MMS vs. QQQ
MMS (Maximus, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, MMS returned 1.73%/yr vs 20.46%/yr for QQQ. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
MMS vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, MMS achieves a -27.21% return, which is significantly lower than QQQ's 14.23% return. Over the past 10 years, MMS has underperformed QQQ with an annualized return of 1.73%, while QQQ has yielded a comparatively higher 20.46% annualized return.
MMS
- 1D
- 3.25%
- 1M
- 11.59%
- 6M
- -33.51%
- YTD
- -27.21%
- 1Y
- -13.19%
- 3Y*
- -6.41%
- 5Y*
- -4.83%
- 10Y*
- 1.73%
- ALL TIME*
- 10.02%
QQQ
- 1D
- 1.76%
- 1M
- -1.76%
- 6M
- 12.07%
- YTD
- 14.23%
- 1Y
- 27.00%
- 3Y*
- 24.17%
- 5Y*
- 14.45%
- 10Y*
- 20.46%
- ALL TIME*
- 10.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $34.23M | $35.21M | $44.06M | |
| $31.40B | $28.17B | $31.69B |
MMS vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MMS Maximus, Inc. | -27.21% | 17.47% | -9.70% | 16.01% | -6.39% | 10.31% | -0.07% | 15.90% | -8.53% | 28.68% |
QQQ Invesco QQQ ETF | 14.23% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between MMS and QQQ is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.42 |
The correlation between MMS and QQQ shifts across timeframes, from -0.02 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MMS vs. QQQ — Risk / Return Rank
MMS
QQQ
MMS vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Maximus, Inc. (MMS) 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.
| MMS | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.25 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 2.27 | -2.56 |
| Martin ratioReturn relative to average drawdown | -0.54 | 7.21 | -7.75 |
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Drawdowns
MMS vs. QQQ - Drawdown Comparison
The maximum MMS drawdown since its inception was -61.45%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for MMS and QQQ.
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Drawdown Indicators
| MMS | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.45% | -82.97% | +21.52% |
Max Drawdown (1Y)Largest decline over 1 year | -45.11% | -11.96% | -33.15% |
Max Drawdown (3Y)Largest decline over 3 years | -45.11% | -22.77% | -22.34% |
Max Drawdown (5Y)Largest decline over 5 years | -45.11% | -35.12% | -9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -45.11% | -35.12% | -9.99% |
Current DrawdownCurrent decline from peak | -36.48% | -6.07% | -30.41% |
Average DrawdownAverage peak-to-trough decline | -17.02% | -32.61% | +15.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.51% | 3.76% | +20.75% |
Volatility
MMS vs. QQQ - Volatility Comparison
Maximus, Inc. (MMS) has a higher volatility of 9.13% compared to Invesco QQQ ETF (QQQ) at 6.96%. This indicates that MMS'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
| MMS | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 6.96% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 29.11% | 16.12% | +12.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.34% | 19.37% | +13.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.12% | 22.92% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 22.51% | +5.10% |
Dividends
MMS vs. QQQ - Dividend Comparison
MMS's dividend yield for the trailing twelve months is around 2.03%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMS Maximus, Inc. | 2.03% | 1.39% | 1.61% | 1.36% | 1.53% | 1.41% | 1.53% | 1.38% | 0.59% | 0.25% | 0.32% | 0.32% |
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
MMS and QQQ have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MMS has higher volatility (9.13%) compared to QQQ (6.96%). In terms of maximum drawdown, MMS dropped -61.45% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.40 vs -0.40), 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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