EA vs. QQQ
EA (Electronic Arts Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, EA returned 10.48%/yr vs 20.46%/yr for QQQ. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
EA vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, EA achieves a 2.93% return, which is significantly lower than QQQ's 14.23% return. Over the past 10 years, EA has underperformed QQQ with an annualized return of 10.48%, while QQQ has yielded a comparatively higher 20.46% annualized return.
EA
- 1D
- 0.02%
- 1M
- 2.29%
- 6M
- 3.29%
- YTD
- 2.93%
- 1Y
- 34.16%
- 3Y*
- 20.23%
- 5Y*
- 9.02%
- 10Y*
- 10.48%
- ALL TIME*
- 17.88%
QQQ
- 1D
- 1.76%
- 1M
- -1.76%
- 6M
- 12.07%
- YTD
- 14.23%
- 1Y
- 27.00%
- 3Y*
- 24.17%
- 5Y*
- 14.45%
- 10Y*
- 20.46%
- ALL TIME*
- 10.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $676.20M | $554.73M | $471.13M | |
| $31.40B | $28.17B | $31.69B |
EA vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EA Electronic Arts Inc. | 2.93% | 40.33% | 7.49% | 12.67% | -6.84% | -7.69% | 33.75% | 36.24% | -24.89% | 33.39% |
QQQ Invesco QQQ ETF | 14.23% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between EA and QQQ is 0.09, 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. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.52 |
Over the past year, the correlation between EA and QQQ has dropped to 0.09 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
EA vs. QQQ — Risk / Return Rank
EA
QQQ
EA vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Electronic Arts Inc. (EA) 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.
| EA | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 1.25 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | 2.27 | +2.54 |
| Martin ratioReturn relative to average drawdown | 18.29 | 7.21 | +11.08 |
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Drawdowns
EA vs. QQQ - Drawdown Comparison
The maximum EA drawdown since its inception was -84.24%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for EA and QQQ.
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Drawdown Indicators
| EA | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.24% | -82.97% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -11.96% | +4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -30.54% | -22.77% | -7.77% |
Max Drawdown (5Y)Largest decline over 5 years | -30.54% | -35.12% | +4.58% |
Max Drawdown (10Y)Largest decline over 10 years | -49.83% | -35.12% | -14.71% |
Current DrawdownCurrent decline from peak | 0.00% | -6.07% | +6.07% |
Average DrawdownAverage peak-to-trough decline | -26.11% | -32.61% | +6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 3.76% | -1.89% |
Volatility
EA vs. QQQ - Volatility Comparison
The current volatility for Electronic Arts Inc. (EA) is 1.09%, while Invesco QQQ ETF (QQQ) has a volatility of 6.96%. This indicates that EA experiences smaller price fluctuations and is considered to be less risky 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
| EA | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 6.96% | -5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | 16.12% | -11.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 19.37% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.61% | 22.92% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 22.51% | +5.10% |
Dividends
EA vs. QQQ - Dividend Comparison
EA's dividend yield for the trailing twelve months is around 0.36%, less than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EA Electronic Arts Inc. | 0.36% | 0.37% | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% | 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
EA and QQQ have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (6.96%) compared to EA (1.09%). In terms of maximum drawdown, EA dropped -84.24% vs QQQ's -82.97%.
EA currently has the higher Sharpe Ratio (1.83 vs 1.40), 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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