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NIU vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

NIU vs. QQQ

Last updated May 20, 2025

Compare and contrast key facts about Niu Technologies (NIU) 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: NIU or QQQ.

Correlation

The correlation between NIU and QQQ is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

NIU vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Niu Technologies (NIU) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NIU:

0.51

QQQ:

0.64

Sortino Ratio

NIU:

1.41

QQQ:

1.04

Omega Ratio

NIU:

1.16

QQQ:

1.15

Calmar Ratio

NIU:

0.46

QQQ:

0.70

Martin Ratio

NIU:

1.44

QQQ:

2.29

Ulcer Index

NIU:

31.06%

QQQ:

6.99%

Daily Std Dev

NIU:

80.71%

QQQ:

25.51%

Max Drawdown

NIU:

-96.70%

QQQ:

-82.98%

Current Drawdown

NIU:

-93.20%

QQQ:

-3.10%

Returns By Period

In the year-to-date period, NIU achieves a 87.71% return, which is significantly higher than QQQ's 2.26% return.

NIU

YTD

87.71%

1M

15.46%

6M

69.70%

1Y

40.59%

3Y*

-24.51%

5Y*

-19.50%

10Y*

N/A

QQQ

YTD

2.26%

1M

17.54%

6M

4.72%

1Y

16.26%

3Y*

22.66%

5Y*

18.41%

10Y*

17.72%

*Annualized

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Niu Technologies

Invesco QQQ

Risk-Adjusted Performance

NIU vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NIU
The Risk-Adjusted Performance Rank of NIU is 7171
Overall Rank
The Sharpe Ratio Rank of NIU is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of NIU is 7575
Sortino Ratio Rank
The Omega Ratio Rank of NIU is 7070
Omega Ratio Rank
The Calmar Ratio Rank of NIU is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NIU is 6868
Martin Ratio Rank
QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NIU vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Niu Technologies (NIU) 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.

The current NIU Sharpe Ratio is 0.51, which is comparable to the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of NIU and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

NIU vs. QQQ - Dividend Comparison

NIU has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.57%.

TTM20242023202220212020201920182017201620152014
NIU
Niu Technologies		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		0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

NIU vs. QQQ - Drawdown Comparison

The maximum NIU drawdown since its inception was -96.70%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for NIU and QQQ. For additional features, visit the drawdowns tool.

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Volatility

NIU vs. QQQ - Volatility Comparison

Niu Technologies (NIU) has a higher volatility of 24.80% compared to Invesco QQQ (QQQ) at 6.48%. This indicates that NIU'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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