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ITT vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITT and QQQ is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ITT vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ITT Inc. (ITT) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,799.56%
990.35%
ITT
QQQ

Key characteristics

Sharpe Ratio

ITT:

0.22

QQQ:

0.47

Sortino Ratio

ITT:

0.53

QQQ:

0.82

Omega Ratio

ITT:

1.07

QQQ:

1.11

Calmar Ratio

ITT:

0.24

QQQ:

0.52

Martin Ratio

ITT:

0.77

QQQ:

1.79

Ulcer Index

ITT:

9.07%

QQQ:

6.64%

Daily Std Dev

ITT:

31.99%

QQQ:

25.28%

Max Drawdown

ITT:

-54.68%

QQQ:

-82.98%

Current Drawdown

ITT:

-13.59%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, ITT achieves a -3.66% return, which is significantly higher than QQQ's -7.43% return. Over the past 10 years, ITT has underperformed QQQ with an annualized return of 14.38%, while QQQ has yielded a comparatively higher 16.64% annualized return.


ITT

YTD

-3.66%

1M

-0.51%

6M

-4.07%

1Y

6.49%

5Y*

24.09%

10Y*

14.38%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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Risk-Adjusted Performance

ITT vs. QQQ — Risk-Adjusted Performance Rank

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

ITT
The Risk-Adjusted Performance Rank of ITT is 5959
Overall Rank
The Sharpe Ratio Rank of ITT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ITT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ITT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ITT is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ITT is 6262
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ITT vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ITT Inc. (ITT) 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.


The chart of Sharpe ratio for ITT, currently valued at 0.22, compared to the broader market-2.00-1.000.001.002.003.00
ITT: 0.22
QQQ: 0.47
The chart of Sortino ratio for ITT, currently valued at 0.53, compared to the broader market-6.00-4.00-2.000.002.004.00
ITT: 0.53
QQQ: 0.82
The chart of Omega ratio for ITT, currently valued at 1.07, compared to the broader market0.501.001.502.00
ITT: 1.07
QQQ: 1.11
The chart of Calmar ratio for ITT, currently valued at 0.24, compared to the broader market0.001.002.003.004.005.00
ITT: 0.24
QQQ: 0.52
The chart of Martin ratio for ITT, currently valued at 0.77, compared to the broader market-5.000.005.0010.0015.0020.00
ITT: 0.77
QQQ: 1.79

The current ITT Sharpe Ratio is 0.22, which is lower than the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ITT and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.22
0.47
ITT
QQQ

Dividends

ITT vs. QQQ - Dividend Comparison

ITT's dividend yield for the trailing twelve months is around 0.95%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
ITT
ITT Inc.
0.95%0.89%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%1.09%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

ITT vs. QQQ - Drawdown Comparison

The maximum ITT drawdown since its inception was -54.68%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ITT and QQQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.59%
-12.28%
ITT
QQQ

Volatility

ITT vs. QQQ - Volatility Comparison

ITT Inc. (ITT) has a higher volatility of 19.23% compared to Invesco QQQ (QQQ) at 16.86%. This indicates that ITT'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.23%
16.86%
ITT
QQQ