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AUR vs. QQQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUR vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aurora Innovation, Inc. (AUR) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUR achieves a 54.95% return, which is significantly higher than QQQY's 14.37% return.


AUR

1D
-1.16%
1M
-3.09%
6M
30.20%
YTD
54.95%
1Y
-1.82%
3Y*
23.35%
5Y*
-9.83%
10Y*

QQQY

1D
-1.64%
1M
-2.35%
6M
12.95%
YTD
14.37%
1Y
24.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUR vs. QQQY - Yearly Performance Comparison


2026 (YTD)202520242023
AUR
Aurora Innovation, Inc.
54.95%-39.05%44.16%33.64%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
14.37%14.96%7.70%7.19%

Correlation

The correlation between AUR and QQQY is 0.55, 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

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.46

The correlation between AUR and QQQY has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.

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Return for Risk

AUR vs. QQQY — Risk / Return Rank

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

AUR
AUR Risk / Return Rank: 4343
Overall Rank
AUR Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AUR Sortino Ratio Rank: 4444
Sortino Ratio Rank
AUR Omega Ratio Rank: 4343
Omega Ratio Rank
AUR Calmar Ratio Rank: 4343
Calmar Ratio Rank
AUR Martin Ratio Rank: 4343
Martin Ratio Rank

QQQY
QQQY Risk / Return Rank: 5353
Overall Rank
QQQY Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QQQY Sortino Ratio Rank: 4646
Sortino Ratio Rank
QQQY Omega Ratio Rank: 5353
Omega Ratio Rank
QQQY Calmar Ratio Rank: 5353
Calmar Ratio Rank
QQQY Martin Ratio Rank: 6060
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.

AUR vs. QQQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurora Innovation, Inc. (AUR) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.


AURQQQYDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.05

1.27

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.04

2.17

-2.21

Martin ratioReturn relative to average drawdown

-0.07

8.48

-8.55

AUR vs. QQQY - Sharpe Ratio Comparison

The current AUR Sharpe Ratio is -0.03, which is lower than the QQQY Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of AUR and QQQY, 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

AUR vs. QQQY - Drawdown Comparison

The maximum AUR drawdown since its inception was -93.34%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for AUR and QQQY.


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Drawdown Indicators


AURQQQYDifference

Max Drawdown

Largest peak-to-trough decline

-93.34%

-19.05%

-74.29%

Max Drawdown (1Y)

Largest decline over 1 year

-42.53%

-11.14%

-31.39%

Max Drawdown (3Y)

Largest decline over 3 years

-63.00%

Max Drawdown (5Y)

Largest decline over 5 years

-93.34%

Current Drawdown

Current decline from peak

-65.23%

-4.30%

-60.93%

Average Drawdown

Average peak-to-trough decline

-67.31%

-2.91%

-64.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.14%

2.85%

+23.29%

Volatility

AUR vs. QQQY - Volatility Comparison

Aurora Innovation, Inc. (AUR) has a higher volatility of 16.29% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 7.19%. This indicates that AUR's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AURQQQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.29%

7.19%

+9.10%

Volatility (6M)

Calculated over the trailing 6-month period

49.33%

14.62%

+34.71%

Volatility (1Y)

Calculated over the trailing 1-year period

62.51%

16.67%

+45.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.00%

15.58%

+75.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.32%

15.58%

+73.74%

Dividends

AUR vs. QQQY - Dividend Comparison

AUR has not paid dividends to shareholders, while QQQY's dividend yield for the trailing twelve months is around 37.71%.


PositionTTM202520242023
AUR
Aurora Innovation, Inc.
0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
37.71%45.34%83.34%20.64%

Frequently Asked Questions


AUR and QQQY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AUR has higher volatility (16.29%) compared to QQQY (7.19%). In terms of maximum drawdown, AUR dropped -93.34% vs QQQY's -19.05%.

QQQY currently has the higher Sharpe Ratio (1.45 vs -0.03), 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.

Portfolio Optimizer

Find the right allocation for AUR and QQQY

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