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FITB vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FITB vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fifth Third Bancorp (FITB) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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FITB vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FITB
Fifth Third Bancorp
0.15%14.75%27.20%10.41%-21.94%62.46%-5.43%35.20%-20.32%15.02%
QQQ
Invesco QQQ ETF
-5.93%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Returns By Period

In the year-to-date period, FITB achieves a 0.15% return, which is significantly higher than QQQ's -5.93% return. Over the past 10 years, FITB has underperformed QQQ with an annualized return of 14.66%, while QQQ has yielded a comparatively higher 18.85% annualized return.


FITB

1D
4.92%
1M
-5.24%
YTD
0.15%
6M
6.12%
1Y
22.77%
3Y*
25.22%
5Y*
8.08%
10Y*
14.66%

QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FITB vs. QQQ — Risk / Return Rank

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

FITB
FITB Risk / Return Rank: 6666
Overall Rank
FITB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FITB Sortino Ratio Rank: 6161
Sortino Ratio Rank
FITB Omega Ratio Rank: 6363
Omega Ratio Rank
FITB Calmar Ratio Rank: 6767
Calmar Ratio Rank
FITB Martin Ratio Rank: 7070
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FITB vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) 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.


FITBQQQDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.05

-0.28

Sortino ratio

Return per unit of downside risk

1.17

1.63

-0.46

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.19

1.88

-0.69

Martin ratio

Return relative to average drawdown

3.42

6.95

-3.53

FITB vs. QQQ - Sharpe Ratio Comparison

The current FITB Sharpe Ratio is 0.77, which is comparable to the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FITB 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.


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Sharpe Ratios by Period


FITBQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.05

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.58

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.85

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.37

-0.17

Correlation

The correlation between FITB and QQQ is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FITB vs. QQQ - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.38%, more than QQQ's 0.49% yield.


TTM20252024202320222021202020192018201720162015
FITB
Fifth Third Bancorp
3.38%3.29%3.41%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

FITB vs. QQQ - Drawdown Comparison

The maximum FITB drawdown since its inception was -98.13%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for FITB and QQQ.


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Drawdown Indicators


FITBQQQDifference

Max Drawdown

Largest peak-to-trough decline

-98.13%

-82.97%

-15.16%

Max Drawdown (1Y)

Largest decline over 1 year

-21.21%

-12.62%

-8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-51.68%

-35.12%

-16.56%

Max Drawdown (10Y)

Largest decline over 10 years

-64.06%

-35.12%

-28.94%

Current Drawdown

Current decline from peak

-14.89%

-8.98%

-5.91%

Average Drawdown

Average peak-to-trough decline

-31.57%

-32.99%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

3.41%

+3.95%

Volatility

FITB vs. QQQ - Volatility Comparison

Fifth Third Bancorp (FITB) has a higher volatility of 8.87% compared to Invesco QQQ ETF (QQQ) at 6.51%. This indicates that FITB'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


FITBQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.87%

6.51%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.79%

12.77%

+8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

29.89%

22.67%

+7.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.85%

22.39%

+9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.31%

22.25%

+14.06%