AIQ.L vs. EQQQ.L

Last updated Jun 5, 2026

AIQ.L (AIQ Ltd) is a stock, while EQQQ.L (Invesco EQQQ NASDAQ-100 UCITS ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, AIQ.L returned -10.78%/yr vs 18.87%/yr for EQQQ.L. At a correlation of -0.01, they often move in opposite directions.

Performance

AIQ.L vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in AIQ Ltd (AIQ.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIQ.L achieves a 85.71% return, which is significantly higher than EQQQ.L's 19.86% return.

AIQ.L

• 1D: 0.00%
• 1M: 0.00%
• YTD: 85.71%
• 6M: 85.71%
• 1Y: 62.50%
• 3Y*: -2.44%
• 5Y*: -10.78%
• 10Y*: —

EQQQ.L

• 1D: -0.63%
• 1M: 8.17%
• YTD: 19.86%
• 6M: 17.66%
• 1Y: 40.85%
• 3Y*: 24.65%
• 5Y*: 18.87%
• 10Y*: 22.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIQ.L vs. EQQQ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AIQ.L AIQ Ltd	85.71%	16.67%	-40.00%	-47.37%	-13.64%	-35.29%	-38.18%	25.00%	149.12%
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF	19.86%	11.54%	28.55%	47.79%	-25.54%	29.59%	43.32%	33.69%	1.01%

Correlation

The correlation between AIQ.L and EQQQ.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.00
Correlation (All Time) Calculated using the full available price history since Jan 10, 2018	-0.01

The correlation between AIQ.L and EQQQ.L shifts across timeframes, from -0.01 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

AIQ.L vs. EQQQ.L — Risk / Return Rank

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

AIQ.L

AIQ.L Risk / Return Rank: 76
AIQ.L Sharpe Ratio Rank: 69
AIQ.L Sortino Ratio Rank: 78
AIQ.L Omega Ratio Rank: 99
AIQ.L Calmar Ratio Rank: 69
AIQ.L Martin Ratio Rank: 65

EQQQ.L

EQQQ.L Risk / Return Rank: 78
EQQQ.L Sharpe Ratio Rank: 86
EQQQ.L Sortino Ratio Rank: 84
EQQQ.L Omega Ratio Rank: 83
EQQQ.L Calmar Ratio Rank: 76
EQQQ.L Martin Ratio Rank: 63

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.

AIQ.L vs. EQQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AIQ Ltd (AIQ.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). 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.

	AIQ.L	EQQQ.L	Difference
Sharpe ratio: Return per unit of total volatility	0.90	2.82	-1.92
Sortino ratio: Return per unit of downside risk	2.14	3.71	-1.57
Omega ratio: Gain probability vs. loss probability	2.14	1.50	+0.65
Calmar ratio: Return relative to maximum drawdown	1.49	3.78	-2.29
Martin ratio: Return relative to average drawdown	2.64	11.13	-8.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIQ.L vs. EQQQ.L - Sharpe Ratio Comparison

The current AIQ.L Sharpe Ratio is 0.90, which is lower than the EQQQ.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of AIQ.L and EQQQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIQ.L	EQQQ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	2.82	-1.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	0.99	-1.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.92	-0.94

Drawdowns

AIQ.L vs. EQQQ.L - Drawdown Comparison

The maximum AIQ.L drawdown since its inception was -97.93%, which is greater than EQQQ.L's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for AIQ.L and EQQQ.L.

Drawdown Indicators

	AIQ.L	EQQQ.L	Difference
Max Drawdown Largest peak-to-trough decline	-97.93%	-33.75%	-64.18%
Max Drawdown (1Y) Largest decline over 1 year	-41.67%	-10.97%	-30.70%
Max Drawdown (3Y) Largest decline over 3 years	-76.92%	-24.09%	-52.83%
Max Drawdown (5Y) Largest decline over 5 years	-86.36%	-27.76%	-58.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-27.76%	—
Current Drawdown Current decline from peak	-95.52%	-0.63%	-94.89%
Average Drawdown Average peak-to-trough decline	-86.53%	-5.61%	-80.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.59%	3.73%	+19.86%

Volatility

AIQ.L vs. EQQQ.L - Volatility Comparison

The current volatility for AIQ Ltd (AIQ.L) is 0.00%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 4.15%. This indicates that AIQ.L experiences smaller price fluctuations and is considered to be less risky than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIQ.L	EQQQ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	4.15%	-4.15%
Volatility (6M) Calculated over the trailing 6-month period	32.79%	10.33%	+22.46%
Volatility (1Y) Calculated over the trailing 1-year period	69.34%	14.70%	+54.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	113.30%	19.14%	+94.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	176.94%	19.35%	+157.59%

Dividends

AIQ.L vs. EQQQ.L - Dividend Comparison

AIQ.L has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.23%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIQ.L AIQ Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF	0.23%	0.29%	0.38%	0.39%	0.56%	0.25%	0.41%	0.56%	0.63%	0.67%	0.77%	0.72%

Frequently Asked Questions

Can I hold both AIQ.L and EQQQ.L in my portfolio?

AIQ.L and EQQQ.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.