INTC vs. QQQ
Compare and contrast key facts about Intel Corporation (INTC) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INTC or QQQ.
Performance
INTC vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, INTC achieves a -50.89% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, INTC has underperformed QQQ with an annualized return of -0.89%, while QQQ has yielded a comparatively higher 17.95% annualized return.
INTC
-50.89%
9.14%
-23.01%
-43.08%
-13.81%
-0.89%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| INTC | QQQ | |
|---|---|---|
| Sharpe Ratio | -0.77 | 1.70 |
| Sortino Ratio | -0.87 | 2.29 |
| Omega Ratio | 0.87 | 1.31 |
| Calmar Ratio | -0.56 | 2.19 |
| Martin Ratio | -1.04 | 7.96 |
| Ulcer Index | 37.73% | 3.72% |
| Daily Std Dev | 51.01% | 17.39% |
| Max Drawdown | -82.25% | -82.98% |
| Current Drawdown | -60.78% | -3.42% |
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Correlation
The correlation between INTC 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.
Risk-Adjusted Performance
INTC vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) 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.
Dividends
INTC vs. QQQ - Dividend Comparison
INTC's dividend yield for the trailing twelve months is around 1.54%, more than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTC Intel Corporation | 1.54% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
INTC vs. QQQ - Drawdown Comparison
The maximum INTC drawdown since its inception was -82.25%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for INTC and QQQ. For additional features, visit the drawdowns tool.
Volatility
INTC vs. QQQ - Volatility Comparison
Intel Corporation (INTC) has a higher volatility of 15.63% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that INTC'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.