KHC vs. QQQ
KHC (The Kraft Heinz Company) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, KHC returned -8.42%/yr vs 21.94%/yr for QQQ. At a 0.23 correlation, their price movements are largely independent.
Performance
KHC vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, KHC achieves a -4.57% return, which is significantly lower than QQQ's 21.30% return. Over the past 10 years, KHC has underperformed QQQ with an annualized return of -8.42%, while QQQ has yielded a comparatively higher 21.94% annualized return.
KHC
- 1D
- -2.44%
- 1M
- 1.52%
- YTD
- -4.57%
- 6M
- -7.54%
- 1Y
- -10.96%
- 3Y*
- -11.61%
- 5Y*
- -8.21%
- 10Y*
- -8.42%
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%
KHC vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | -4.57% | -16.31% | -12.96% | -5.04% | 18.18% | 7.98% | 13.78% | -21.20% | -42.25% | -8.37% |
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 KHC and QQQ is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.23 |
The correlation between KHC and QQQ shifts across timeframes, from -0.06 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KHC vs. QQQ — Risk / Return Rank
KHC
QQQ
KHC vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) 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.
| KHC | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.08 | ||
| Sortino ratioReturn per unit of downside risk | -3.89 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.45 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.51 | -3.99 |
| Martin ratioReturn relative to average drawdown | -0.87 | 13.49 | -14.36 |
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
| KHC | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 2.64 | -3.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | 0.81 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.31 | 0.99 | -1.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.41 | -0.64 |
Drawdowns
KHC vs. QQQ - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for KHC and QQQ.
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Drawdown Indicators
| KHC | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.07% | -82.97% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -11.96% | -11.23% |
Max Drawdown (3Y)Largest decline over 3 years | -38.72% | -22.77% | -15.95% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -35.12% | -6.57% |
Max Drawdown (10Y)Largest decline over 10 years | -76.07% | -35.12% | -40.95% |
Current DrawdownCurrent decline from peak | -63.89% | -0.26% | -63.63% |
Average DrawdownAverage peak-to-trough decline | -42.40% | -32.79% | -9.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.68% | 3.11% | +9.57% |
Volatility
KHC vs. QQQ - Volatility Comparison
The Kraft Heinz Company (KHC) has a higher volatility of 7.31% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that KHC'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
| KHC | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.31% | 4.49% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 18.26% | 12.10% | +6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.05% | 15.94% | +9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 22.38% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.04% | 22.29% | +4.75% |
Dividends
KHC vs. QQQ - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 5.27%, more than QQQ's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | 5.27% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
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
KHC and QQQ have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KHC has higher volatility (7.31%) compared to QQQ (4.49%). In terms of maximum drawdown, KHC dropped -76.07% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.64 vs -0.44), 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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