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QQC-F.TO vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between QQC-F.TO and ^NDX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

QQC-F.TO vs. ^NDX - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
521.43%
783.09%
QQC-F.TO
^NDX

Key characteristics

Sharpe Ratio

QQC-F.TO:

0.41

^NDX:

0.43

Sortino Ratio

QQC-F.TO:

0.75

^NDX:

0.77

Omega Ratio

QQC-F.TO:

1.10

^NDX:

1.11

Calmar Ratio

QQC-F.TO:

0.45

^NDX:

0.47

Martin Ratio

QQC-F.TO:

1.51

^NDX:

1.61

Ulcer Index

QQC-F.TO:

6.83%

^NDX:

6.73%

Daily Std Dev

QQC-F.TO:

24.96%

^NDX:

25.39%

Max Drawdown

QQC-F.TO:

-36.02%

^NDX:

-82.90%

Current Drawdown

QQC-F.TO:

-12.81%

^NDX:

-12.39%

Returns By Period

The year-to-date returns for both investments are quite close, with QQC-F.TO having a -7.93% return and ^NDX slightly higher at -7.54%. Both investments have delivered pretty close results over the past 10 years, with QQC-F.TO having a 15.44% annualized return and ^NDX not far ahead at 15.86%.


QQC-F.TO

YTD

-7.93%

1M

0.51%

6M

-5.60%

1Y

8.36%

5Y*

16.06%

10Y*

15.44%

^NDX

YTD

-7.54%

1M

0.76%

6M

-4.54%

1Y

9.65%

5Y*

16.75%

10Y*

15.86%

*Annualized

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Risk-Adjusted Performance

QQC-F.TO vs. ^NDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQC-F.TO
The Risk-Adjusted Performance Rank of QQC-F.TO is 5555
Overall Rank
The Sharpe Ratio Rank of QQC-F.TO is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QQC-F.TO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of QQC-F.TO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQC-F.TO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of QQC-F.TO is 5353
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6464
Overall Rank
The Sharpe Ratio Rank of ^NDX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQC-F.TO vs. ^NDX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for QQC-F.TO, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.00
QQC-F.TO: 0.31
^NDX: 0.43
The chart of Sortino ratio for QQC-F.TO, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
QQC-F.TO: 0.64
^NDX: 0.77
The chart of Omega ratio for QQC-F.TO, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
QQC-F.TO: 1.09
^NDX: 1.11
The chart of Calmar ratio for QQC-F.TO, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.00
QQC-F.TO: 0.36
^NDX: 0.47
The chart of Martin ratio for QQC-F.TO, currently valued at 1.18, compared to the broader market0.0020.0040.0060.00
QQC-F.TO: 1.18
^NDX: 1.60

The current QQC-F.TO Sharpe Ratio is 0.41, which is comparable to the ^NDX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of QQC-F.TO and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.31
0.43
QQC-F.TO
^NDX

Drawdowns

QQC-F.TO vs. ^NDX - Drawdown Comparison

The maximum QQC-F.TO drawdown since its inception was -36.02%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for QQC-F.TO and ^NDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.20%
-12.39%
QQC-F.TO
^NDX

Volatility

QQC-F.TO vs. ^NDX - Volatility Comparison

Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and NASDAQ 100 (^NDX) have volatilities of 17.40% and 16.82%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.40%
16.82%
QQC-F.TO
^NDX