CICOY vs. QQQ

Last updated Jun 25, 2026

CICOY (COSCO SHIPPING Holdings Co., Ltd.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, CICOY returned 30.37%/yr vs 22.01%/yr for QQQ. At a 0.08 correlation, their price movements are largely independent.

Performance

CICOY vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COSCO SHIPPING Holdings Co., Ltd. (CICOY) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CICOY achieves a -0.74% return, which is significantly lower than QQQ's 15.95% return. Over the past 10 years, CICOY has outperformed QQQ with an annualized return of 30.37%, while QQQ has yielded a comparatively lower 22.01% annualized return.

CICOY

• 1D: 0.12%
• 1M: -7.69%
• YTD: -0.74%
• 6M: 0.27%
• 1Y: 7.05%
• 3Y*: 37.81%
• 5Y*: 14.91%
• 10Y*: 30.37%

QQQ

• 1D: -0.42%
• 1M: -0.86%
• YTD: 15.95%
• 6M: 14.16%
• 1Y: 32.28%
• 3Y*: 25.87%
• 5Y*: 15.94%
• 10Y*: 22.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CICOY vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CICOY COSCO SHIPPING Holdings Co., Ltd.	-0.74%	24.88%	67.52%	30.61%	-26.18%	101.00%	206.97%	3.08%	-23.83%	45.45%
QQQ Invesco QQQ ETF	15.95%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%

Correlation

The correlation between CICOY and QQQ is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Jul 28, 2009	0.08

Return for Risk

CICOY vs. QQQ — Risk / Return Rank

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

CICOY

CICOY Risk / Return Rank: 50
CICOY Sharpe Ratio Rank: 52
CICOY Sortino Ratio Rank: 46
CICOY Omega Ratio Rank: 45
CICOY Calmar Ratio Rank: 52
CICOY Martin Ratio Rank: 53

QQQ

QQQ Risk / Return Rank: 59
QQQ Sharpe Ratio Rank: 60
QQQ Sortino Ratio Rank: 56
QQQ Omega Ratio Rank: 58
QQQ Calmar Ratio Rank: 61
QQQ Martin Ratio Rank: 61

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.

CICOY vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COSCO SHIPPING Holdings Co., Ltd. (CICOY) 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.

	CICOY	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	0.22	1.81	-1.59
Sortino ratio: Return per unit of downside risk	0.56	2.41	-1.85
Omega ratio: Gain probability vs. loss probability	1.06	1.32	-0.26
Calmar ratio: Return relative to maximum drawdown	0.36	2.71	-2.35
Martin ratio: Return relative to average drawdown	0.88	10.01	-9.13

CICOY vs. QQQ - Sharpe Ratio Comparison

The current CICOY Sharpe Ratio is 0.22, which is lower than the QQQ Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CICOY and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CICOY vs. QQQ - Drawdown Comparison

The maximum CICOY drawdown since its inception was -83.95%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for CICOY and QQQ.

Drawdown Indicators

	CICOY	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-83.95%	-82.97%	-0.98%
Max Drawdown (1Y) Largest decline over 1 year	-19.79%	-11.96%	-7.83%
Max Drawdown (3Y) Largest decline over 3 years	-35.47%	-22.77%	-12.70%
Max Drawdown (5Y) Largest decline over 5 years	-53.66%	-35.12%	-18.54%
Max Drawdown (10Y) Largest decline over 10 years	-63.37%	-35.12%	-28.25%
Current Drawdown Current decline from peak	-14.48%	-4.66%	-9.82%
Average Drawdown Average peak-to-trough decline	-49.53%	-32.72%	-16.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.99%	3.23%	+4.76%

Volatility

CICOY vs. QQQ - Volatility Comparison

COSCO SHIPPING Holdings Co., Ltd. (CICOY) has a higher volatility of 13.85% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that CICOY'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.

Volatility by Period

	CICOY	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.85%	9.17%	+4.68%
Volatility (6M) Calculated over the trailing 6-month period	23.82%	14.54%	+9.28%
Volatility (1Y) Calculated over the trailing 1-year period	31.80%	17.95%	+13.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.07%	22.69%	+23.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.00%	22.41%	+29.59%

Dividends

CICOY vs. QQQ - Dividend Comparison

CICOY's dividend yield for the trailing twelve months is around 8.38%, more than QQQ's 0.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CICOY COSCO SHIPPING Holdings Co., Ltd.	8.38%	12.09%	6.51%	26.39%	40.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.43%	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

Can I hold both CICOY and QQQ in my portfolio?

CICOY and QQQ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CICOY or QQQ?

CICOY has higher volatility (13.85%) compared to QQQ (9.17%). In terms of maximum drawdown, CICOY dropped -83.95% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (1.81 vs 0.22), 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.