QQQ vs. EMR
QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while EMR (Emerson Electric Co.) is a stock. Over the past 10 years, QQQ returned 20.72%/yr vs 12.13%/yr for EMR. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
QQQ vs. EMR - 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 EMR's 3.72% return. Over the past 10 years, QQQ has outperformed EMR with an annualized return of 20.72%, while EMR has yielded a comparatively lower 12.13% annualized 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%
EMR
- 1D
- -2.12%
- 1M
- -9.35%
- 6M
- -7.90%
- YTD
- 3.72%
- 1Y
- -3.76%
- 3Y*
- 16.51%
- 5Y*
- 8.97%
- 10Y*
- 12.13%
- ALL TIME*
- 9.05%
QQQ vs. EMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 13.58% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
EMR Emerson Electric Co. | 3.72% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
Correlation
The correlation between QQQ and EMR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.53 |
The correlation between QQQ and EMR has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
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Return for Risk
QQQ vs. EMR — Risk / Return Rank
QQQ
EMR
QQQ vs. EMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Emerson Electric Co. (EMR). 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 | EMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.01 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | -0.16 | +2.23 |
| Martin ratioReturn relative to average drawdown | 7.22 | -0.33 | +7.55 |
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Drawdowns
QQQ vs. EMR - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, which is greater than EMR's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for QQQ and EMR.
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Drawdown Indicators
| QQQ | EMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -59.05% | -23.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -23.45% | +11.49% |
Max Drawdown (3Y)Largest decline over 3 years | -22.77% | -29.62% | +6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -35.12% | -29.62% | -5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -50.77% | +15.65% |
Current DrawdownCurrent decline from peak | -6.61% | -14.86% | +8.25% |
Average DrawdownAverage peak-to-trough decline | -32.65% | -14.11% | -18.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 11.42% | -8.00% |
Volatility
QQQ vs. EMR - Volatility Comparison
The current volatility for Invesco QQQ ETF (QQQ) is 7.41%, while Emerson Electric Co. (EMR) has a volatility of 8.37%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than EMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQ | EMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 8.37% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 25.42% | -9.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 31.21% | -12.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.81% | 27.39% | -4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.45% | 29.15% | -6.70% |
Dividends
QQQ vs. EMR - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.44%, less than EMR's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.61% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
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 EMR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (8.37%) compared to QQQ (7.41%). In terms of maximum drawdown, QQQ dropped -82.97% vs EMR's -59.05%.
QQQ currently has the higher Sharpe Ratio (1.32 vs -0.12), 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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