QQQ vs. FSCO
QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, QQQ returned 27.01%/yr vs 14.91%/yr for FSCO. At a 0.24 correlation, their price movements are largely independent.
Performance
QQQ vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, QQQ achieves a 20.71% return, which is significantly higher than FSCO's -17.20% return.
QQQ
- 1D
- 2.51%
- 1M
- 3.22%
- YTD
- 20.71%
- 6M
- 20.33%
- 1Y
- 41.26%
- 3Y*
- 27.01%
- 5Y*
- 17.37%
- 10Y*
- 22.17%
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
QQQ vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 20.71% | 20.77% | 25.58% | 54.86% | -7.31% |
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between QQQ and FSCO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.24 |
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Return for Risk
QQQ vs. FSCO — Risk / Return Rank
QQQ
FSCO
QQQ vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and FS Credit Opportunities Corp. (FSCO). 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 | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.15 | ||
| Sortino ratioReturn per unit of downside risk | +4.04 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.86 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | -0.64 | +4.05 |
| Martin ratioReturn relative to average drawdown | 12.72 | -1.26 | +13.98 |
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Drawdowns
QQQ vs. FSCO - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for QQQ and FSCO.
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Drawdown Indicators
| QQQ | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -35.53% | -47.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -35.53% | +23.57% |
Max Drawdown (3Y)Largest decline over 3 years | -22.77% | -35.53% | +12.76% |
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 | -0.74% | -27.71% | +26.97% |
Average DrawdownAverage peak-to-trough decline | -32.73% | -8.11% | -24.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 17.93% | -14.72% |
Volatility
QQQ vs. FSCO - Volatility Comparison
Invesco QQQ ETF (QQQ) has a higher volatility of 8.58% compared to FS Credit Opportunities Corp. (FSCO) at 6.04%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQ | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 6.04% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 22.58% | -8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 27.39% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.63% | 28.18% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.42% | 28.18% | -5.76% |
Dividends
QQQ vs. FSCO - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.38%, less than FSCO's 15.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.38% | 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 FSCO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (8.58%) compared to FSCO (6.04%). In terms of maximum drawdown, QQQ dropped -82.97% vs FSCO's -35.53%.
QQQ currently has the higher Sharpe Ratio (2.32 vs -0.83), 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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