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QQC-F.TO vs. SU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QQC-F.TO vs. SU

Last updated Jun 14, 2026

QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while SU (Suncor Energy Inc.) is a stock. Over the past 10 years, QQC-F.TO returned 20.16%/yr vs 14.36%/yr for SU. At a 0.21 correlation, their price movements are largely independent.

Performance

QQC-F.TO vs. SU - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and Suncor Energy Inc. (SU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QQC-F.TO is traded in CAD, while SU is traded in USD. To make them comparable, the SU values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQC-F.TO achieves a 16.04% return, which is significantly lower than SU's 43.72% return. Over the past 10 years, QQC-F.TO has outperformed SU with an annualized return of 20.16%, while SU has yielded a comparatively lower 14.36% annualized return.

QQC-F.TO

1D
0.65%
1M
-0.06%
YTD
16.04%
6M
16.23%
1Y
34.78%
3Y*
24.55%
5Y*
15.31%
10Y*
20.16%

SU

1D
-0.14%
1M
-5.35%
YTD
43.72%
6M
42.85%
1Y
59.95%
3Y*
34.53%
5Y*
28.77%
10Y*
14.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQC-F.TO vs. SU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		16.04%18.79%24.19%52.81%-33.42%27.15%45.04%37.63%-2.23%31.94%
SU
Suncor Energy Inc.		43.72%23.77%26.06%3.87%40.69%54.86%-47.94%17.07%-14.65%9.88%

Correlation

The correlation between QQC-F.TO and SU is -0.11, 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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.21

The correlation between QQC-F.TO and SU shifts across timeframes, from -0.11 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Invesco NASDAQ 100 Index ETF CAD Hedged

Suncor Energy Inc.

Often compared with QQC-F.TO:
QQC-F.TO vs. QQC.TOQQC-F.TO vs. XEQT.TOQQC-F.TO vs. QQQQQC-F.TO vs. HXQ.TOQQC-F.TO vs. QQQMQQC-F.TO vs. XQQ.TOQQC-F.TO vs. VFV.TO
Often compared with SU:
SU vs. CVESU vs. CVXSU vs. VOOSU vs. SPYSU vs. OVVSU vs. CVISU vs. CVE.TO

Return for Risk

QQC-F.TO vs. SU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQC-F.TO
QQC-F.TO Risk / Return Rank: 6464
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6666
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 5959
Martin Ratio Rank
SU
SU Risk / Return Rank: 9292
Overall Rank
SU Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SU Sortino Ratio Rank: 9191
Sortino Ratio Rank
SU Omega Ratio Rank: 9191
Omega Ratio Rank
SU Calmar Ratio Rank: 9393
Calmar Ratio Rank
SU Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QQC-F.TO vs. SU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and Suncor Energy Inc. (SU). 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.

QQC-F.TOSUDifference
Sharpe ratioReturn per unit of total volatility
1.95
2.73

-0.78

Sortino ratioReturn per unit of downside risk
2.58
3.30

-0.73

Omega ratioGain probability vs. loss probability

1.34

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

2.55

6.43

-3.88

Martin ratioReturn relative to average drawdown

9.27

16.15

-6.88

QQC-F.TO vs. SU - Sharpe Ratio Comparison

The current QQC-F.TO Sharpe Ratio is 1.95, which is comparable to the SU Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of QQC-F.TO and SU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QQC-F.TO vs. SU - Drawdown Comparison

The maximum QQC-F.TO drawdown since its inception was -36.03%, smaller than the maximum SU drawdown of -73.75%. Use the drawdown chart below to compare losses from any high point for QQC-F.TO and SU.

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Drawdown Indicators

QQC-F.TOSUDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-73.75%

+37.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-10.43%

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-22.76%

-22.06%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-36.03%

-31.29%

-4.74%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-71.15%

+35.12%

Current Drawdown

Current decline from peak

-3.44%

-9.71%

+6.27%

Average Drawdown

Average peak-to-trough decline

-5.49%

-28.57%

+23.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

4.15%

-0.58%

Volatility

QQC-F.TO vs. SU - Volatility Comparison

The current volatility for Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) is 7.16%, while Suncor Energy Inc. (SU) has a volatility of 9.71%. This indicates that QQC-F.TO experiences smaller price fluctuations and is considered to be less risky than SU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QQC-F.TOSUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

9.71%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

20.32%

-6.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

24.60%

-7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

33.42%

-10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.62%

37.36%

-14.74%

Dividends

QQC-F.TO vs. SU - Dividend Comparison

QQC-F.TO's dividend yield for the trailing twelve months is around 0.34%, less than SU's 2.78% yield.

PositionTTM20252024202320222021202020192018201720162015
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.34%0.39%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%
SU
Suncor Energy Inc.		2.78%3.72%4.51%5.27%4.56%3.34%4.93%3.84%4.24%4.16%3.55%4.42%

Frequently Asked Questions

QQC-F.TO and SU have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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