EMR vs. QQQ
EMR (Emerson Electric Co.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, EMR returned 12.13%/yr vs 20.72%/yr for QQQ. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
EMR vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EMR achieves a 3.72% return, which is significantly lower than QQQ's 13.58% return. Over the past 10 years, EMR has underperformed QQQ with an annualized return of 12.13%, while QQQ has yielded a comparatively higher 20.72% annualized return.
EMR
- 1D
- -2.12%
- 1M
- -9.35%
- 6M
- -7.90%
- YTD
- 3.72%
- 1Y
- -3.76%
- 3Y*
- 16.51%
- 5Y*
- 8.97%
- 10Y*
- 12.13%
- ALL TIME*
- 9.05%
QQQ
- 1D
- 0.10%
- 1M
- -5.91%
- 6M
- 12.30%
- YTD
- 13.58%
- 1Y
- 24.61%
- 3Y*
- 23.54%
- 5Y*
- 14.68%
- 10Y*
- 20.72%
- ALL TIME*
- 10.70%
EMR vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 3.72% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
QQQ Invesco QQQ ETF | 13.58% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between EMR and QQQ is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.53 |
The correlation between EMR and QQQ has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EMR vs. QQQ — Risk / Return Rank
EMR
QQQ
EMR vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) 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.
| EMR | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.23 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 2.07 | -2.23 |
| Martin ratioReturn relative to average drawdown | -0.33 | 7.22 | -7.55 |
Loading charts...
Drawdowns
EMR vs. QQQ - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for EMR and QQQ.
Loading charts...
Drawdown Indicators
| EMR | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -82.97% | +23.92% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -11.96% | -11.49% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -22.77% | -6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -35.12% | +5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -35.12% | -15.65% |
Current DrawdownCurrent decline from peak | -14.86% | -6.61% | -8.25% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -32.65% | +18.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.42% | 3.42% | +8.00% |
Volatility
EMR vs. QQQ - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 8.37% compared to Invesco QQQ ETF (QQQ) at 7.41%. This indicates that EMR'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.
Loading charts...
Volatility by Period
| EMR | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 7.41% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 15.55% | +9.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.21% | 18.78% | +12.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.39% | 22.81% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.15% | 22.45% | +6.70% |
Dividends
EMR vs. QQQ - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.61%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.61% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
QQQ Invesco QQQ ETF | 0.44% | 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
EMR and QQQ have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (8.37%) compared to QQQ (7.41%). In terms of maximum drawdown, EMR dropped -59.05% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.32 vs -0.12), 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.
Find the right allocation for EMR and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer