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GGR vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGR vs. QQQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, GGR achieves a 41.42% return, which is significantly higher than QQQ's 21.30% return.


GGR

1D
-3.37%
1M
-6.40%
YTD
41.42%
6M
-1.15%
1Y
-21.11%
3Y*
-60.10%
5Y*
10Y*

QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGR vs. QQQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
GGR
Gogoro Inc
41.42%-72.58%-80.63%-18.87%-77.32%
QQQ
Invesco QQQ ETF
21.30%20.77%25.58%54.86%-25.81%

Correlation

The correlation between GGR and QQQ is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2022

0.24

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Gogoro Inc

Invesco QQQ ETF

Return for Risk

GGR vs. QQQ — Risk / Return Rank

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

GGR
GGR Risk / Return Rank: 3030
Overall Rank
GGR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GGR Sortino Ratio Rank: 3131
Sortino Ratio Rank
GGR Omega Ratio Rank: 3131
Omega Ratio Rank
GGR Calmar Ratio Rank: 3030
Calmar Ratio Rank
GGR Martin Ratio Rank: 3232
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
Martin Ratio Rank
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.

GGR vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gogoro Inc (GGR) 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.


GGRQQQDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-3.43

Omega ratioGain probability vs. loss probability

1.00

1.45

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.32

3.51

-3.84

Martin ratioReturn relative to average drawdown

-0.48

13.49

-13.98

GGR vs. QQQ - Sharpe Ratio Comparison

The current GGR Sharpe Ratio is -0.30, which is lower than the QQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of GGR 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.


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Sharpe Ratios by Period


GGRQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

2.64

-2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.81

0.41

-1.22

Drawdowns

GGR vs. QQQ - Drawdown Comparison

The maximum GGR drawdown since its inception was -99.07%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for GGR and QQQ.


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Drawdown Indicators


GGRQQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-82.97%

-16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-65.27%

-11.96%

-53.31%

Max Drawdown (3Y)

Largest decline over 3 years

-96.03%

-22.77%

-73.26%

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

-98.69%

-0.26%

-98.43%

Average Drawdown

Average peak-to-trough decline

-85.78%

-32.79%

-52.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.74%

3.11%

+40.63%

Volatility

GGR vs. QQQ - Volatility Comparison

Gogoro Inc (GGR) has a higher volatility of 11.17% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that GGR'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


GGRQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.17%

4.49%

+6.68%

Volatility (6M)

Calculated over the trailing 6-month period

47.16%

12.10%

+35.06%

Volatility (1Y)

Calculated over the trailing 1-year period

70.29%

15.94%

+54.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.51%

22.38%

+57.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.51%

22.29%

+57.22%

Dividends

GGR vs. QQQ - Dividend Comparison

GGR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.38%.


PositionTTM20252024202320222021202020192018201720162015
GGR
Gogoro 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
0.38%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


GGR and QQQ have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGR has higher volatility (11.17%) compared to QQQ (4.49%). In terms of maximum drawdown, GGR dropped -99.07% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.64 vs -0.30), 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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