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FTI vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTI and QQQ is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

FTI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TechnipFMC plc (FTI) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-100.00%
7.33%
FTI
QQQ

Key characteristics

Sharpe Ratio

FTI:

2.39

QQQ:

1.43

Sortino Ratio

FTI:

2.89

QQQ:

1.95

Omega Ratio

FTI:

1.40

QQQ:

1.26

Calmar Ratio

FTI:

0.76

QQQ:

1.92

Martin Ratio

FTI:

10.65

QQQ:

6.71

Ulcer Index

FTI:

7.13%

QQQ:

3.88%

Daily Std Dev

FTI:

31.76%

QQQ:

18.19%

Max Drawdown

FTI:

-100.00%

QQQ:

-82.98%

Current Drawdown

FTI:

-100.00%

QQQ:

-4.51%

Returns By Period

In the year-to-date period, FTI achieves a 12.51% return, which is significantly higher than QQQ's 0.36% return. Over the past 10 years, FTI has underperformed QQQ with an annualized return of 1.89%, while QQQ has yielded a comparatively higher 18.64% annualized return.


FTI

YTD

12.51%

1M

8.68%

6M

18.23%

1Y

74.88%

5Y*

18.05%

10Y*

1.89%

QQQ

YTD

0.36%

1M

-4.09%

6M

7.33%

1Y

26.75%

5Y*

18.92%

10Y*

18.64%

*Annualized

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Risk-Adjusted Performance

FTI vs. QQQ — Risk-Adjusted Performance Rank

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

FTI
The Risk-Adjusted Performance Rank of FTI is 8989
Overall Rank
The Sharpe Ratio Rank of FTI is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FTI is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FTI is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FTI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FTI is 9292
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTI vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TechnipFMC plc (FTI) and Invesco QQQ (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.


Sharpe ratio
The chart of Sharpe ratio for FTI, currently valued at 2.39, compared to the broader market-2.000.002.004.002.391.43
The chart of Sortino ratio for FTI, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.002.891.95
The chart of Omega ratio for FTI, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.26
The chart of Calmar ratio for FTI, currently valued at 0.76, compared to the broader market0.002.004.006.000.761.92
The chart of Martin ratio for FTI, currently valued at 10.65, compared to the broader market-10.000.0010.0020.0030.0010.656.71
FTI
QQQ

The current FTI Sharpe Ratio is 2.39, which is higher than the QQQ Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of FTI 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
2.39
1.43
FTI
QQQ

Dividends

FTI vs. QQQ - Dividend Comparison

FTI's dividend yield for the trailing twelve months is around 0.61%, more than QQQ's 0.55% yield.


TTM20242023202220212020201920182017201620152014
FTI
TechnipFMC plc
0.61%0.69%0.50%0.00%0.00%1.38%2.43%2.66%2.01%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FTI vs. QQQ - Drawdown Comparison

The maximum FTI drawdown since its inception was -100.00%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FTI and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-100.00%
-4.51%
FTI
QQQ

Volatility

FTI vs. QQQ - Volatility Comparison

TechnipFMC plc (FTI) has a higher volatility of 9.06% compared to Invesco QQQ (QQQ) at 6.38%. This indicates that FTI'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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
9.06%
6.38%
FTI
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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