CCEP vs. QQQ
CCEP (Coca-Cola European Partners plc) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, CCEP returned 14.70%/yr vs 20.44%/yr for QQQ. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
CCEP vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, CCEP achieves a 21.97% return, which is significantly higher than QQQ's 12.26% return. Over the past 10 years, CCEP has underperformed QQQ with an annualized return of 14.70%, while QQQ has yielded a comparatively higher 20.44% annualized return.
CCEP
- 1D
- -2.01%
- 1M
- 2.67%
- 6M
- 20.64%
- YTD
- 21.97%
- 1Y
- 15.54%
- 3Y*
- 23.58%
- 5Y*
- 15.65%
- 10Y*
- 14.70%
- ALL TIME*
- 9.83%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $234.18M | $209.37M | $194.19M | |
| $30.32B | $28.40B | $31.45B |
CCEP vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCEP Coca-Cola European Partners plc | 21.97% | 21.20% | 18.35% | 24.50% | 2.33% | 15.61% | 0.48% | 13.85% | 18.58% | 30.72% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between CCEP and QQQ is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.34 |
The correlation between CCEP and QQQ shifts across timeframes, from -0.05 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CCEP vs. QQQ — Risk / Return Rank
CCEP
QQQ
CCEP vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coca-Cola European Partners plc (CCEP) 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.
| CCEP | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.88 | -1.00 |
| Martin ratioReturn relative to average drawdown | 1.68 | 6.00 | -4.32 |
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Drawdowns
CCEP vs. QQQ - Drawdown Comparison
The maximum CCEP drawdown since its inception was -79.40%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for CCEP and QQQ.
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Drawdown Indicators
| CCEP | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.40% | -82.97% | +3.57% |
Max Drawdown (1Y)Largest decline over 1 year | -18.22% | -11.96% | -6.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.22% | -22.77% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -28.99% | -35.12% | +6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -48.76% | -35.12% | -13.64% |
Current DrawdownCurrent decline from peak | -2.01% | -7.69% | +5.68% |
Average DrawdownAverage peak-to-trough decline | -24.28% | -32.62% | +8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.52% | 3.74% | +5.78% |
Volatility
CCEP vs. QQQ - Volatility Comparison
The current volatility for Coca-Cola European Partners plc (CCEP) is 6.20%, while Invesco QQQ ETF (QQQ) has a volatility of 6.87%. This indicates that CCEP experiences smaller price fluctuations and is considered to be less risky 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
| CCEP | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 6.87% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 17.90% | 16.08% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.56% | 19.38% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.23% | 22.90% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.36% | 22.50% | +3.86% |
Dividends
CCEP vs. QQQ - Dividend Comparison
CCEP's dividend yield for the trailing twelve months is around 2.18%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCEP Coca-Cola European Partners plc | 2.18% | 2.57% | 2.77% | 2.95% | 3.07% | 2.90% | 2.01% | 2.71% | 2.73% | 2.97% | 3.65% | 2.27% |
QQQ Invesco QQQ ETF | 0.44% | 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
CCEP and QQQ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (6.87%) compared to CCEP (6.20%). In terms of maximum drawdown, CCEP dropped -79.40% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs 0.68), 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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