-Adjusted Performance Rank of ADBE is 2727
Overall Rank
The Sharpe Ratio Rank of ADBE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ADBE is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ADBE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ADBE is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ADBE is 3232
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6666
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6464
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.

ADBE vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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 ADBE, currently valued at -0.48, compared to the broader market-2.00-1.000.001.002.003.00
ADBE: -0.48
QQQ: 0.63
The chart of Sortino ratio for ADBE, currently valued at -0.44, compared to the broader market-6.00-4.00-2.000.002.004.00
ADBE: -0.44
QQQ: 1.03
The chart of Omega ratio for ADBE, currently valued at 0.93, compared to the broader market0.501.001.502.00
ADBE: 0.93
QQQ: 1.14
The chart of Calmar ratio for ADBE, currently valued at -0.35, compared to the broader market0.001.002.003.004.005.00
ADBE: -0.35
QQQ: 0.70
The chart of Martin ratio for ADBE, currently valued at -0.89, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
ADBE: -0.89
QQQ: 2.32

The current ADBE Sharpe Ratio is -0.48, which is lower than the QQQ Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ADBE 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.48
0.63
ADBE
QQQ

Dividends

ADBE vs. QQQ - Dividend Comparison

ADBE has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
ADBE
Adobe Inc
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
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

ADBE vs. QQQ - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ADBE and QQQ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-44.67%
-9.26%
ADBE
QQQ

Volatility

ADBE vs. QQQ - Volatility Comparison

The current volatility for Adobe Inc (ADBE) is 12.46%, while Invesco QQQ (QQQ) has a volatility of 16.72%. This indicates that ADBE 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
12.46%
16.72%
ADBE
QQQ