PSX vs. QQQ
PSX (Phillips 66) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, PSX returned 12.88%/yr vs 21.94%/yr for QQQ. At a 0.31 correlation, their price movements are largely independent.
Performance
PSX vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PSX achieves a 45.34% return, which is significantly higher than QQQ's 21.30% return. Over the past 10 years, PSX has underperformed QQQ with an annualized return of 12.88%, while QQQ has yielded a comparatively higher 21.94% annualized return.
PSX
- 1D
- 1.16%
- 1M
- 4.23%
- YTD
- 45.34%
- 6M
- 34.11%
- 1Y
- 64.71%
- 3Y*
- 28.25%
- 5Y*
- 19.51%
- 10Y*
- 12.88%
QQQ
- 1D
- -0.26%
- 1M
- 10.60%
- YTD
- 21.30%
- 6M
- 19.66%
- 1Y
- 41.82%
- 3Y*
- 28.78%
- 5Y*
- 17.97%
- 10Y*
- 21.94%
PSX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 45.34% | 17.51% | -11.63% | 33.07% | 49.58% | 8.51% | -33.85% | 33.97% | -12.28% | 20.94% |
QQQ Invesco QQQ ETF | 21.30% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between PSX and QQQ is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 2, 2012 | 0.31 |
The correlation between PSX and QQQ shifts across timeframes, from -0.08 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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
PSX vs. QQQ — Risk / Return Rank
PSX
QQQ
PSX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Phillips 66 (PSX) 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.
| PSX | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.45 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 3.51 | +0.25 |
| Martin ratioReturn relative to average drawdown | 10.90 | 13.49 | -2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PSX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.64 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.81 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.99 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.41 | +0.10 |
Drawdowns
PSX vs. QQQ - Drawdown Comparison
The maximum PSX drawdown since its inception was -64.21%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for PSX and QQQ.
Loading charts...
Drawdown Indicators
| PSX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -82.97% | +18.76% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -11.96% | -5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -44.37% | -22.77% | -21.60% |
Max Drawdown (5Y)Largest decline over 5 years | -44.37% | -35.12% | -9.25% |
Max Drawdown (10Y)Largest decline over 10 years | -64.21% | -35.12% | -29.09% |
Current DrawdownCurrent decline from peak | -1.20% | -0.26% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -14.75% | -32.79% | +18.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 3.11% | +2.85% |
Volatility
PSX vs. QQQ - Volatility Comparison
Phillips 66 (PSX) has a higher volatility of 9.67% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that PSX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PSX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.67% | 4.49% | +5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 23.68% | 12.10% | +11.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.66% | 15.94% | +13.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.22% | 22.38% | +10.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.31% | 22.29% | +13.02% |
Dividends
PSX vs. QQQ - Dividend Comparison
PSX's dividend yield for the trailing twelve months is around 2.67%, more than QQQ's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 2.67% | 3.68% | 3.95% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% |
QQQ Invesco QQQ ETF | 0.38% | 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
PSX and QQQ have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSX has higher volatility (9.67%) compared to QQQ (4.49%). In terms of maximum drawdown, PSX dropped -64.21% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.64 vs 2.19), 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.
Find the right allocation for PSX and QQQ
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