FDP vs. QQQ
FDP (Fresh Del Monte Produce Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, FDP returned -4.01%/yr vs 22.01%/yr for QQQ. At a 0.25 correlation, their price movements are largely independent.
Performance
FDP vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, FDP achieves a -17.70% return, which is significantly lower than QQQ's 15.95% return. Over the past 10 years, FDP has underperformed QQQ with an annualized return of -4.01%, while QQQ has yielded a comparatively higher 22.01% annualized return.
FDP
- 1D
- 3.55%
- 1M
- -13.34%
- YTD
- -17.70%
- 6M
- -18.48%
- 1Y
- -8.92%
- 3Y*
- 7.55%
- 5Y*
- 0.12%
- 10Y*
- -4.01%
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%
FDP vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDP Fresh Del Monte Produce Inc. | -17.70% | 11.11% | 31.31% | 3.09% | -2.98% | 16.50% | -30.34% | 24.32% | -39.80% | -20.45% |
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 FDP and QQQ is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.25 |
The correlation between FDP and QQQ shifts across timeframes, from -0.05 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FDP vs. QQQ — Risk / Return Rank
FDP
QQQ
FDP vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresh Del Monte Produce Inc. (FDP) 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.
| FDP | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.32 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.71 | -2.96 |
| Martin ratioReturn relative to average drawdown | -0.77 | 10.01 | -10.78 |
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Drawdowns
FDP vs. QQQ - Drawdown Comparison
The maximum FDP 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 FDP and QQQ.
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Drawdown Indicators
| FDP | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.24% | -82.97% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -36.48% | -11.96% | -24.52% |
Max Drawdown (3Y)Largest decline over 3 years | -36.48% | -22.77% | -13.71% |
Max Drawdown (5Y)Largest decline over 5 years | -36.48% | -35.12% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -67.32% | -35.12% | -32.20% |
Current DrawdownCurrent decline from peak | -46.79% | -4.66% | -42.13% |
Average DrawdownAverage peak-to-trough decline | -35.09% | -32.72% | -2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.64% | 3.23% | +8.41% |
Volatility
FDP vs. QQQ - Volatility Comparison
Fresh Del Monte Produce Inc. (FDP) has a higher volatility of 11.37% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that FDP'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
| FDP | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.37% | 9.17% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 22.54% | 14.54% | +8.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.77% | 17.95% | +11.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.81% | 22.69% | +6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.22% | 22.41% | +12.81% |
Dividends
FDP vs. QQQ - Dividend Comparison
FDP's dividend yield for the trailing twelve months is around 4.16%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDP Fresh Del Monte Produce Inc. | 4.16% | 3.37% | 3.01% | 2.86% | 2.29% | 1.81% | 1.25% | 0.40% | 2.12% | 1.26% | 0.91% | 1.29% |
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
FDP and QQQ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDP has higher volatility (11.37%) compared to QQQ (9.17%). In terms of maximum drawdown, FDP dropped -84.24% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.81 vs -0.30), 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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