G vs. QQQ

Last updated Jul 11, 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 2.01%/yr vs 21.45%/yr for QQQ. At a 0.45 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 -36.54% return, which is significantly lower than QQQ's 18.38% return. Over the past 10 years, G has underperformed QQQ with an annualized return of 2.01%, while QQQ has yielded a comparatively higher 21.45% annualized return.

G

• 1D: -0.91%
• 1M: -8.39%
• 6M: -38.46%
• YTD: -36.54%
• 1Y: -32.49%
• 3Y*: -6.89%
• 5Y*: -7.87%
• 10Y*: 2.01%

QQQ

• 1D: 0.31%
• 1M: 0.69%
• 6M: 16.05%
• YTD: 18.38%
• 1Y: 31.54%
• 3Y*: 26.10%
• 5Y*: 15.67%
• 10Y*: 21.45%

*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	-36.54%	10.56%	25.78%	-23.98%	-11.74%	29.51%	-0.93%	57.66%	-14.12%	31.54%
QQQ Invesco QQQ ETF	18.38%	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 0.01, 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	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Aug 2, 2007	0.45

Over the past year, the correlation between G and QQQ has dropped to 0.01 - well below their long-term average of 0.45, 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: 8
G Sharpe Ratio Rank: 6
G Sortino Ratio Rank: 8
G Omega Ratio Rank: 8
G Calmar Ratio Rank: 13
G Martin Ratio Rank: 3

QQQ

QQQ Risk / Return Rank: 64
QQQ Sharpe Ratio Rank: 65
QQQ Sortino Ratio Rank: 60
QQQ Omega Ratio Rank: 62
QQQ Calmar Ratio Rank: 66
QQQ Martin Ratio Rank: 66

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	-0.95	1.70	-2.65
Sortino ratio: Return per unit of downside risk	-1.41	2.28	-3.69
Omega ratio: Gain probability vs. loss probability	0.83	1.30	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.80	2.62	-3.42
Martin ratio: Return relative to average drawdown	-1.71	9.43	-11.14

G vs. QQQ - Sharpe Ratio Comparison

The current G Sharpe Ratio is -0.95, which is lower than the QQQ Sharpe Ratio of 1.70. 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	-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 Drawdown Current decline from peak	-45.75%	-2.66%	-43.09%
Average Drawdown Average peak-to-trough decline	-15.65%	-32.67%	+17.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.89%	3.32%	+16.57%

Volatility

G vs. QQQ - Volatility Comparison

Genpact Limited (G) has a higher volatility of 11.42% compared to Invesco QQQ ETF (QQQ) at 8.71%. 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	11.42%	8.71%	+2.71%
Volatility (6M) Calculated over the trailing 6-month period	28.86%	15.28%	+13.58%
Volatility (1Y) Calculated over the trailing 1-year period	35.82%	18.47%	+17.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.04%	22.77%	+6.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.29%	22.43%	+5.86%

Dividends

G vs. QQQ - Dividend Comparison

G's dividend yield for the trailing twelve months is around 2.43%, more than QQQ's 0.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
G Genpact Limited	2.43%	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	0.42%	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 0.01, 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 (11.42%) compared to QQQ (8.71%). 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 (1.70 vs -0.95), 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.