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IREN vs. QQQM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IREN vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IREN Limited (IREN) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IREN achieves a 58.25% return, which is significantly higher than QQQM's 17.59% return.


IREN

1D
5.40%
1M
8.34%
YTD
58.25%
6M
48.94%
1Y
487.71%
3Y*
155.58%
5Y*
10Y*

QQQM

1D
0.67%
1M
0.97%
YTD
17.59%
6M
17.91%
1Y
35.90%
3Y*
26.52%
5Y*
16.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IREN vs. QQQM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IREN
IREN Limited
58.25%284.62%37.34%472.00%-92.27%-42.25%
QQQM
Invesco NASDAQ 100 ETF
17.59%20.85%25.68%55.01%-32.52%0.20%

Correlation

The correlation between IREN and QQQM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.42

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Return for Risk

IREN vs. QQQM — Risk / Return Rank

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

IREN
IREN Risk / Return Rank: 9595
Overall Rank
IREN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IREN Sortino Ratio Rank: 9494
Sortino Ratio Rank
IREN Omega Ratio Rank: 9191
Omega Ratio Rank
IREN Calmar Ratio Rank: 9797
Calmar Ratio Rank
IREN Martin Ratio Rank: 9494
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 7272
Overall Rank
QQQM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 7171
Sortino Ratio Rank
QQQM Omega Ratio Rank: 7373
Omega Ratio Rank
QQQM Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQM Martin Ratio Rank: 7070
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.

IREN vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IREN Limited (IREN) and Invesco NASDAQ 100 ETF (QQQM). 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.


IRENQQQMDifference
Sharpe ratioReturn per unit of total volatility

+2.66

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

8.39

3.02

+5.38

Martin ratioReturn relative to average drawdown

15.97

11.23

+4.74

IREN vs. QQQM - Sharpe Ratio Comparison

The current IREN Sharpe Ratio is 4.76, which is higher than the QQQM Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of IREN and QQQM, 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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Drawdowns

IREN vs. QQQM - Drawdown Comparison

The maximum IREN drawdown since its inception was -96.21%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for IREN and QQQM.


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Drawdown Indicators


IRENQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-35.04%

-61.17%

Max Drawdown (1Y)

Largest decline over 1 year

-58.62%

-11.96%

-46.66%

Max Drawdown (3Y)

Largest decline over 3 years

-65.56%

-22.70%

-42.86%

Max Drawdown (5Y)

Largest decline over 5 years

-35.04%

Current Drawdown

Current decline from peak

-21.78%

-3.33%

-18.45%

Average Drawdown

Average peak-to-trough decline

-65.42%

-8.23%

-57.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.74%

3.21%

+27.53%

Volatility

IREN vs. QQQM - Volatility Comparison

IREN Limited (IREN) has a higher volatility of 34.10% compared to Invesco NASDAQ 100 ETF (QQQM) at 7.45%. This indicates that IREN's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRENQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.10%

7.45%

+26.65%

Volatility (6M)

Calculated over the trailing 6-month period

75.79%

13.71%

+62.08%

Volatility (1Y)

Calculated over the trailing 1-year period

103.25%

17.11%

+86.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.61%

22.40%

+96.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

118.61%

22.22%

+96.39%

Dividends

IREN vs. QQQM - Dividend Comparison

IREN has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.43%.


PositionTTM202520242023202220212020
IREN
IREN Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.43%0.50%0.61%0.65%0.83%0.40%0.16%

Frequently Asked Questions


IREN and QQQM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IREN has higher volatility (34.10%) compared to QQQM (7.45%). In terms of maximum drawdown, IREN dropped -96.21% vs QQQM's -35.04%.

IREN currently has the higher Sharpe Ratio (4.76 vs 2.11), 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

Find the right allocation for IREN and QQQM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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