D vs. QQQM
D (Dominion Energy, Inc.) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, D returned 3.03%/yr vs 15.34%/yr for QQQM. At a 0.06 correlation, their price movements are largely independent.
Performance
D vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, D achieves a 24.90% return, which is significantly higher than QQQM's 15.22% return.
D
- 1D
- 1.01%
- 1M
- 4.66%
- 6M
- 21.28%
- YTD
- 24.90%
- 1Y
- 30.93%
- 3Y*
- 17.32%
- 5Y*
- 3.03%
- 10Y*
- 3.57%
QQQM
- 1D
- -1.65%
- 1M
- -3.18%
- 6M
- 13.83%
- YTD
- 15.22%
- 1Y
- 27.34%
- 3Y*
- 23.46%
- 5Y*
- 15.34%
- 10Y*
- —
D vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D Dominion Energy, Inc. | 24.90% | 13.96% | 20.43% | -19.13% | -19.12% | 8.12% | -8.04% |
QQQM Invesco NASDAQ 100 ETF | 15.22% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between D and QQQM is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.06 |
The correlation between D and QQQM shifts across timeframes, from -0.20 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D vs. QQQM — Risk / Return Rank
D
QQQM
D vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dominion Energy, Inc. (D) 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.
| D | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.26 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.30 | +0.88 |
| Martin ratioReturn relative to average drawdown | 8.72 | 8.14 | +0.58 |
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Drawdowns
D vs. QQQM - Drawdown Comparison
The maximum D drawdown since its inception was -52.20%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for D and QQQM.
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Drawdown Indicators
| D | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.20% | -35.04% | -17.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.77% | -11.96% | +2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -26.41% | -22.70% | -3.71% |
Max Drawdown (5Y)Largest decline over 5 years | -52.20% | -35.04% | -17.16% |
Max Drawdown (10Y)Largest decline over 10 years | -52.20% | — | — |
Current DrawdownCurrent decline from peak | -1.17% | -5.28% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -8.15% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 3.37% | +0.19% |
Volatility
D vs. QQQM - Volatility Comparison
The current volatility for Dominion Energy, Inc. (D) is 4.30%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 7.39%. This indicates that D experiences smaller price fluctuations and is considered to be less risky 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
| D | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 7.39% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.98% | 15.34% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.56% | 18.54% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.81% | 22.65% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.74% | 22.30% | +1.44% |
Dividends
D vs. QQQM - Dividend Comparison
D's dividend yield for the trailing twelve months is around 3.72%, more than QQQM's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D Dominion Energy, Inc. | 3.72% | 4.56% | 4.96% | 5.68% | 4.35% | 3.21% | 4.59% | 4.43% | 4.67% | 3.74% | 3.66% | 3.83% |
QQQM Invesco NASDAQ 100 ETF | 0.45% | 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
D and QQQM have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQM has higher volatility (7.39%) compared to D (4.30%). In terms of maximum drawdown, D dropped -52.20% vs QQQM's -35.04%.
D currently has the higher Sharpe Ratio (1.51 vs 1.48), 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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