ORCL vs. QQQM
ORCL (Oracle Corporation) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, ORCL returned 18.90%/yr vs 16.94%/yr for QQQM. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
ORCL vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, ORCL achieves a -4.95% return, which is significantly lower than QQQM's 17.59% return.
ORCL
- 1D
- 0.02%
- 1M
- -2.97%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -6.95%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
QQQM
- 1D
- 0.67%
- 1M
- 0.97%
- YTD
- 17.59%
- 6M
- 17.91%
- 1Y
- 35.90%
- 3Y*
- 26.52%
- 5Y*
- 16.94%
- 10Y*
- —
ORCL vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 5.26% |
QQQM Invesco NASDAQ 100 ETF | 17.59% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between ORCL and QQQM is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.54 |
The correlation between ORCL and QQQM shifts across timeframes, from 0.45 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ORCL vs. QQQM — Risk / Return Rank
ORCL
QQQM
ORCL vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Invesco NASDAQ 100 ETF (QQQM). 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.
| ORCL | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 3.02 | -3.13 |
| Martin ratioReturn relative to average drawdown | -0.20 | 11.23 | -11.43 |
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Drawdowns
ORCL vs. QQQM - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for ORCL and QQQM.
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Drawdown Indicators
| ORCL | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -35.04% | -49.15% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -11.96% | -46.29% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -22.70% | -35.55% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -35.04% | -23.21% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | — | — |
Current DrawdownCurrent decline from peak | -43.48% | -3.33% | -40.15% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -8.23% | -20.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 3.21% | +32.20% |
Volatility
ORCL vs. QQQM - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to Invesco NASDAQ 100 ETF (QQQM) at 7.45%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 7.45% | +15.99% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 13.71% | +29.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 17.11% | +48.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 22.40% | +19.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 22.22% | +12.90% |
Dividends
ORCL vs. QQQM - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, more than QQQM's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 1.09% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ORCL and QQQM have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.44%) compared to QQQM (7.45%). In terms of maximum drawdown, ORCL dropped -84.19% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (2.11 vs -0.11), 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.
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