MSFT vs. QQQ
Compare and contrast key facts about Microsoft Corporation (MSFT) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSFT or QQQ.
Performance
MSFT vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, MSFT achieves a 10.96% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, MSFT has outperformed QQQ with an annualized return of 25.82%, while QQQ has yielded a comparatively lower 17.95% annualized return.
MSFT
10.96%
-0.27%
-1.06%
10.93%
23.75%
25.82%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| MSFT | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.65 | 1.70 |
| Sortino Ratio | 0.96 | 2.29 |
| Omega Ratio | 1.13 | 1.31 |
| Calmar Ratio | 0.83 | 2.19 |
| Martin Ratio | 2.01 | 7.96 |
| Ulcer Index | 6.40% | 3.72% |
| Daily Std Dev | 19.77% | 17.39% |
| Max Drawdown | -69.41% | -82.98% |
| Current Drawdown | -11.08% | -3.42% |
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Correlation
The correlation between MSFT and QQQ is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
MSFT vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) 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.
Dividends
MSFT vs. QQQ - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.54%, less than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.54% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
MSFT vs. QQQ - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.41%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for MSFT and QQQ. For additional features, visit the drawdowns tool.
Volatility
MSFT vs. QQQ - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 8.28% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that MSFT'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.