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GMAB vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

GMAB vs. QQQ

Last updated May 12, 2025

Compare and contrast key facts about Genmab A/S (GMAB) and Invesco QQQ (QQQ).

QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GMAB or QQQ.

Correlation

The correlation between GMAB and QQQ is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

GMAB vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genmab A/S (GMAB) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GMAB:

53.55%

QQQ:

25.14%

Max Drawdown

GMAB:

-10.16%

QQQ:

-82.98%

Current Drawdown

GMAB:

-10.16%

QQQ:

-9.42%

Returns By Period

GMAB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

-4.41%

1M

7.39%

6M

-4.80%

1Y

11.06%

5Y*

17.86%

10Y*

17.08%

*Annualized

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Risk-Adjusted Performance

GMAB vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GMAB
The Risk-Adjusted Performance Rank of GMAB is 1010
Overall Rank
The Sharpe Ratio Rank of GMAB is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of GMAB is 88
Sortino Ratio Rank
The Omega Ratio Rank of GMAB is 88
Omega Ratio Rank
The Calmar Ratio Rank of GMAB is 1717
Calmar Ratio Rank
The Martin Ratio Rank of GMAB is 1111
Martin Ratio Rank
QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GMAB vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genmab A/S (GMAB) and Invesco QQQ (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.

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Dividends

GMAB vs. QQQ - Dividend Comparison

GMAB has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.

TTM20242023202220212020201920182017201620152014
GMAB
Genmab A/S		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		0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

GMAB vs. QQQ - Drawdown Comparison

The maximum GMAB drawdown since its inception was -10.16%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for GMAB and QQQ. For additional features, visit the drawdowns tool.

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Volatility

GMAB vs. QQQ - Volatility Comparison

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