CCHGY vs. QQQM
CCHGY (Coca Cola HBC AG ADR) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, CCHGY returned 15.58%/yr vs 14.31%/yr for QQQM. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
CCHGY vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, CCHGY achieves a 33.98% return, which is significantly higher than QQQM's 12.29% return.
CCHGY
- 1D
- -0.86%
- 1M
- -1.49%
- 6M
- 27.55%
- YTD
- 33.98%
- 1Y
- 32.21%
- 3Y*
- 36.37%
- 5Y*
- 15.58%
- 10Y*
- 16.18%
- ALL TIME*
- 12.30%
QQQM
- 1D
- 0.69%
- 1M
- -3.45%
- 6M
- 10.92%
- YTD
- 12.29%
- 1Y
- 24.86%
- 3Y*
- 22.37%
- 5Y*
- 14.31%
- 10Y*
- —
- ALL TIME*
- 16.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CCHGY Coca Cola HBC AG ADR | $405.59K | $438.30K | $437.83K |
| $962.22M | $908.74M | $1.19B |
CCHGY vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CCHGY Coca Cola HBC AG ADR | 33.98% | 55.07% | 20.29% | 28.64% | -29.84% | 9.69% | 25.79% |
QQQM Invesco NASDAQ 100 ETF | 12.29% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between CCHGY and QQQM is 0.09, 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. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.20 |
The correlation between CCHGY and QQQM shifts across timeframes, from 0.09 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CCHGY vs. QQQM — Risk / Return Rank
CCHGY
QQQM
CCHGY vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coca Cola HBC AG ADR (CCHGY) and Invesco NASDAQ 100 ETF (QQQM). 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.
| CCHGY | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.88 | +0.03 |
| Martin ratioReturn relative to average drawdown | 3.73 | 6.01 | -2.28 |
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Drawdowns
CCHGY vs. QQQM - Drawdown Comparison
The maximum CCHGY drawdown since its inception was -51.91%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for CCHGY and QQQM.
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Drawdown Indicators
| CCHGY | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.91% | -35.04% | -16.87% |
Max Drawdown (1Y)Largest decline over 1 year | -17.35% | -11.96% | -5.39% |
Max Drawdown (3Y)Largest decline over 3 years | -18.43% | -22.70% | +4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -51.01% | -35.04% | -15.97% |
Max Drawdown (10Y)Largest decline over 10 years | -51.91% | — | — |
Current DrawdownCurrent decline from peak | -1.49% | -7.69% | +6.20% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -8.15% | -6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.85% | 3.74% | +5.11% |
Volatility
CCHGY vs. QQQM - Volatility Comparison
Coca Cola HBC AG ADR (CCHGY) has a higher volatility of 8.65% compared to Invesco NASDAQ 100 ETF (QQQM) at 6.83%. This indicates that CCHGY's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCHGY | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 6.83% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 20.05% | 15.91% | +4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.76% | 19.24% | +6.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.20% | 22.74% | +6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.13% | 22.32% | +7.81% |
Dividends
CCHGY vs. QQQM - Dividend Comparison
CCHGY's dividend yield for the trailing twelve months is around 1.95%, more than QQQM's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCHGY Coca Cola HBC AG ADR | 1.95% | 2.17% | 4.70% | 2.91% | 3.15% | 2.23% | 2.03% | 8.26% | 1.17% | 1.36% | 1.85% | 2.00% |
QQQM Invesco NASDAQ 100 ETF | 0.46% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CCHGY and QQQM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCHGY has higher volatility (8.65%) compared to QQQM (6.83%). In terms of maximum drawdown, CCHGY dropped -51.91% vs QQQM's -35.04%.
CCHGY currently has the higher Sharpe Ratio (1.29 vs 1.17), 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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