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NVDA vs. QQC-F.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NVDA vs. QQC-F.TO

Last updated Jun 13, 2026

NVDA (NVIDIA Corporation) is a stock, while QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, NVDA returned 67.95%/yr vs 19.14%/yr for QQC-F.TO. A 0.59 correlation means they provide meaningful diversification when combined.

Performance

NVDA vs. QQC-F.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NVDA is traded in USD, while QQC-F.TO is traded in CAD. To make them comparable, the QQC-F.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVDA achieves a 10.16% return, which is significantly lower than QQC-F.TO's 13.74% return. Over the past 10 years, NVDA has outperformed QQC-F.TO with an annualized return of 67.95%, while QQC-F.TO has yielded a comparatively lower 19.14% annualized return.

NVDA

1D
0.16%
1M
-8.83%
YTD
10.16%
6M
17.38%
1Y
44.72%
3Y*
71.13%
5Y*
63.13%
10Y*
67.95%

QQC-F.TO

1D
0.47%
1M
-0.15%
YTD
13.74%
6M
14.59%
1Y
31.16%
3Y*
22.71%
5Y*
12.02%
10Y*
19.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. QQC-F.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
NVDA
NVIDIA Corporation		10.16%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		13.74%24.47%14.49%56.53%-37.39%27.21%48.57%43.54%-9.81%41.52%

Correlation

The correlation between NVDA and QQC-F.TO is 0.57, 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

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.59

The correlation between NVDA and QQC-F.TO shifts across timeframes, from 0.57 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

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NVIDIA Corporation

Invesco NASDAQ 100 Index ETF CAD Hedged

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Often compared with QQC-F.TO:
QQC-F.TO vs. QQC.TOQQC-F.TO vs. XEQT.TOQQC-F.TO vs. QQQQQC-F.TO vs. HXQ.TOQQC-F.TO vs. QQQMQQC-F.TO vs. XQQ.TOQQC-F.TO vs. VFV.TO

Return for Risk

NVDA vs. QQC-F.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NVDA
NVDA Risk / Return Rank: 7575
Overall Rank
NVDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7171
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7777
Martin Ratio Rank
QQC-F.TO
QQC-F.TO Risk / Return Rank: 6464
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6666
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 5959
Martin Ratio Rank
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.

NVDA vs. QQC-F.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). 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.

NVDAQQC-F.TODifference
Sharpe ratioReturn per unit of total volatility
1.20
1.69

-0.49

Sortino ratioReturn per unit of downside risk
1.75
2.26

-0.51

Omega ratioGain probability vs. loss probability

1.21

1.30

-0.09

Calmar ratioReturn relative to maximum drawdown

2.07

2.14

-0.07

Martin ratioReturn relative to average drawdown

4.94

8.21

-3.26

NVDA vs. QQC-F.TO - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.20, which is comparable to the QQC-F.TO Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of NVDA and QQC-F.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

NVDA vs. QQC-F.TO - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than QQC-F.TO's maximum drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for NVDA and QQC-F.TO.

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Drawdown Indicators

NVDAQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-89.72%

-41.52%

-48.20%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-14.10%

-6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

-22.89%

-13.99%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

-41.52%

-24.82%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

-41.52%

-24.82%

Current Drawdown

Current decline from peak

-12.86%

-4.36%

-8.50%

Average Drawdown

Average peak-to-trough decline

-36.18%

-7.44%

-28.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

3.67%

+4.79%

Volatility

NVDA vs. QQC-F.TO - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 13.26% compared to Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) at 7.22%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than QQC-F.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

NVDAQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.26%

7.22%

+6.04%

Volatility (6M)

Calculated over the trailing 6-month period

26.67%

14.09%

+12.58%

Volatility (1Y)

Calculated over the trailing 1-year period

35.00%

17.86%

+17.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.76%

23.35%

+28.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.84%

23.49%

+26.35%

Dividends

NVDA vs. QQC-F.TO - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.14%, less than QQC-F.TO's 0.34% yield.

PositionTTM20252024202320222021202020192018201720162015
NVDA
NVIDIA Corporation		0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.34%0.39%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%

Frequently Asked Questions

NVDA and QQC-F.TO have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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