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EQNR vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EQNR and QQQ is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

EQNR vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equinor ASA (EQNR) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
23.87%
193.56%
EQNR
QQQ

Key characteristics

Sharpe Ratio

EQNR:

-0.28

QQQ:

0.47

Sortino Ratio

EQNR:

-0.18

QQQ:

0.82

Omega Ratio

EQNR:

0.98

QQQ:

1.11

Calmar Ratio

EQNR:

-0.25

QQQ:

0.52

Martin Ratio

EQNR:

-0.75

QQQ:

1.79

Ulcer Index

EQNR:

11.48%

QQQ:

6.64%

Daily Std Dev

EQNR:

31.10%

QQQ:

25.28%

Max Drawdown

EQNR:

-66.92%

QQQ:

-82.98%

Current Drawdown

EQNR:

-31.72%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, EQNR achieves a -2.90% return, which is significantly higher than QQQ's -7.43% return.


EQNR

YTD

-2.90%

1M

-13.31%

6M

-7.48%

1Y

-10.49%

5Y*

19.31%

10Y*

N/A

QQQ

YTD

-7.43%

1M

-1.88%

6M

-4.30%

1Y

10.31%

5Y*

17.80%

10Y*

16.72%

*Annualized

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Risk-Adjusted Performance

EQNR vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQNR
The Risk-Adjusted Performance Rank of EQNR is 3535
Overall Rank
The Sharpe Ratio Rank of EQNR is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of EQNR is 3232
Sortino Ratio Rank
The Omega Ratio Rank of EQNR is 3333
Omega Ratio Rank
The Calmar Ratio Rank of EQNR is 3737
Calmar Ratio Rank
The Martin Ratio Rank of EQNR is 3636
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EQNR vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Equinor ASA (EQNR) and Invesco QQQ (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.


The chart of Sharpe ratio for EQNR, currently valued at -0.28, compared to the broader market-2.00-1.000.001.002.003.00
EQNR: -0.28
QQQ: 0.47
The chart of Sortino ratio for EQNR, currently valued at -0.18, compared to the broader market-6.00-4.00-2.000.002.004.00
EQNR: -0.18
QQQ: 0.82
The chart of Omega ratio for EQNR, currently valued at 0.98, compared to the broader market0.501.001.502.00
EQNR: 0.98
QQQ: 1.11
The chart of Calmar ratio for EQNR, currently valued at -0.25, compared to the broader market0.001.002.003.004.005.00
EQNR: -0.25
QQQ: 0.52
The chart of Martin ratio for EQNR, currently valued at -0.75, compared to the broader market-5.000.005.0010.0015.0020.00
EQNR: -0.75
QQQ: 1.79

The current EQNR Sharpe Ratio is -0.28, which is lower than the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of EQNR and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.28
0.47
EQNR
QQQ

Dividends

EQNR vs. QQQ - Dividend Comparison

EQNR's dividend yield for the trailing twelve months is around 11.85%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
EQNR
Equinor ASA
11.85%12.18%8.85%4.13%2.24%4.32%4.85%2.37%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

EQNR vs. QQQ - Drawdown Comparison

The maximum EQNR drawdown since its inception was -66.92%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for EQNR and QQQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.72%
-12.28%
EQNR
QQQ

Volatility

EQNR vs. QQQ - Volatility Comparison

The current volatility for Equinor ASA (EQNR) is 13.97%, while Invesco QQQ (QQQ) has a volatility of 16.86%. This indicates that EQNR 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.97%
16.86%
EQNR
QQQ