OTF vs. QQQM
OTF (Blue Owl Technology Finance Corp) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past year, OTF returned -25.35% vs 24.86% for QQQM. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
OTF vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, OTF achieves a -26.66% return, which is significantly lower than QQQM's 12.29% return.
OTF
- 1D
- 0.71%
- 1M
- -4.97%
- 6M
- -20.01%
- YTD
- -26.66%
- 1Y
- -25.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -29.49%
QQQM
- 1D
- 0.69%
- 1M
- -3.45%
- 6M
- 10.92%
- YTD
- 12.29%
- 1Y
- 24.86%
- 3Y*
- 22.37%
- 5Y*
- 14.31%
- 10Y*
- —
- ALL TIME*
- 16.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $21.65M | $21.31M | $24.25M | |
| $962.22M | $908.74M | $1.19B |
OTF vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OTF Blue Owl Technology Finance Corp | -26.66% | -8.23% |
QQQM Invesco NASDAQ 100 ETF | 12.29% | 15.83% |
Correlation
The correlation between OTF and QQQM is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025 | 0.22 |
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Return for Risk
OTF vs. QQQM — Risk / Return Rank
OTF
QQQM
OTF vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Technology Finance Corp (OTF) 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.
| OTF | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.21 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 1.88 | -2.78 |
| Martin ratioReturn relative to average drawdown | -1.59 | 6.01 | -7.60 |
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Drawdowns
OTF vs. QQQM - Drawdown Comparison
The maximum OTF drawdown since its inception was -33.17%, smaller than the maximum QQQM drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for OTF and QQQM.
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Drawdown Indicators
| OTF | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.17% | -35.04% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -27.87% | -11.96% | -15.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.04% | — |
Current DrawdownCurrent decline from peak | -32.70% | -7.69% | -25.01% |
Average DrawdownAverage peak-to-trough decline | -18.32% | -8.15% | -10.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.64% | 3.74% | +11.90% |
Volatility
OTF vs. QQQM - Volatility Comparison
The current volatility for Blue Owl Technology Finance Corp (OTF) is 4.88%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 6.83%. This indicates that OTF experiences smaller price fluctuations and is considered to be less risky 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
| OTF | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 6.83% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 26.03% | 15.91% | +10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.29% | 19.24% | +13.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.08% | 22.74% | +8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.08% | 22.32% | +8.76% |
Dividends
OTF vs. QQQM - Dividend Comparison
OTF's dividend yield for the trailing twelve months is around 16.10%, more than QQQM's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
OTF Blue Owl Technology Finance Corp | 16.10% | 7.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.46% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
OTF and QQQM have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQM has higher volatility (6.83%) compared to OTF (4.88%). In terms of maximum drawdown, OTF dropped -33.17% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.17 vs -0.77), 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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