QQQ vs. CEG
QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while CEG (Constellation Energy Corp) is a stock. Over the past 3 years, QQQ returned 23.54%/yr vs 38.87%/yr for CEG. At a 0.43 correlation, their price movements are largely independent.
Performance
QQQ vs. CEG - Performance Comparison
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Returns By Period
In the year-to-date period, QQQ achieves a 13.58% return, which is significantly higher than CEG's -28.03% return.
QQQ
- 1D
- 0.10%
- 1M
- -5.91%
- 6M
- 12.30%
- YTD
- 13.58%
- 1Y
- 24.61%
- 3Y*
- 23.54%
- 5Y*
- 14.68%
- 10Y*
- 20.72%
- ALL TIME*
- 10.70%
CEG
- 1D
- 0.44%
- 1M
- -7.50%
- 6M
- -17.38%
- YTD
- -28.03%
- 1Y
- -20.72%
- 3Y*
- 38.87%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 45.07%
QQQ vs. CEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 13.58% | 20.77% | 25.58% | 54.86% | -26.61% |
CEG Constellation Energy Corp | -28.03% | 58.80% | 92.71% | 37.24% | 73.87% |
Correlation
The correlation between QQQ and CEG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.43 |
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Return for Risk
QQQ vs. CEG — Risk / Return Rank
QQQ
CEG
QQQ vs. CEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Constellation Energy Corp (CEG). 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.
| QQQ | CEG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.96 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | -0.50 | +2.57 |
| Martin ratioReturn relative to average drawdown | 7.22 | -0.93 | +8.15 |
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Drawdowns
QQQ vs. CEG - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for QQQ and CEG.
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Drawdown Indicators
| QQQ | CEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -50.70% | -32.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -41.22% | +29.26% |
Max Drawdown (3Y)Largest decline over 3 years | -22.77% | -50.70% | +27.93% |
Max Drawdown (5Y)Largest decline over 5 years | -35.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | — | — |
Current DrawdownCurrent decline from peak | -6.61% | -36.99% | +30.38% |
Average DrawdownAverage peak-to-trough decline | -32.65% | -12.19% | -20.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 22.36% | -18.94% |
Volatility
QQQ vs. CEG - Volatility Comparison
The current volatility for Invesco QQQ ETF (QQQ) is 7.41%, while Constellation Energy Corp (CEG) has a volatility of 10.11%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQ | CEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 10.11% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 35.36% | -19.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 46.62% | -27.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.81% | 49.11% | -26.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.45% | 49.11% | -26.66% |
Dividends
QQQ vs. CEG - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.44%, less than CEG's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEG Constellation Energy Corp | 0.64% | 0.44% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.44% | 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
QQQ and CEG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CEG has higher volatility (10.11%) compared to QQQ (7.41%). In terms of maximum drawdown, QQQ dropped -82.97% vs CEG's -50.70%.
QQQ currently has the higher Sharpe Ratio (1.32 vs -0.45), 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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