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

Correlation

The correlation between GOOG and QQQ is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

GOOG vs. QQQ - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
471.07%
475.83%
GOOG
QQQ

Key characteristics

Sharpe Ratio

GOOG:

0.09

QQQ:

0.49

Sortino Ratio

GOOG:

0.35

QQQ:

0.85

Omega Ratio

GOOG:

1.04

QQQ:

1.12

Calmar Ratio

GOOG:

0.09

QQQ:

0.54

Martin Ratio

GOOG:

0.22

QQQ:

1.86

Ulcer Index

GOOG:

12.50%

QQQ:

6.59%

Daily Std Dev

GOOG:

31.55%

QQQ:

25.26%

Max Drawdown

GOOG:

-44.60%

QQQ:

-82.98%

Current Drawdown

GOOG:

-22.17%

QQQ:

-13.25%

Returns By Period

In the year-to-date period, GOOG achieves a -15.12% return, which is significantly lower than QQQ's -8.45% return. Over the past 10 years, GOOG has outperformed QQQ with an annualized return of 19.36%, while QQQ has yielded a comparatively lower 16.49% annualized return.


GOOG

YTD

-15.12%

1M

-6.55%

6M

-1.64%

1Y

0.70%

5Y*

20.53%

10Y*

19.36%

QQQ

YTD

-8.45%

1M

-5.29%

6M

-4.78%

1Y

10.24%

5Y*

17.72%

10Y*

16.49%

*Annualized

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Risk-Adjusted Performance

GOOG vs. QQQ — Risk-Adjusted Performance Rank

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

GOOG
The Risk-Adjusted Performance Rank of GOOG is 5353
Overall Rank
The Sharpe Ratio Rank of GOOG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 4848
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 5757
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 5555
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6161
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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.

GOOG vs. QQQ - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for GOOG, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
GOOG: 0.09
QQQ: 0.49
The chart of Sortino ratio for GOOG, currently valued at 0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
GOOG: 0.35
QQQ: 0.85
The chart of Omega ratio for GOOG, currently valued at 1.04, compared to the broader market0.501.001.502.00
GOOG: 1.04
QQQ: 1.12
The chart of Calmar ratio for GOOG, currently valued at 0.09, compared to the broader market0.001.002.003.004.005.00
GOOG: 0.09
QQQ: 0.54
The chart of Martin ratio for GOOG, currently valued at 0.22, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
GOOG: 0.22
QQQ: 1.86

The current GOOG Sharpe Ratio is 0.09, which is lower than the QQQ Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of GOOG and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.09
0.49
GOOG
QQQ

Dividends

GOOG vs. QQQ - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.50%, less than QQQ's 0.64% yield.


TTM20242023202220212020201920182017201620152014
GOOG
Alphabet Inc.
0.50%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.64%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

GOOG vs. QQQ - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for GOOG and QQQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.17%
-13.25%
GOOG
QQQ

Volatility

GOOG vs. QQQ - Volatility Comparison

The current volatility for Alphabet Inc. (GOOG) is 14.99%, while Invesco QQQ (QQQ) has a volatility of 16.89%. This indicates that GOOG experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.99%
16.89%
GOOG
QQQ