MTSI vs. QQQ

Last updated Jun 25, 2026

MTSI (MACOM Technology Solutions Holdings, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, MTSI returned 27.49%/yr vs 22.01%/yr for QQQ. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

MTSI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MACOM Technology Solutions Holdings, Inc. (MTSI) 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, MTSI achieves a 117.82% return, which is significantly higher than QQQ's 15.95% return. Over the past 10 years, MTSI has outperformed QQQ with an annualized return of 27.49%, while QQQ has yielded a comparatively lower 22.01% annualized return.

MTSI

• 1D: 0.25%
• 1M: -3.34%
• YTD: 117.82%
• 6M: 112.21%
• 1Y: 166.79%
• 3Y*: 84.63%
• 5Y*: 43.20%
• 10Y*: 27.49%

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)

MTSI vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MTSI MACOM Technology Solutions Holdings, Inc.	117.82%	31.85%	39.76%	47.59%	-19.57%	42.26%	106.92%	83.32%	-55.41%	-29.69%
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 MTSI and QQQ is 0.54, 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	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.60
Correlation (All Time) Calculated using the full available price history since Mar 15, 2012	0.56

The correlation between MTSI and QQQ shifts across timeframes, from 0.54 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

MTSI vs. QQQ — Risk / Return Rank

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

MTSI

MTSI Risk / Return Rank: 95
MTSI Sharpe Ratio Rank: 96
MTSI Sortino Ratio Rank: 92
MTSI Omega Ratio Rank: 92
MTSI Calmar Ratio Rank: 97
MTSI Martin Ratio Rank: 96

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.

MTSI vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MACOM Technology Solutions Holdings, Inc. (MTSI) 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.

	MTSI	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	3.25	1.81	+1.43
Sortino ratio: Return per unit of downside risk	3.38	2.41	+0.98
Omega ratio: Gain probability vs. loss probability	1.45	1.32	+0.13
Calmar ratio: Return relative to maximum drawdown	8.50	2.71	+5.79
Martin ratio: Return relative to average drawdown	21.62	10.01	+11.60

MTSI vs. QQQ - Sharpe Ratio Comparison

The current MTSI Sharpe Ratio is 3.25, which is higher than the QQQ Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of MTSI 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

MTSI vs. QQQ - Drawdown Comparison

The maximum MTSI drawdown since its inception was -80.78%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for MTSI and QQQ.

Drawdown Indicators

	MTSI	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-80.78%	-82.97%	+2.19%
Max Drawdown (1Y) Largest decline over 1 year	-19.74%	-11.96%	-7.78%
Max Drawdown (3Y) Largest decline over 3 years	-41.09%	-22.77%	-18.32%
Max Drawdown (5Y) Largest decline over 5 years	-44.86%	-35.12%	-9.74%
Max Drawdown (10Y) Largest decline over 10 years	-80.78%	-35.12%	-45.66%
Current Drawdown Current decline from peak	-8.93%	-4.66%	-4.27%
Average Drawdown Average peak-to-trough decline	-26.17%	-32.72%	+6.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.75%	3.23%	+4.52%

Volatility

MTSI vs. QQQ - Volatility Comparison

MACOM Technology Solutions Holdings, Inc. (MTSI) has a higher volatility of 21.43% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that MTSI'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

	MTSI	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.43%	9.17%	+12.26%
Volatility (6M) Calculated over the trailing 6-month period	40.97%	14.54%	+26.43%
Volatility (1Y) Calculated over the trailing 1-year period	51.70%	17.95%	+33.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.94%	22.69%	+21.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.47%	22.41%	+30.06%

Dividends

MTSI vs. QQQ - Dividend Comparison

MTSI 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
MTSI MACOM Technology Solutions Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	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

Can I hold both MTSI and QQQ in my portfolio?

MTSI and QQQ have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MTSI or QQQ?

MTSI has higher volatility (21.43%) compared to QQQ (9.17%). In terms of maximum drawdown, MTSI dropped -80.78% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

MTSI currently has the higher Sharpe Ratio (3.25 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.