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 -24.06% vs 28.82% for QQQM. At a 0.21 correlation, their price movements are largely independent.
Performance
OTF vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, OTF achieves a -22.83% return, which is significantly lower than QQQM's 16.31% return.
OTF
- 1D
- -1.88%
- 1M
- -0.33%
- 6M
- -20.98%
- YTD
- -22.83%
- 1Y
- -24.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQM
- 1D
- -1.74%
- 1M
- -4.19%
- 6M
- 16.53%
- YTD
- 16.31%
- 1Y
- 28.82%
- 3Y*
- 25.18%
- 5Y*
- 15.49%
- 10Y*
- —
OTF vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OTF Blue Owl Technology Finance Corp | -22.83% | -8.23% |
QQQM Invesco NASDAQ 100 ETF | 16.31% | 15.83% |
Correlation
The correlation between OTF and QQQM is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025 | 0.21 |
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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 | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.30 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.53 | -3.34 |
| Martin ratioReturn relative to average drawdown | -1.57 | 9.18 | -10.76 |
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Drawdowns
OTF vs. QQQM - Drawdown Comparison
The maximum OTF drawdown since its inception was -33.06%, 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 | -33.06% | -35.04% | +1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -28.77% | -11.96% | -16.81% |
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 | -29.18% | -4.38% | -24.80% |
Average DrawdownAverage peak-to-trough decline | -17.33% | -8.18% | -9.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.87% | 3.28% | +11.59% |
Volatility
OTF vs. QQQM - Volatility Comparison
Blue Owl Technology Finance Corp (OTF) and Invesco NASDAQ 100 ETF (QQQM) have volatilities of 9.77% and 9.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 9.77% | 9.60% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 26.98% | 14.92% | +12.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.18% | 18.17% | +14.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.94% | 22.59% | +9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.94% | 22.31% | +9.63% |
Dividends
OTF vs. QQQM - Dividend Comparison
OTF's dividend yield for the trailing twelve months is around 15.30%, more than QQQM's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
OTF Blue Owl Technology Finance Corp | 15.30% | 7.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.44% | 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.
OTF has higher volatility (9.77%) compared to QQQM (9.60%). In terms of maximum drawdown, OTF dropped -33.06% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.66 vs -0.73), 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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