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GOGL vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOGL vs. QQQ - Performance Comparison

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

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Returns By Period


GOGL

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
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)

GOGL vs. QQQ - Yearly Performance Comparison


2026 (YTD)
GOGL
Golden Ocean Group Limited
0.00%
QQQ
Invesco QQQ ETF
22.23%

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Return for Risk

GOGL vs. QQQ — Risk / Return Rank

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

GOGL

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.

GOGL vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Ocean Group Limited (GOGL) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GOGL vs. QQQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOGLQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

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

0.41

Drawdowns

GOGL vs. QQQ - Drawdown Comparison

The maximum GOGL drawdown since its inception was 0.00%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for GOGL and QQQ.


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Drawdown Indicators


GOGLQQQDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-82.97%

+82.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

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

0.00%

-0.26%

+0.26%

Average Drawdown

Average peak-to-trough decline

0.00%

-32.79%

+32.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

GOGL vs. QQQ - Volatility Comparison


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Volatility by Period


GOGLQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.94%

-15.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.38%

-22.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.29%

-22.29%

Dividends

GOGL vs. QQQ - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
GOGL
Golden Ocean Group Limited
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%
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