G vs. QQQ
G (Genpact Limited) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, G returned 4.25%/yr vs 20.44%/yr for QQQ. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
G vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, G achieves a -24.01% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, G has underperformed QQQ with an annualized return of 4.25%, while QQQ has yielded a comparatively higher 20.44% annualized return.
G
- 1D
- -0.45%
- 1M
- 20.86%
- 6M
- -19.39%
- YTD
- -24.01%
- 1Y
- -15.70%
- 3Y*
- 0.01%
- 5Y*
- -5.37%
- 10Y*
- 4.25%
- ALL TIME*
- 6.32%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $69.17M | $66.73M | $86.61M | |
| $30.32B | $28.40B | $31.45B |
G vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
G Genpact Limited | -24.01% | 10.56% | 25.78% | -23.98% | -11.74% | 29.51% | -0.93% | 57.66% | -14.12% | 31.54% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between G and QQQ is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2007 | 0.45 |
The correlation between G and QQQ shifts across timeframes, from -0.06 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
G vs. QQQ — Risk / Return Rank
G
QQQ
G vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) 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.
| G | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.21 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 1.88 | -2.32 |
| Martin ratioReturn relative to average drawdown | -0.87 | 6.00 | -6.87 |
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Drawdowns
G vs. QQQ - Drawdown Comparison
The maximum G drawdown since its inception was -64.14%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for G and QQQ.
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Drawdown Indicators
| G | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.14% | -82.97% | +18.83% |
Max Drawdown (1Y)Largest decline over 1 year | -42.69% | -11.96% | -30.73% |
Max Drawdown (3Y)Largest decline over 3 years | -49.20% | -22.77% | -26.43% |
Max Drawdown (5Y)Largest decline over 5 years | -49.20% | -35.12% | -14.08% |
Max Drawdown (10Y)Largest decline over 10 years | -49.47% | -35.12% | -14.35% |
Current DrawdownCurrent decline from peak | -35.03% | -7.69% | -27.34% |
Average DrawdownAverage peak-to-trough decline | -15.73% | -32.62% | +16.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.41% | 3.74% | +17.67% |
Volatility
G vs. QQQ - Volatility Comparison
Genpact Limited (G) has a higher volatility of 13.10% compared to Invesco QQQ ETF (QQQ) at 6.87%. This indicates that G'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
| G | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.10% | 6.87% | +6.23% |
Volatility (6M)Calculated over the trailing 6-month period | 31.28% | 16.08% | +15.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.84% | 19.38% | +18.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.56% | 22.90% | +6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.56% | 22.50% | +6.06% |
Dividends
G vs. QQQ - Dividend Comparison
G's dividend yield for the trailing twelve months is around 2.03%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
G Genpact Limited | 2.03% | 1.45% | 1.42% | 1.58% | 1.08% | 0.81% | 0.94% | 0.81% | 1.11% | 0.76% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.44% | 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
G and QQQ have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
G has higher volatility (13.10%) compared to QQQ (6.87%). In terms of maximum drawdown, G dropped -64.14% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.50), 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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