ICE vs. QQQ
ICE (Intercontinental Exchange, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, ICE returned 11.83%/yr vs 20.75%/yr for QQQ. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
ICE vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ICE achieves a -6.84% return, which is significantly lower than QQQ's 17.04% return. Over the past 10 years, ICE has underperformed QQQ with an annualized return of 11.83%, while QQQ has yielded a comparatively higher 20.75% annualized return.
ICE
- 1D
- 0.43%
- 1M
- 11.07%
- 6M
- -8.47%
- YTD
- -6.84%
- 1Y
- -19.02%
- 3Y*
- 10.92%
- 5Y*
- 5.92%
- 10Y*
- 11.83%
- ALL TIME*
- 16.24%
QQQ
- 1D
- -0.90%
- 1M
- -0.76%
- 6M
- 18.69%
- YTD
- 17.04%
- 1Y
- 28.64%
- 3Y*
- 25.18%
- 5Y*
- 14.96%
- 10Y*
- 20.75%
- ALL TIME*
- 10.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $760.87M | $616.52M | $642.60M | |
| $34.07B | $28.96B | $31.85B |
ICE vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICE Intercontinental Exchange, Inc. | -6.84% | 9.92% | 17.46% | 27.12% | -23.91% | 19.94% | 26.15% | 24.47% | 8.11% | 26.60% |
QQQ Invesco QQQ ETF | 17.04% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between ICE and QQQ is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2005 | 0.46 |
The correlation between ICE and QQQ shifts across timeframes, from -0.06 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ICE vs. QQQ — Risk / Return Rank
ICE
QQQ
ICE vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intercontinental Exchange, Inc. (ICE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ICE | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.26 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 2.40 | -2.97 |
| Martin ratioReturn relative to average drawdown | -1.14 | 7.62 | -8.77 |
Loading charts...
Drawdowns
ICE vs. QQQ - Drawdown Comparison
The maximum ICE drawdown since its inception was -73.94%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ICE and QQQ.
Loading charts...
Drawdown Indicators
| ICE | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.94% | -82.97% | +9.03% |
Max Drawdown (1Y)Largest decline over 1 year | -33.80% | -11.96% | -21.84% |
Max Drawdown (3Y)Largest decline over 3 years | -33.94% | -22.77% | -11.17% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -35.12% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -34.32% | -35.12% | +0.80% |
Current DrawdownCurrent decline from peak | -19.47% | -3.76% | -15.71% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -32.61% | +16.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.68% | 3.77% | +12.91% |
Volatility
ICE vs. QQQ - Volatility Comparison
Intercontinental Exchange, Inc. (ICE) and Invesco QQQ ETF (QQQ) have volatilities of 7.13% and 7.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ICE | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 7.44% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 19.80% | 16.38% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.49% | 19.56% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.67% | 22.97% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 22.53% | -0.16% |
Dividends
ICE vs. QQQ - Dividend Comparison
ICE's dividend yield for the trailing twelve months is around 1.33%, more than QQQ's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICE Intercontinental Exchange, Inc. | 1.33% | 1.19% | 1.21% | 1.31% | 1.48% | 0.97% | 1.04% | 1.19% | 1.27% | 1.13% | 1.21% | 1.13% |
QQQ Invesco QQQ ETF | 0.42% | 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
ICE and QQQ have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (7.44%) compared to ICE (7.13%). In terms of maximum drawdown, ICE dropped -73.94% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.47 vs -0.78), 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.
Find the right allocation for ICE and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer