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

AZEK vs. QQQ

Last updated May 12, 2025

Compare and contrast key facts about The AZEK Company Inc. (AZEK) and Invesco QQQ (QQQ).

QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZEK or QQQ.

Correlation

The correlation between AZEK and QQQ is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AZEK vs. QQQ - Performance Comparison

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

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Key characteristics

Daily Std Dev

AZEK:

21.07%

QQQ:

25.14%

Max Drawdown

AZEK:

-1.53%

QQQ:

-82.98%

Current Drawdown

AZEK:

0.00%

QQQ:

-9.42%

Returns By Period

AZEK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

-4.41%

1M

7.39%

6M

-4.80%

1Y

11.06%

5Y*

17.86%

10Y*

17.08%

*Annualized

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Risk-Adjusted Performance

AZEK vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AZEK
The Risk-Adjusted Performance Rank of AZEK is 6060
Overall Rank
The Sharpe Ratio Rank of AZEK is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of AZEK is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AZEK is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AZEK is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AZEK is 6262
Martin Ratio Rank
QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6060
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.

AZEK vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The AZEK Company Inc. (AZEK) 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.

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Dividends

AZEK vs. QQQ - Dividend Comparison

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

TTM20242023202220212020201920182017201620152014
AZEK
The AZEK Company 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

AZEK vs. QQQ - Drawdown Comparison

The maximum AZEK drawdown since its inception was -1.53%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AZEK and QQQ. For additional features, visit the drawdowns tool.

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Volatility

AZEK vs. QQQ - Volatility Comparison

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