DECK vs. QQQM
DECK (Deckers Outdoor Corporation) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, DECK returned 10.75%/yr vs 16.03%/yr for QQQM. At a 0.48 correlation, their price movements are largely independent.
Performance
DECK vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, DECK achieves a 1.96% return, which is significantly lower than QQQM's 15.99% return.
DECK
- 1D
- 2.00%
- 1M
- -0.91%
- YTD
- 1.96%
- 6M
- 4.71%
- 1Y
- 3.40%
- 3Y*
- 7.81%
- 5Y*
- 10.75%
- 10Y*
- 27.50%
QQQM
- 1D
- -0.42%
- 1M
- -0.84%
- YTD
- 15.99%
- 6M
- 14.21%
- 1Y
- 32.39%
- 3Y*
- 25.97%
- 5Y*
- 16.03%
- 10Y*
- —
DECK vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DECK Deckers Outdoor Corporation | 1.96% | -48.95% | 82.30% | 67.46% | 8.97% | 27.73% | 13.20% |
QQQM Invesco NASDAQ 100 ETF | 15.99% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between DECK and QQQM is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.48 |
Over the past year, the correlation between DECK and QQQM has dropped to 0.25 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
DECK vs. QQQM — Risk / Return Rank
DECK
QQQM
DECK vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deckers Outdoor Corporation (DECK) 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.
| DECK | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.33 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 2.72 | -2.62 |
| Martin ratioReturn relative to average drawdown | 0.20 | 10.03 | -9.83 |
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Drawdowns
DECK vs. QQQM - Drawdown Comparison
The maximum DECK drawdown since its inception was -94.36%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for DECK and QQQM.
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Drawdown Indicators
| DECK | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.36% | -35.04% | -59.32% |
Max Drawdown (1Y)Largest decline over 1 year | -35.81% | -11.96% | -23.85% |
Max Drawdown (3Y)Largest decline over 3 years | -64.35% | -22.70% | -41.65% |
Max Drawdown (5Y)Largest decline over 5 years | -64.35% | -35.04% | -29.31% |
Max Drawdown (10Y)Largest decline over 10 years | -64.35% | — | — |
Current DrawdownCurrent decline from peak | -52.62% | -4.64% | -47.98% |
Average DrawdownAverage peak-to-trough decline | -40.36% | -8.20% | -32.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.97% | 3.24% | +13.73% |
Volatility
DECK vs. QQQM - Volatility Comparison
Deckers Outdoor Corporation (DECK) has a higher volatility of 10.98% compared to Invesco NASDAQ 100 ETF (QQQM) at 9.00%. This indicates that DECK'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
| DECK | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.98% | 9.00% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 31.67% | 14.39% | +17.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.50% | 17.83% | +27.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.07% | 22.53% | +21.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.51% | 22.29% | +20.22% |
Dividends
DECK vs. QQQM - Dividend Comparison
DECK has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.45% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
DECK and QQQM have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DECK has higher volatility (10.98%) compared to QQQM (9.00%). In terms of maximum drawdown, DECK dropped -94.36% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.83 vs 0.08), 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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