PG vs. QQQ
PG (The Procter & Gamble Company) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, PG returned 8.96%/yr vs 21.79%/yr for QQQ. At a 0.30 correlation, their price movements are largely independent.
Performance
PG vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than QQQ's 17.57% return. Over the past 10 years, PG has underperformed QQQ with an annualized return of 8.96%, while QQQ has yielded a comparatively higher 21.79% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
QQQ
- 1D
- 0.59%
- 1M
- 0.93%
- YTD
- 17.57%
- 6M
- 17.85%
- 1Y
- 35.82%
- 3Y*
- 26.43%
- 5Y*
- 16.85%
- 10Y*
- 21.79%
PG vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
QQQ Invesco QQQ ETF | 17.57% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between PG and QQQ is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.30 |
The correlation between PG and QQQ shifts across timeframes, from -0.14 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. QQQ — Risk / Return Rank
PG
QQQ
PG vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Invesco QQQ ETF (QQQ). 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.
| PG | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.37 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.01 | -3.38 |
| Martin ratioReturn relative to average drawdown | -0.68 | 11.22 | -11.90 |
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Drawdowns
PG vs. QQQ - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for PG and QQQ.
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Drawdown Indicators
| PG | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -82.97% | +28.72% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -11.96% | -3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -22.77% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -35.12% | +11.35% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -35.12% | +11.35% |
Current DrawdownCurrent decline from peak | -13.29% | -3.33% | -9.96% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -32.75% | +20.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 3.20% | +5.60% |
Volatility
PG vs. QQQ - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.99%, while Invesco QQQ ETF (QQQ) has a volatility of 7.56%. This indicates that PG experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 7.56% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 13.81% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 17.19% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 22.55% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 22.38% | -3.33% |
Dividends
PG vs. QQQ - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, more than QQQ's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
PG and QQQ have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (7.56%) compared to PG (6.99%). In terms of maximum drawdown, PG dropped -54.25% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.09 vs -0.30), 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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