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IHG vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHG vs. QQQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, IHG achieves a 14.98% return, which is significantly lower than QQQ's 21.30% return. Over the past 10 years, IHG has underperformed QQQ with an annualized return of 17.12%, while QQQ has yielded a comparatively higher 21.94% annualized return.


IHG

1D
1.45%
1M
14.96%
YTD
14.98%
6M
17.70%
1Y
39.91%
3Y*
34.74%
5Y*
19.86%
10Y*
17.12%

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)

IHG vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHG
InterContinental Hotels Group PLC
14.98%14.53%39.13%59.59%-8.70%0.14%-5.17%27.65%-12.53%50.75%
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 IHG and QQQ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2003

0.48

The correlation between IHG and QQQ shifts across timeframes, from 0.30 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IHG vs. QQQ — Risk / Return Rank

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

IHG
IHG Risk / Return Rank: 8181
Overall Rank
IHG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IHG Sortino Ratio Rank: 8181
Sortino Ratio Rank
IHG Omega Ratio Rank: 7575
Omega Ratio Rank
IHG Calmar Ratio Rank: 8282
Calmar Ratio Rank
IHG Martin Ratio Rank: 8585
Martin Ratio Rank

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.

IHG vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InterContinental Hotels Group PLC (IHG) 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.


IHGQQQDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.26

1.45

-0.19

Calmar ratioReturn relative to maximum drawdown

3.08

3.51

-0.44

Martin ratioReturn relative to average drawdown

9.17

13.49

-4.32

IHG vs. QQQ - Sharpe Ratio Comparison

The current IHG Sharpe Ratio is 1.56, which is lower than the QQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of IHG and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IHGQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.64

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.81

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.99

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.41

+0.23

Drawdowns

IHG vs. QQQ - Drawdown Comparison

The maximum IHG drawdown since its inception was -77.84%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for IHG and QQQ.


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Drawdown Indicators


IHGQQQDifference

Max Drawdown

Largest peak-to-trough decline

-77.84%

-82.97%

+5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-11.96%

-1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-28.92%

-22.77%

-6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-34.44%

-35.12%

+0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-59.29%

-35.12%

-24.17%

Current Drawdown

Current decline from peak

0.00%

-0.26%

+0.26%

Average Drawdown

Average peak-to-trough decline

-13.87%

-32.79%

+18.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

3.11%

+1.25%

Volatility

IHG vs. QQQ - Volatility Comparison

InterContinental Hotels Group PLC (IHG) has a higher volatility of 6.77% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that IHG'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


IHGQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

4.49%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

12.10%

+7.08%

Volatility (1Y)

Calculated over the trailing 1-year period

25.80%

15.94%

+9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.84%

22.38%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.53%

22.29%

+8.24%

Dividends

IHG vs. QQQ - Dividend Comparison

IHG's dividend yield for the trailing twelve months is around 1.15%, more than QQQ's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
IHG
InterContinental Hotels Group PLC
1.15%1.23%1.26%1.57%2.22%0.00%0.00%5.52%1.97%8.04%30.47%2.72%
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


IHG and QQQ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IHG has higher volatility (6.77%) compared to QQQ (4.49%). In terms of maximum drawdown, IHG dropped -77.84% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.64 vs 1.56), 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.

Portfolio Optimizer

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