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

Correlation

The correlation between AMAT 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

AMAT vs. QQQ - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2025FebruaryMarchAprilMay
1,293.21%
1,027.89%
AMAT
QQQ

Key characteristics

Sharpe Ratio

AMAT:

-0.44

QQQ:

0.63

Sortino Ratio

AMAT:

-0.35

QQQ:

1.03

Omega Ratio

AMAT:

0.95

QQQ:

1.14

Calmar Ratio

AMAT:

-0.43

QQQ:

0.70

Martin Ratio

AMAT:

-0.76

QQQ:

2.32

Ulcer Index

AMAT:

27.95%

QQQ:

6.82%

Daily Std Dev

AMAT:

48.07%

QQQ:

25.22%

Max Drawdown

AMAT:

-85.22%

QQQ:

-82.98%

Current Drawdown

AMAT:

-38.77%

QQQ:

-9.26%

Returns By Period

The year-to-date returns for both investments are quite close, with AMAT having a -4.41% return and QQQ slightly higher at -4.24%. Over the past 10 years, AMAT has outperformed QQQ with an annualized return of 24.75%, while QQQ has yielded a comparatively lower 17.31% annualized return.


AMAT

YTD

-4.41%

1M

4.97%

6M

-15.03%

1Y

-20.97%

5Y*

28.28%

10Y*

24.75%

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

AMAT vs. QQQ — Risk-Adjusted Performance Rank

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

AMAT
The Risk-Adjusted Performance Rank of AMAT is 2929
Overall Rank
The Sharpe Ratio Rank of AMAT is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of AMAT is 2727
Sortino Ratio Rank
The Omega Ratio Rank of AMAT is 2828
Omega Ratio Rank
The Calmar Ratio Rank of AMAT is 2525
Calmar Ratio Rank
The Martin Ratio Rank of AMAT is 3535
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.

AMAT vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) 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 AMAT, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
AMAT: -0.44
QQQ: 0.63
The chart of Sortino ratio for AMAT, currently valued at -0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
AMAT: -0.35
QQQ: 1.03
The chart of Omega ratio for AMAT, currently valued at 0.95, compared to the broader market0.501.001.502.00
AMAT: 0.95
QQQ: 1.14
The chart of Calmar ratio for AMAT, currently valued at -0.43, compared to the broader market0.001.002.003.004.005.00
AMAT: -0.43
QQQ: 0.70
The chart of Martin ratio for AMAT, currently valued at -0.76, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
AMAT: -0.76
QQQ: 2.32

The current AMAT Sharpe Ratio is -0.44, which is lower than the QQQ Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of AMAT 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
-0.44
0.63
AMAT
QQQ

Dividends

AMAT vs. QQQ - Dividend Comparison

AMAT's dividend yield for the trailing twelve months is around 1.03%, more than QQQ's 0.61% yield.


TTM20242023202220212020201920182017201620152014
AMAT
Applied Materials, Inc.
1.03%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
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

AMAT vs. QQQ - Drawdown Comparison

The maximum AMAT drawdown since its inception was -85.22%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AMAT and QQQ. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-38.77%
-9.26%
AMAT
QQQ

Volatility

AMAT vs. QQQ - Volatility Comparison

Applied Materials, Inc. (AMAT) has a higher volatility of 23.86% compared to Invesco QQQ (QQQ) at 16.72%. This indicates that AMAT'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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
23.86%
16.72%
AMAT
QQQ