DEO vs. QQQ
DEO (Diageo plc ADR) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, DEO returned -0.07%/yr vs 20.75%/yr for QQQ. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
DEO vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, DEO achieves a 3.54% return, which is significantly lower than QQQ's 17.04% return. Over the past 10 years, DEO has underperformed QQQ with an annualized return of -0.07%, while QQQ has yielded a comparatively higher 20.75% annualized return.
DEO
- 1D
- 0.68%
- 1M
- 8.28%
- 6M
- -8.16%
- YTD
- 3.54%
- 1Y
- -9.87%
- 3Y*
- -16.98%
- 5Y*
- -12.60%
- 10Y*
- -0.07%
- ALL TIME*
- 7.46%
QQQ
- 1D
- -0.90%
- 1M
- -0.76%
- 6M
- 18.69%
- YTD
- 17.04%
- 1Y
- 28.64%
- 3Y*
- 25.18%
- 5Y*
- 14.96%
- 10Y*
- 20.75%
- ALL TIME*
- 10.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $104.69M | $87.47M | $94.25M | |
| $34.07B | $28.96B | $31.85B |
DEO vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc ADR | 3.54% | -29.31% | -10.09% | -16.28% | -17.40% | 41.72% | -3.26% | 21.39% | -0.43% | 44.13% |
QQQ Invesco QQQ ETF | 17.04% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between DEO and QQQ is -0.03, 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. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.33 |
The correlation between DEO and QQQ shifts across timeframes, from -0.03 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DEO vs. QQQ — Risk / Return Rank
DEO
QQQ
DEO vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc ADR (DEO) 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.
| DEO | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.40 | -2.68 |
| Martin ratioReturn relative to average drawdown | -0.45 | 7.62 | -8.07 |
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Drawdowns
DEO vs. QQQ - Drawdown Comparison
The maximum DEO drawdown since its inception was -63.41%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DEO and QQQ.
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Drawdown Indicators
| DEO | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.41% | -82.97% | +19.56% |
Max Drawdown (1Y)Largest decline over 1 year | -35.52% | -11.96% | -23.56% |
Max Drawdown (3Y)Largest decline over 3 years | -54.50% | -22.77% | -31.73% |
Max Drawdown (5Y)Largest decline over 5 years | -63.41% | -35.12% | -28.29% |
Max Drawdown (10Y)Largest decline over 10 years | -63.41% | -35.12% | -28.29% |
Current DrawdownCurrent decline from peak | -54.90% | -3.76% | -51.14% |
Average DrawdownAverage peak-to-trough decline | -13.23% | -32.61% | +19.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.06% | 3.77% | +18.29% |
Volatility
DEO vs. QQQ - Volatility Comparison
Diageo plc ADR (DEO) has a higher volatility of 8.59% compared to Invesco QQQ ETF (QQQ) at 7.44%. This indicates that DEO'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.
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Volatility by Period
| DEO | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.59% | 7.44% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 27.33% | 16.38% | +10.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.97% | 19.56% | +13.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.20% | 22.97% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.48% | 22.53% | +0.95% |
Dividends
DEO vs. QQQ - Dividend Comparison
DEO's dividend yield for the trailing twelve months is around 3.75%, more than QQQ's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc ADR | 3.75% | 4.80% | 3.26% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.18% | 3.00% | 3.13% |
QQQ Invesco QQQ ETF | 0.42% | 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
DEO and QQQ have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEO has higher volatility (8.59%) compared to QQQ (7.44%). In terms of maximum drawdown, DEO dropped -63.41% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.47 vs -0.30), 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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