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CTRE vs. QQQM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTRE vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CareTrust REIT, Inc. (CTRE) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTRE achieves a 3.00% return, which is significantly lower than QQQM's 17.59% return.


CTRE

1D
0.27%
1M
-10.43%
YTD
3.00%
6M
3.57%
1Y
33.21%
3Y*
28.79%
5Y*
14.70%
10Y*
15.93%

QQQM

1D
0.67%
1M
1.75%
YTD
17.59%
6M
17.91%
1Y
37.64%
3Y*
26.52%
5Y*
16.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTRE vs. QQQM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CTRE
CareTrust REIT, Inc.
3.00%39.35%26.31%27.31%-13.67%7.91%19.95%
QQQM
Invesco NASDAQ 100 ETF
17.59%20.85%25.68%55.01%-32.52%27.45%6.64%

Correlation

The correlation between CTRE and QQQM is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2020

0.23

The correlation between CTRE and QQQM shifts across timeframes, from -0.00 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CTRE vs. QQQM — Risk / Return Rank

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

CTRE
CTRE Risk / Return Rank: 7979
Overall Rank
CTRE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CTRE Sortino Ratio Rank: 7575
Sortino Ratio Rank
CTRE Omega Ratio Rank: 7575
Omega Ratio Rank
CTRE Calmar Ratio Rank: 8080
Calmar Ratio Rank
CTRE Martin Ratio Rank: 8686
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 7272
Overall Rank
QQQM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 7171
Sortino Ratio Rank
QQQM Omega Ratio Rank: 7373
Omega Ratio Rank
QQQM Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQM Martin Ratio Rank: 7070
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.

CTRE vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CareTrust REIT, Inc. (CTRE) 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.


CTREQQQMDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

2.42

3.02

-0.60

Martin ratioReturn relative to average drawdown

8.51

11.23

-2.72

CTRE vs. QQQM - Sharpe Ratio Comparison

The current CTRE Sharpe Ratio is 1.35, which is lower than the QQQM Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of CTRE and QQQM, 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

CTRE vs. QQQM - Drawdown Comparison

The maximum CTRE drawdown since its inception was -67.43%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for CTRE and QQQM.


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Drawdown Indicators


CTREQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-35.04%

-32.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-11.96%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.19%

-22.70%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.98%

-35.04%

+4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-67.43%

Current Drawdown

Current decline from peak

-13.17%

-3.33%

-9.84%

Average Drawdown

Average peak-to-trough decline

-10.58%

-8.23%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

3.21%

+0.60%

Volatility

CTRE vs. QQQM - Volatility Comparison

CareTrust REIT, Inc. (CTRE) and Invesco NASDAQ 100 ETF (QQQM) have volatilities of 7.12% and 7.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTREQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

7.45%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

19.70%

13.71%

+5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

24.07%

17.11%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.55%

22.40%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.34%

22.22%

+13.12%

Dividends

CTRE vs. QQQM - Dividend Comparison

CTRE's dividend yield for the trailing twelve months is around 3.79%, more than QQQM's 0.43% yield.


PositionTTM20252024202320222021202020192018201720162015
CTRE
CareTrust REIT, Inc.
3.79%3.71%4.29%5.00%5.92%4.64%4.51%4.36%4.44%4.42%4.44%5.84%
QQQM
Invesco NASDAQ 100 ETF
0.43%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


CTRE and QQQM have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQM has higher volatility (7.45%) compared to CTRE (7.12%). In terms of maximum drawdown, CTRE dropped -67.43% vs QQQM's -35.04%.

QQQM currently has the higher Sharpe Ratio (2.11 vs 1.35), 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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