ETOR vs. QQQ
ETOR (eToro Group Ltd) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past year, ETOR returned -39.46% vs 41.82% for QQQ. At a 0.44 correlation, their price movements are largely independent.
Performance
ETOR vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, ETOR achieves a 11.56% return, which is significantly lower than QQQ's 21.30% return.
ETOR
- 1D
- -3.66%
- 1M
- 2.30%
- YTD
- 11.56%
- 6M
- -8.22%
- 1Y
- -39.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- -0.26%
- 1M
- 10.60%
- YTD
- 21.30%
- 6M
- 19.66%
- 1Y
- 41.82%
- 3Y*
- 28.78%
- 5Y*
- 17.97%
- 10Y*
- 21.94%
ETOR vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ETOR eToro Group Ltd | 11.56% | -47.57% |
QQQ Invesco QQQ ETF | 21.30% | 18.86% |
Correlation
The correlation between ETOR and QQQ is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 15, 2025 | 0.44 |
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Return for Risk
ETOR vs. QQQ — Risk / Return Rank
ETOR
QQQ
ETOR vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for eToro Group Ltd (ETOR) 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.
| ETOR | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.34 | ||
| Sortino ratioReturn per unit of downside risk | -4.39 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.45 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.51 | -4.10 |
| Martin ratioReturn relative to average drawdown | -0.83 | 13.49 | -14.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETOR | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 2.64 | -3.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.99 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.71 | 0.41 | -1.13 |
Drawdowns
ETOR vs. QQQ - Drawdown Comparison
The maximum ETOR drawdown since its inception was -67.41%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ETOR and QQQ.
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Drawdown Indicators
| ETOR | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.41% | -82.97% | +15.56% |
Max Drawdown (1Y)Largest decline over 1 year | -67.41% | -11.96% | -55.45% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.77% | — |
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 | -48.41% | -0.26% | -48.15% |
Average DrawdownAverage peak-to-trough decline | -43.16% | -32.79% | -10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.40% | 3.11% | +44.29% |
Volatility
ETOR vs. QQQ - Volatility Comparison
eToro Group Ltd (ETOR) has a higher volatility of 14.37% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that ETOR'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
| ETOR | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.37% | 4.49% | +9.88% |
Volatility (6M)Calculated over the trailing 6-month period | 36.69% | 12.10% | +24.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.70% | 15.94% | +40.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.17% | 22.38% | +33.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.17% | 22.29% | +33.88% |
Dividends
ETOR vs. QQQ - Dividend Comparison
ETOR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETOR eToro Group Ltd | 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 | 0.38% | 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
ETOR and QQQ have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETOR has higher volatility (14.37%) compared to QQQ (4.49%). In terms of maximum drawdown, ETOR dropped -67.41% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.64 vs -0.70), 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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