PortfoliosLab logoPortfoliosLab logo
OTF vs. QQQM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OTF vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Technology Finance Corp (OTF) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OTF vs. QQQM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OTF
OTF Risk / Return Rank: 1010
Overall Rank
OTF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
OTF Sortino Ratio Rank: 1313
Sortino Ratio Rank
OTF Omega Ratio Rank: 1414
Omega Ratio Rank
OTF Calmar Ratio Rank: 88
Calmar Ratio Rank
OTF Martin Ratio Rank: 44
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 4949
Overall Rank
QQQM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 4646
Sortino Ratio Rank
QQQM Omega Ratio Rank: 4545
Omega Ratio Rank
QQQM Calmar Ratio Rank: 5454
Calmar Ratio Rank
QQQM Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


OTFQQQMDifference
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

OTF vs. QQQM - Sharpe Ratio Comparison

The current OTF Sharpe Ratio is -0.77, which is lower than the QQQM Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of OTF and QQQM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


OTFQQQMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-32.70%

-7.69%

-25.01%

Average Drawdown

Average peak-to-trough decline

-18.32%

-8.15%

-10.17%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


OTFQQQMDifference

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.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

Find the right allocation for OTF and QQQM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer