MBGYY vs. QQQ
MBGYY (Mercedes-Benz Group AG) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 3 years, MBGYY returned -8.34%/yr vs 24.08%/yr for QQQ. At a 0.42 correlation, their price movements are largely independent.
Performance
MBGYY vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, MBGYY achieves a -24.19% return, which is significantly lower than QQQ's 16.13% return.
MBGYY
- 1D
- -0.32%
- 1M
- -9.75%
- 6M
- -23.32%
- YTD
- -24.19%
- 1Y
- -13.67%
- 3Y*
- -8.34%
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- -1.90%
- 1M
- -1.22%
- 6M
- 13.75%
- YTD
- 16.13%
- 1Y
- 29.05%
- 3Y*
- 24.08%
- 5Y*
- 15.10%
- 10Y*
- 21.19%
MBGYY vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MBGYY Mercedes-Benz Group AG | -24.19% | 38.11% | -13.59% | 13.78% | 16.29% |
QQQ Invesco QQQ ETF | 16.13% | 20.77% | 25.58% | 54.86% | -7.58% |
Correlation
The correlation between MBGYY and QQQ 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 | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.42 |
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Return for Risk
MBGYY vs. QQQ — Risk / Return Rank
MBGYY
QQQ
MBGYY vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBGYY) 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.
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.
| MBGYY | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.28 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.44 | -2.93 |
| Martin ratioReturn relative to average drawdown | -1.25 | 8.74 | -9.99 |
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Drawdowns
MBGYY vs. QQQ - Drawdown Comparison
The maximum MBGYY drawdown since its inception was -33.47%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for MBGYY and QQQ.
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Drawdown Indicators
| MBGYY | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.47% | -82.97% | +49.50% |
Max Drawdown (1Y)Largest decline over 1 year | -27.72% | -11.96% | -15.76% |
Max Drawdown (3Y)Largest decline over 3 years | -33.47% | -22.77% | -10.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -26.25% | -4.51% | -21.74% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -32.67% | +20.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | 3.33% | +7.66% |
Volatility
MBGYY vs. QQQ - Volatility Comparison
Mercedes-Benz Group AG (MBGYY) has a higher volatility of 10.57% compared to Invesco QQQ ETF (QQQ) at 8.69%. This indicates that MBGYY'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
| MBGYY | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.57% | 8.69% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 20.82% | 15.40% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.51% | 18.61% | +9.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.86% | 22.80% | +5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.86% | 22.44% | +5.42% |
Dividends
MBGYY vs. QQQ - Dividend Comparison
MBGYY's dividend yield for the trailing twelve months is around 8.11%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBGYY Mercedes-Benz Group AG | 8.11% | 6.95% | 10.45% | 8.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.43% | 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
MBGYY and QQQ 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.
MBGYY has higher volatility (10.57%) compared to QQQ (8.69%). In terms of maximum drawdown, MBGYY dropped -33.47% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.57 vs -0.48), 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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