GIS vs. QQQ
GIS (General Mills, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, GIS returned -3.08%/yr vs 21.84%/yr for QQQ. At a 0.20 correlation, their price movements are largely independent.
Performance
GIS vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, GIS achieves a -28.59% return, which is significantly lower than QQQ's 20.71% return. Over the past 10 years, GIS has underperformed QQQ with an annualized return of -3.08%, while QQQ has yielded a comparatively higher 21.84% annualized return.
GIS
- 1D
- 0.09%
- 1M
- -6.80%
- YTD
- -28.59%
- 6M
- -27.78%
- 1Y
- -37.69%
- 3Y*
- -24.55%
- 5Y*
- -9.53%
- 10Y*
- -3.08%
QQQ
- 1D
- -0.48%
- 1M
- 8.66%
- YTD
- 20.71%
- 6M
- 19.19%
- 1Y
- 40.74%
- 3Y*
- 28.54%
- 5Y*
- 17.86%
- 10Y*
- 21.84%
GIS vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIS General Mills, Inc. | -28.59% | -23.75% | 1.45% | -19.97% | 28.09% | 18.53% | 13.60% | 43.13% | -31.57% | -0.65% |
QQQ Invesco QQQ ETF | 20.71% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between GIS and QQQ is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 1999 | 0.20 |
The correlation between GIS and QQQ shifts across timeframes, from -0.20 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GIS vs. QQQ — Risk / Return Rank
GIS
QQQ
GIS vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for General Mills, Inc. (GIS) 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.
| GIS | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.17 | ||
| Sortino ratioReturn per unit of downside risk | -5.75 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.44 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | 3.42 | -4.42 |
| Martin ratioReturn relative to average drawdown | -2.06 | 13.14 | -15.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GIS | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.60 | 2.57 | -4.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | 0.80 | -1.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.98 | -1.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.41 | +0.01 |
Drawdowns
GIS vs. QQQ - Drawdown Comparison
The maximum GIS drawdown since its inception was -59.63%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for GIS and QQQ.
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Drawdown Indicators
| GIS | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -82.97% | +23.34% |
Max Drawdown (1Y)Largest decline over 1 year | -37.97% | -11.96% | -26.01% |
Max Drawdown (3Y)Largest decline over 3 years | -56.34% | -22.77% | -33.57% |
Max Drawdown (5Y)Largest decline over 5 years | -59.63% | -35.12% | -24.51% |
Max Drawdown (10Y)Largest decline over 10 years | -59.63% | -35.12% | -24.51% |
Current DrawdownCurrent decline from peak | -59.60% | -0.74% | -58.86% |
Average DrawdownAverage peak-to-trough decline | -10.26% | -32.78% | +22.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.35% | 3.11% | +15.24% |
Volatility
GIS vs. QQQ - Volatility Comparison
General Mills, Inc. (GIS) has a higher volatility of 6.76% compared to Invesco QQQ ETF (QQQ) at 4.51%. This indicates that GIS'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
| GIS | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 4.51% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 12.10% | +6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.60% | 15.94% | +7.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 22.37% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.07% | 22.29% | -0.22% |
Dividends
GIS vs. QQQ - Dividend Comparison
GIS's dividend yield for the trailing twelve months is around 7.58%, more than QQQ's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIS General Mills, Inc. | 7.58% | 5.20% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% |
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
GIS and QQQ have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GIS has higher volatility (6.76%) compared to QQQ (4.51%). In terms of maximum drawdown, GIS dropped -59.63% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.57 vs -1.60), 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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