EGP vs. QQQ
EGP (EastGroup Properties, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, EGP returned 14.85%/yr vs 22.01%/yr for QQQ. At a 0.44 correlation, their price movements are largely independent.
Performance
EGP vs. QQQ - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EGP having a 15.24% return and QQQ slightly higher at 15.95%. Over the past 10 years, EGP has underperformed QQQ with an annualized return of 14.85%, while QQQ has yielded a comparatively higher 22.01% annualized return.
EGP
- 1D
- -0.65%
- 1M
- -0.78%
- YTD
- 15.24%
- 6M
- 14.17%
- 1Y
- 21.30%
- 3Y*
- 10.71%
- 5Y*
- 7.17%
- 10Y*
- 14.85%
QQQ
- 1D
- -0.42%
- 1M
- -0.86%
- YTD
- 15.95%
- 6M
- 14.16%
- 1Y
- 32.28%
- 3Y*
- 25.87%
- 5Y*
- 15.94%
- 10Y*
- 22.01%
EGP vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 15.24% | 14.85% | -9.81% | 27.69% | -33.07% | 68.44% | 6.76% | 48.23% | 6.95% | 23.34% |
QQQ Invesco QQQ ETF | 15.95% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between EGP and QQQ is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.44 |
Over the past year, the correlation between EGP and QQQ has dropped to 0.14 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
EGP vs. QQQ — Risk / Return Rank
EGP
QQQ
EGP vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EastGroup Properties, Inc. (EGP) 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.
| EGP | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.71 | +0.42 |
| Martin ratioReturn relative to average drawdown | 8.02 | 10.01 | -1.99 |
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Drawdowns
EGP vs. QQQ - Drawdown Comparison
The maximum EGP drawdown since its inception was -59.55%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for EGP and QQQ.
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Drawdown Indicators
| EGP | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.55% | -82.97% | +23.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.83% | -11.96% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -22.77% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -35.12% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -35.12% | -2.98% |
Current DrawdownCurrent decline from peak | -1.66% | -4.66% | +3.00% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -32.72% | +23.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.23% | -0.18% |
Volatility
EGP vs. QQQ - Volatility Comparison
The current volatility for EastGroup Properties, Inc. (EGP) is 6.67%, while Invesco QQQ ETF (QQQ) has a volatility of 9.17%. This indicates that EGP 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
| EGP | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 9.17% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 14.54% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 17.95% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.36% | 22.69% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.33% | 22.41% | +3.92% |
Dividends
EGP vs. QQQ - Dividend Comparison
EGP's dividend yield for the trailing twelve months is around 2.97%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGP EastGroup Properties, Inc. | 2.97% | 3.31% | 3.33% | 2.75% | 3.17% | 1.57% | 2.23% | 2.22% | 2.97% | 2.85% | 3.30% | 4.21% |
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
EGP and QQQ have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (9.17%) compared to EGP (6.67%). In terms of maximum drawdown, EGP dropped -59.55% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.81 vs 1.15), 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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