PortfoliosLab logoPortfoliosLab logo
FL vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FL vs. QQQ - Performance Comparison

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

Loading graphics...

FL vs. QQQ - Yearly Performance Comparison


2026 (YTD)
FL
Foot Locker, Inc.
0.00%
QQQ
Invesco QQQ ETF
-4.04%

Returns By Period


FL

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

QQQ

1D
1.24%
1M
-3.79%
YTD
-4.76%
6M
-2.89%
1Y
24.21%
3Y*
22.83%
5Y*
13.16%
10Y*
18.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FL vs. QQQ — Risk / Return Rank

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

FL

QQQ
QQQ Risk / Return Rank: 6565
Overall Rank
QQQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6363
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7474
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6969
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.

FL vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Foot Locker, Inc. (FL) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FL vs. QQQ - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


FLQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

Dividends

FL vs. QQQ - Dividend Comparison

FL has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.48%.


TTM20252024202320222021202020192018201720162015
FL
Foot Locker, Inc.
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
0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

FL vs. QQQ - Drawdown Comparison

The maximum FL drawdown since its inception was 0.00%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for FL and QQQ.


Loading graphics...

Drawdown Indicators


FLQQQDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-82.97%

+82.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

0.00%

-7.86%

+7.86%

Average Drawdown

Average peak-to-trough decline

0.00%

-32.99%

+32.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

Volatility

FL vs. QQQ - Volatility Comparison


Loading graphics...

Volatility by Period


FLQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

22.70%

-22.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.38%

-22.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.25%

-22.25%