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QQQ vs. COR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QQQ vs. COR

Last updated Jun 13, 2026

QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while COR (Cencora Inc.) is a stock. Over the past 10 years, QQQ returned 21.79%/yr vs 17.47%/yr for COR. At a 0.30 correlation, their price movements are largely independent.

Performance

QQQ vs. COR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Cencora Inc. (COR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than COR's -16.27% return. Over the past 10 years, QQQ has outperformed COR with an annualized return of 21.79%, while COR has yielded a comparatively lower 17.47% annualized return.

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%

COR

1D
0.07%
1M
10.42%
YTD
-16.27%
6M
-18.27%
1Y
-3.81%
3Y*
17.14%
5Y*
20.65%
10Y*
17.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. COR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF		17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
COR
Cencora Inc.		-16.27%51.48%10.37%25.33%26.26%44.09%23.37%23.51%-17.57%19.51%

Correlation

The correlation between QQQ and COR is -0.05, 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

-0.05

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

-0.04

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

0.10

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 QQQ and COR shifts across timeframes, from -0.05 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Invesco QQQ ETF

Cencora Inc.

Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. QQQI
Often compared with COR:
COR vs. MCKCOR vs. CAHCOR vs. DLRCOR vs. SPYCOR vs. VOOCOR vs. SMHCOR vs. UNH

Return for Risk

QQQ vs. COR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
Martin Ratio Rank
COR
COR Risk / Return Rank: 3636
Overall Rank
COR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
COR Sortino Ratio Rank: 3333
Sortino Ratio Rank
COR Omega Ratio Rank: 3333
Omega Ratio Rank
COR Calmar Ratio Rank: 3939
Calmar Ratio Rank
COR Martin Ratio Rank: 3737
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.

QQQ vs. COR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Cencora Inc. (COR). 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.

QQQCORDifference
Sharpe ratioReturn per unit of total volatility
2.09
-0.13

+2.22

Sortino ratioReturn per unit of downside risk
2.73
0.03

+2.70

Omega ratioGain probability vs. loss probability

1.37

1.01

+0.36

Calmar ratioReturn relative to maximum drawdown

3.01

-0.12

+3.13

Martin ratioReturn relative to average drawdown

11.22

-0.33

+11.55

QQQ vs. COR - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the COR Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of QQQ and COR, 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

QQQ vs. COR - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than COR's maximum drawdown of -71.01%. Use the drawdown chart below to compare losses from any high point for QQQ and COR.

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Drawdown Indicators

QQQCORDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-71.01%

-11.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-32.44%

+20.48%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-32.44%

+9.67%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-32.44%

-2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-32.44%

-2.68%

Current Drawdown

Current decline from peak

-3.33%

-24.54%

+21.21%

Average Drawdown

Average peak-to-trough decline

-32.75%

-13.62%

-19.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

11.68%

-8.48%

Volatility

QQQ vs. COR - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to Cencora Inc. (COR) at 6.51%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than COR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QQQCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

6.51%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

26.93%

-13.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

30.20%

-13.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

22.30%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

27.48%

-5.10%

Dividends

QQQ vs. COR - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than COR's 0.83% yield.

PositionTTM20252024202320222021202020192018201720162015
COR
Cencora Inc.		0.83%0.67%0.93%0.96%1.13%5.13%6.74%7.48%2.07%1.61%1.77%1.17%
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

QQQ and COR have a correlation of -0.05, 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 COR (6.51%). In terms of maximum drawdown, QQQ dropped -82.97% vs COR's -71.01%.

QQQ currently has the higher Sharpe Ratio (2.09 vs -0.13), 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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