MRAAY vs. QQQ

Last updated Jun 25, 2026

MRAAY (Murata Manufacturing Inc) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, MRAAY returned 19.05%/yr vs 22.01%/yr for QQQ. At a 0.39 correlation, their price movements are largely independent.

Performance

MRAAY vs. QQQ - Performance Comparison

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

Returns By Period

In the year-to-date period, MRAAY achieves a 233.30% return, which is significantly higher than QQQ's 15.95% return. Over the past 10 years, MRAAY has underperformed QQQ with an annualized return of 19.05%, while QQQ has yielded a comparatively higher 22.01% annualized return.

MRAAY

• 1D: 1.18%
• 1M: 52.58%
• YTD: 233.30%
• 6M: 238.56%
• 1Y: 380.14%
• 3Y*: 55.50%
• 5Y*: 23.03%
• 10Y*: 19.05%

QQQ

• 1D: -0.42%
• 1M: -0.86%
• YTD: 15.95%
• 6M: 14.16%
• 1Y: 32.28%
• 3Y*: 25.87%
• 5Y*: 15.94%
• 10Y*: 22.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MRAAY vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MRAAY Murata Manufacturing Inc	233.30%	30.64%	-23.61%	28.72%	-38.35%	-11.42%	47.88%	36.50%	0.24%	0.69%
QQQ Invesco QQQ ETF	15.95%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%

Correlation

The correlation between MRAAY and QQQ is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Apr 13, 2009	0.39

The correlation between MRAAY and QQQ shifts across timeframes, from 0.39 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

MRAAY vs. QQQ — Risk / Return Rank

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

MRAAY

MRAAY Risk / Return Rank: 99
MRAAY Sharpe Ratio Rank: 100
MRAAY Sortino Ratio Rank: 99
MRAAY Omega Ratio Rank: 98
MRAAY Calmar Ratio Rank: 99
MRAAY Martin Ratio Rank: 99

QQQ

QQQ Risk / Return Rank: 59
QQQ Sharpe Ratio Rank: 60
QQQ Sortino Ratio Rank: 56
QQQ Omega Ratio Rank: 58
QQQ Calmar Ratio Rank: 61
QQQ Martin Ratio Rank: 61

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.

MRAAY vs. QQQ - Risk-Adjusted Trends Comparison

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

	MRAAY	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	6.89	1.81	+5.07
Sortino ratio: Return per unit of downside risk	5.93	2.41	+3.52
Omega ratio: Gain probability vs. loss probability	1.80	1.32	+0.48
Calmar ratio: Return relative to maximum drawdown	19.07	2.71	+16.36
Martin ratio: Return relative to average drawdown	54.66	10.01	+44.65

MRAAY vs. QQQ - Sharpe Ratio Comparison

The current MRAAY Sharpe Ratio is 6.89, which is higher than the QQQ Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of MRAAY and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MRAAY vs. QQQ - Drawdown Comparison

The maximum MRAAY drawdown since its inception was -80.45%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for MRAAY and QQQ.

Drawdown Indicators

	MRAAY	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-80.45%	-82.97%	+2.52%
Max Drawdown (1Y) Largest decline over 1 year	-20.09%	-11.96%	-8.13%
Max Drawdown (3Y) Largest decline over 3 years	-45.14%	-22.77%	-22.37%
Max Drawdown (5Y) Largest decline over 5 years	-58.28%	-35.12%	-23.16%
Max Drawdown (10Y) Largest decline over 10 years	-61.92%	-35.12%	-26.80%
Current Drawdown Current decline from peak	-10.30%	-4.66%	-5.64%
Average Drawdown Average peak-to-trough decline	-41.30%	-32.72%	-8.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.00%	3.23%	+3.77%

Volatility

MRAAY vs. QQQ - Volatility Comparison

Murata Manufacturing Inc (MRAAY) has a higher volatility of 36.60% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that MRAAY'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.

Volatility by Period

	MRAAY	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	36.60%	9.17%	+27.43%
Volatility (6M) Calculated over the trailing 6-month period	48.58%	14.54%	+34.04%
Volatility (1Y) Calculated over the trailing 1-year period	55.65%	17.95%	+37.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.76%	22.69%	+14.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.89%	22.41%	+11.48%

Dividends

MRAAY vs. QQQ - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MRAAY Murata Manufacturing Inc	0.00%	1.01%	1.10%	0.00%	0.00%	0.66%	0.00%	0.00%	0.00%	0.00%	1.53%	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

Can I hold both MRAAY and QQQ in my portfolio?

MRAAY and QQQ have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MRAAY or QQQ?

MRAAY has higher volatility (36.60%) compared to QQQ (9.17%). In terms of maximum drawdown, MRAAY dropped -80.45% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

MRAAY currently has the higher Sharpe Ratio (6.89 vs 1.81), 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.