G vs. QQQ

Last updated Jun 23, 2026

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 1.86%/yr vs 22.48%/yr for QQQ. At a 0.46 correlation, their price movements are largely independent.

Performance

G vs. QQQ - Performance Comparison

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

Returns By Period

In the year-to-date period, G achieves a -39.27% return, which is significantly lower than QQQ's 20.41% return. Over the past 10 years, G has underperformed QQQ with an annualized return of 1.86%, while QQQ has yielded a comparatively higher 22.48% annualized return.

G

• 1D: -0.50%
• 1M: -11.40%
• YTD: -39.27%
• 6M: -41.42%
• 1Y: -29.57%
• 3Y*: -7.05%
• 5Y*: -7.68%
• 10Y*: 1.86%

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)

G vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
G Genpact Limited	-39.27%	10.56%	25.78%	-23.98%	-11.74%	29.51%	-0.93%	57.66%	-14.12%	31.54%
QQQ Invesco QQQ ETF	20.41%	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 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Aug 2, 2007	0.46

Over the past year, the correlation between G and QQQ has dropped to 0.10 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Return for Risk

G vs. QQQ — Risk / Return Rank

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

G

G Risk / Return Rank: 9
G Sharpe Ratio Rank: 8
G Sortino Ratio Rank: 10
G Omega Ratio Rank: 10
G Calmar Ratio Rank: 15
G Martin Ratio Rank: 3

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.

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 ratio: Return per unit of total volatility	-0.84	2.33	-3.17
Sortino ratio: Return per unit of downside risk	-1.17	3.03	-4.20
Omega ratio: Gain probability vs. loss probability	0.85	1.41	-0.55
Calmar ratio: Return relative to maximum drawdown	-0.72	3.44	-4.15
Martin ratio: Return relative to average drawdown	-1.67	12.79	-14.46

G vs. QQQ - Sharpe Ratio Comparison

The current G Sharpe Ratio is -0.84, which is lower than the QQQ Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of G and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	G	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-64.14%	-82.97%	+18.83%
Max Drawdown (1Y) Largest decline over 1 year	-41.42%	-11.96%	-29.46%
Max Drawdown (3Y) Largest decline over 3 years	-48.07%	-22.77%	-25.30%
Max Drawdown (5Y) Largest decline over 5 years	-48.07%	-35.12%	-12.95%
Max Drawdown (10Y) Largest decline over 10 years	-49.47%	-35.12%	-14.35%
Current Drawdown Current decline from peak	-48.07%	-0.99%	-47.08%
Average Drawdown Average peak-to-trough decline	-15.56%	-32.73%	+17.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.74%	3.21%	+14.53%

Volatility

G vs. QQQ - Volatility Comparison

Genpact Limited (G) has a higher volatility of 11.70% compared to Invesco QQQ ETF (QQQ) at 8.47%. 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.

Volatility by Period

	G	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.70%	8.47%	+3.23%
Volatility (6M) Calculated over the trailing 6-month period	28.06%	14.20%	+13.86%
Volatility (1Y) Calculated over the trailing 1-year period	35.57%	17.67%	+17.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.89%	22.64%	+6.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.26%	22.43%	+5.83%

Dividends

G vs. QQQ - Dividend Comparison

G's dividend yield for the trailing twelve months is around 2.54%, more than QQQ's 0.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
G Genpact Limited	2.54%	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	0.49%	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

Can I hold both G and QQQ in my portfolio?

G and QQQ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, G or QQQ?

G has higher volatility (11.70%) compared to QQQ (8.47%). In terms of maximum drawdown, G dropped -64.14% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (2.33 vs -0.84), 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.