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QQQ vs. ENI.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. ENI.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Eni S.p.A. (ENI.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QQQ is traded in USD, while ENI.MI is traded in EUR. To make them comparable, the ENI.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly lower than ENI.MI's 44.89% return. Over the past 10 years, QQQ has outperformed ENI.MI with an annualized return of 21.79%, while ENI.MI has yielded a comparatively lower 12.97% annualized return.


QQQ

1D
0.59%
1M
0.22%
YTD
17.57%
6M
17.85%
1Y
37.55%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%

ENI.MI

1D
-2.38%
1M
-1.26%
YTD
44.89%
6M
46.80%
1Y
75.76%
3Y*
32.51%
5Y*
23.96%
10Y*
12.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. ENI.MI - 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%
ENI.MI
Eni S.p.A.
44.89%49.35%-13.95%27.27%9.83%40.31%-27.46%4.49%-0.12%7.83%

Correlation

The correlation between QQQ and ENI.MI is -0.01, 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

-0.01

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

0.05

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

0.14

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.29

The correlation between QQQ and ENI.MI shifts across timeframes, from -0.01 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QQQ vs. ENI.MI — 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

ENI.MI
ENI.MI Risk / Return Rank: 9696
Overall Rank
ENI.MI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ENI.MI Sortino Ratio Rank: 9494
Sortino Ratio Rank
ENI.MI Omega Ratio Rank: 9696
Omega Ratio Rank
ENI.MI Calmar Ratio Rank: 9595
Calmar Ratio Rank
ENI.MI Martin Ratio Rank: 9797
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. ENI.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Eni S.p.A. (ENI.MI). 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.


QQQENI.MIDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.37

1.58

-0.21

Calmar ratioReturn relative to maximum drawdown

3.01

6.81

-3.80

Martin ratioReturn relative to average drawdown

11.22

26.20

-14.98

QQQ vs. ENI.MI - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is lower than the ENI.MI Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of QQQ and ENI.MI, 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. ENI.MI - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than ENI.MI's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for QQQ and ENI.MI.


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Drawdown Indicators


QQQENI.MIDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-65.18%

-17.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-11.32%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-21.92%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-32.85%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-60.53%

+25.41%

Current Drawdown

Current decline from peak

-3.33%

-5.88%

+2.55%

Average Drawdown

Average peak-to-trough decline

-32.75%

-26.52%

-6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.94%

+0.26%

Volatility

QQQ vs. ENI.MI - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to Eni S.p.A. (ENI.MI) at 7.09%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than ENI.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQENI.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

7.09%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

21.07%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

23.48%

-6.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

25.29%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

27.53%

-5.15%

Dividends

QQQ vs. ENI.MI - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than ENI.MI's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
ENI.MI
Eni S.p.A.
4.52%6.32%7.41%5.93%6.55%5.48%6.43%6.06%5.96%5.80%5.17%6.96%
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 ENI.MI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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