DJT vs. QQQ
DJT (Trump Media & Technology Group Corp.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 3 years, DJT returned -12.80%/yr vs 24.08%/yr for QQQ. At a 0.29 correlation, their price movements are largely independent.
Performance
DJT vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, DJT achieves a -35.65% return, which is significantly lower than QQQ's 16.13% return.
DJT
- 1D
- -0.23%
- 1M
- 9.23%
- 6M
- -38.79%
- YTD
- -35.65%
- 1Y
- -54.00%
- 3Y*
- -12.80%
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- -1.90%
- 1M
- -1.22%
- 6M
- 13.75%
- YTD
- 16.13%
- 1Y
- 29.05%
- 3Y*
- 24.08%
- 5Y*
- 15.10%
- 10Y*
- 21.19%
DJT vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DJT Trump Media & Technology Group Corp. | -35.65% | -61.17% | 94.86% | 16.67% | -70.83% | 221.44% |
QQQ Invesco QQQ ETF | 16.13% | 20.77% | 25.58% | 54.86% | -32.58% | 10.88% |
Correlation
The correlation between DJT and QQQ is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021 | 0.29 |
The correlation between DJT and QQQ shifts across timeframes, from 0.29 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DJT vs. QQQ — Risk / Return Rank
DJT
QQQ
DJT vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trump Media & Technology Group Corp. (DJT) 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.
| DJT | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.46 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.28 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.44 | -3.28 |
| Martin ratioReturn relative to average drawdown | -1.33 | 8.74 | -10.07 |
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Drawdowns
DJT vs. QQQ - Drawdown Comparison
The maximum DJT drawdown since its inception was -92.76%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DJT and QQQ.
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Drawdown Indicators
| DJT | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.76% | -82.97% | -9.79% |
Max Drawdown (1Y)Largest decline over 1 year | -64.45% | -11.96% | -52.49% |
Max Drawdown (3Y)Largest decline over 3 years | -89.34% | -22.77% | -66.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -91.27% | -4.51% | -86.76% |
Average DrawdownAverage peak-to-trough decline | -71.96% | -32.67% | -39.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.54% | 3.33% | +37.21% |
Volatility
DJT vs. QQQ - Volatility Comparison
Trump Media & Technology Group Corp. (DJT) has a higher volatility of 20.42% compared to Invesco QQQ ETF (QQQ) at 8.69%. This indicates that DJT'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
| DJT | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.42% | 8.69% | +11.73% |
Volatility (6M)Calculated over the trailing 6-month period | 42.02% | 15.40% | +26.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.58% | 18.61% | +49.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 203.39% | 22.80% | +180.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 203.39% | 22.44% | +180.95% |
Dividends
DJT vs. QQQ - Dividend Comparison
DJT has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJT Trump Media & Technology Group Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
DJT and QQQ have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJT has higher volatility (20.42%) compared to QQQ (8.69%). In terms of maximum drawdown, DJT dropped -92.76% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.57 vs -0.79), 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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