PortfoliosLab logoPortfoliosLab logo
QQQ vs. HUBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. HUBB - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, QQQ achieves a 16.71% return, which is significantly higher than HUBB's 9.84% return. Over the past 10 years, QQQ has outperformed HUBB with an annualized return of 21.59%, while HUBB has yielded a comparatively lower 19.22% annualized return.


QQQ

1D
1.56%
1M
0.68%
YTD
16.71%
6M
15.00%
1Y
35.78%
3Y*
27.15%
5Y*
16.98%
10Y*
21.59%

HUBB

1D
1.72%
1M
-1.24%
YTD
9.84%
6M
10.49%
1Y
24.19%
3Y*
18.01%
5Y*
22.94%
10Y*
19.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. HUBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
16.71%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
HUBB
Hubbell Incorporated
9.84%7.43%28.94%42.40%15.08%35.60%8.89%52.88%-24.61%18.83%

Correlation

The correlation between QQQ and HUBB is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

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

0.51

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

0.51

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

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2015

0.48

The correlation between QQQ and HUBB has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QQQ vs. HUBB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6767
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7070
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6868
Martin Ratio Rank

HUBB
HUBB Risk / Return Rank: 6767
Overall Rank
HUBB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HUBB Sortino Ratio Rank: 6363
Sortino Ratio Rank
HUBB Omega Ratio Rank: 6161
Omega Ratio Rank
HUBB Calmar Ratio Rank: 6969
Calmar Ratio Rank
HUBB Martin Ratio Rank: 7272
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. HUBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Hubbell Incorporated (HUBB). 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.


QQQHUBBDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.38

1.16

+0.21

Calmar ratioReturn relative to maximum drawdown

3.00

1.40

+1.61

Martin ratioReturn relative to average drawdown

11.43

3.84

+7.59

QQQ vs. HUBB - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.15, which is higher than the HUBB Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of QQQ and HUBB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QQQHUBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.85

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.79

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.67

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.66

-0.25

Drawdowns

QQQ vs. HUBB - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than HUBB's maximum drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for QQQ and HUBB.


Loading charts...

Drawdown Indicators


QQQHUBBDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-41.63%

-41.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-17.36%

+5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-32.65%

+9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-32.65%

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-41.63%

+6.51%

Current Drawdown

Current decline from peak

-4.03%

-12.79%

+8.76%

Average Drawdown

Average peak-to-trough decline

-32.77%

-7.42%

-25.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

6.31%

-3.17%

Volatility

QQQ vs. HUBB - Volatility Comparison

The current volatility for Invesco QQQ ETF (QQQ) is 6.84%, while Hubbell Incorporated (HUBB) has a volatility of 7.33%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than HUBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QQQHUBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

7.33%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

22.27%

-9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

28.62%

-11.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.49%

29.19%

-6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

28.79%

-6.43%

Dividends

QQQ vs. HUBB - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than HUBB's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
HUBB
Hubbell Incorporated
1.15%1.21%1.19%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%0.00%
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 HUBB have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HUBB has higher volatility (7.33%) compared to QQQ (6.84%). In terms of maximum drawdown, QQQ dropped -82.97% vs HUBB's -41.63%.

QQQ currently has the higher Sharpe Ratio (2.15 vs 0.85), 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.

Portfolio Optimizer

Find the right allocation for QQQ and HUBB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer