IFF vs. QQQ
IFF (International Flavors & Fragrances Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, IFF returned -4.08%/yr vs 21.94%/yr for QQQ. At a 0.44 correlation, their price movements are largely independent.
Performance
IFF vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, IFF achieves a 9.80% return, which is significantly lower than QQQ's 21.30% return. Over the past 10 years, IFF has underperformed QQQ with an annualized return of -4.08%, while QQQ has yielded a comparatively higher 21.94% annualized return.
IFF
- 1D
- 0.44%
- 1M
- 4.95%
- YTD
- 9.80%
- 6M
- 10.92%
- 1Y
- -1.71%
- 3Y*
- -0.20%
- 5Y*
- -10.07%
- 10Y*
- -4.08%
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%
IFF vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IFF International Flavors & Fragrances Inc. | 9.80% | -18.43% | 6.26% | -19.47% | -28.35% | 41.55% | -15.64% | -3.91% | -12.02% | 29.52% |
QQQ Invesco QQQ ETF | 21.30% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between IFF and QQQ is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 1999 | 0.44 |
Over the past year, the correlation between IFF and QQQ has dropped to 0.19 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
IFF vs. QQQ — Risk / Return Rank
IFF
QQQ
IFF vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Flavors & Fragrances Inc. (IFF) 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.
| IFF | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.45 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 3.51 | -3.58 |
| Martin ratioReturn relative to average drawdown | -0.13 | 13.49 | -13.62 |
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
| IFF | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 2.64 | -2.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.81 | -1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.13 | 0.99 | -1.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.41 | -0.29 |
Drawdowns
IFF vs. QQQ - Drawdown Comparison
The maximum IFF drawdown since its inception was -87.25%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for IFF and QQQ.
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Drawdown Indicators
| IFF | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.25% | -82.97% | -4.28% |
Max Drawdown (1Y)Largest decline over 1 year | -24.03% | -11.96% | -12.07% |
Max Drawdown (3Y)Largest decline over 3 years | -42.63% | -22.77% | -19.86% |
Max Drawdown (5Y)Largest decline over 5 years | -57.42% | -35.12% | -22.30% |
Max Drawdown (10Y)Largest decline over 10 years | -57.42% | -35.12% | -22.30% |
Current DrawdownCurrent decline from peak | -46.62% | -0.26% | -46.36% |
Average DrawdownAverage peak-to-trough decline | -37.28% | -32.79% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.53% | 3.11% | +10.42% |
Volatility
IFF vs. QQQ - Volatility Comparison
International Flavors & Fragrances Inc. (IFF) has a higher volatility of 19.55% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that IFF'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
| IFF | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.55% | 4.49% | +15.06% |
Volatility (6M)Calculated over the trailing 6-month period | 27.61% | 12.10% | +15.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.72% | 15.94% | +17.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.69% | 22.38% | +9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.35% | 22.29% | +8.06% |
Dividends
IFF vs. QQQ - Dividend Comparison
IFF's dividend yield for the trailing twelve months is around 2.18%, more than QQQ's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFF International Flavors & Fragrances Inc. | 2.18% | 2.37% | 1.89% | 4.00% | 3.05% | 2.07% | 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% |
Frequently Asked Questions
IFF and QQQ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IFF has higher volatility (19.55%) compared to QQQ (4.49%). In terms of maximum drawdown, IFF dropped -87.25% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.64 vs -0.05), 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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