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ADI vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ADI vs. QQQ

Last updated Jun 13, 2026

ADI (Analog Devices, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, ADI returned 24.34%/yr vs 21.79%/yr for QQQ. A 0.69 correlation means they provide meaningful diversification when combined.

Performance

ADI vs. QQQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, ADI achieves a 54.96% return, which is significantly higher than QQQ's 17.57% return. Over the past 10 years, ADI has outperformed QQQ with an annualized return of 24.34%, while QQQ has yielded a comparatively lower 21.79% annualized return.

ADI

1D
1.37%
1M
0.35%
YTD
54.96%
6M
50.45%
1Y
88.15%
3Y*
31.61%
5Y*
22.09%
10Y*
24.34%

QQQ

1D
0.59%
1M
0.22%
YTD
17.57%
6M
17.85%
1Y
37.55%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADI vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ADI
Analog Devices, Inc.		54.96%29.75%8.82%23.36%-4.91%20.96%26.87%41.31%-1.64%25.30%
QQQ
Invesco QQQ ETF		17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Correlation

The correlation between ADI and QQQ is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 10, 1999

0.69

The correlation between ADI and QQQ shifts across timeframes, from 0.51 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Analog Devices, Inc.

Invesco QQQ ETF

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Return for Risk

ADI vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ADI
ADI Risk / Return Rank: 9393
Overall Rank
ADI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ADI Sortino Ratio Rank: 9393
Sortino Ratio Rank
ADI Omega Ratio Rank: 9191
Omega Ratio Rank
ADI Calmar Ratio Rank: 9393
Calmar Ratio Rank
ADI Martin Ratio Rank: 9393
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
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.

ADI vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Analog Devices, Inc. (ADI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ADIQQQDifference
Sharpe ratioReturn per unit of total volatility
2.59
2.09

+0.50

Sortino ratioReturn per unit of downside risk
3.38
2.73

+0.64

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

5.27

3.01

+2.26

Martin ratioReturn relative to average drawdown

14.52

11.22

+3.30

ADI vs. QQQ - Sharpe Ratio Comparison

The current ADI Sharpe Ratio is 2.59, which is comparable to the QQQ Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of ADI and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ADI vs. QQQ - Drawdown Comparison

The maximum ADI drawdown since its inception was -82.88%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ADI and QQQ.

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Drawdown Indicators

ADIQQQDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-82.97%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-11.96%

-3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-32.20%

-22.77%

-9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-35.12%

+2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.62%

-35.12%

+1.50%

Current Drawdown

Current decline from peak

-4.54%

-3.33%

-1.21%

Average Drawdown

Average peak-to-trough decline

-33.91%

-32.75%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

3.20%

+2.50%

Volatility

ADI vs. QQQ - Volatility Comparison

Analog Devices, Inc. (ADI) has a higher volatility of 14.81% compared to Invesco QQQ ETF (QQQ) at 7.56%. This indicates that ADI'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

ADIQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.81%

7.56%

+7.25%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

13.81%

+11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

32.01%

17.19%

+14.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.13%

22.55%

+10.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.78%

22.38%

+10.40%

Dividends

ADI vs. QQQ - Dividend Comparison

ADI's dividend yield for the trailing twelve months is around 1.00%, more than QQQ's 0.39% yield.

PositionTTM20252024202320222021202020192018201720162015
ADI
Analog Devices, Inc.		1.00%1.46%1.73%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%
QQQ
Invesco QQQ ETF		0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions

ADI and QQQ have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADI has higher volatility (14.81%) compared to QQQ (7.56%). In terms of maximum drawdown, ADI dropped -82.88% vs QQQ's -82.97%.

ADI currently has the higher Sharpe Ratio (2.59 vs 2.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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