FL vs. QQQ

Last updated Jun 23, 2026

FL (Foot Locker, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index.

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.

Returns By Period

FL

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

QQQ

• 1D: -0.25%
• 1M: 2.96%
• YTD: 20.41%
• 6M: 19.46%
• 1Y: 40.91%
• 3Y*: 27.47%
• 5Y*: 16.94%
• 10Y*: 22.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FL vs. QQQ - Yearly Performance Comparison

	2026 (YTD)
FL Foot Locker, Inc.	0.00%
QQQ Invesco QQQ ETF	23.90%

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

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

QQQ

QQQ Risk / Return Rank: 72
QQQ Sharpe Ratio Rank: 76
QQQ Sortino Ratio Rank: 70
QQQ Omega Ratio Rank: 72
QQQ Calmar Ratio Rank: 70
QQQ Martin Ratio Rank: 71

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.

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.

	FL	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	—	2.33	—
Sortino ratio: Return per unit of downside risk	—	3.03	—
Omega ratio: Gain probability vs. loss probability	—	1.41	—
Calmar ratio: Return relative to maximum drawdown	—	3.44	—
Martin ratio: Return relative to average drawdown	—	12.79	—

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.

Drawdown Indicators

	FL	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-82.97%	+82.97%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.96%	—
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 Drawdown Current decline from peak	0.00%	-0.99%	+0.99%
Average Drawdown Average peak-to-trough decline	0.00%	-32.73%	+32.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.21%	—

Volatility

Volatility by Period

	FL	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.20%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	17.67%	-17.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.64%	-22.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	22.43%	-22.43%

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 0.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	0.49%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%