QQQ vs. KMB
QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while KMB (Kimberly-Clark Corporation) is a stock. Over the past 10 years, QQQ returned 21.79%/yr vs 0.95%/yr for KMB. At a 0.26 correlation, their price movements are largely independent.
Performance
QQQ vs. KMB - Performance Comparison
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Returns By Period
In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than KMB's 4.05% return. Over the past 10 years, QQQ has outperformed KMB with an annualized return of 21.79%, while KMB has yielded a comparatively lower 0.95% 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%
KMB
- 1D
- 0.74%
- 1M
- 6.86%
- YTD
- 4.05%
- 6M
- 1.77%
- 1Y
- -19.86%
- 3Y*
- -4.95%
- 5Y*
- -0.92%
- 10Y*
- 0.95%
QQQ vs. KMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 17.57% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
KMB Kimberly-Clark Corporation | 4.05% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
Correlation
The correlation between QQQ and KMB is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.26 |
The correlation between QQQ and KMB shifts across timeframes, from -0.07 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QQQ vs. KMB — Risk / Return Rank
QQQ
KMB
QQQ vs. KMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Kimberly-Clark Corporation (KMB). 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 | KMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.87 | ||
| Sortino ratioReturn per unit of downside risk | +3.64 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.87 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | -0.67 | +3.68 |
| Martin ratioReturn relative to average drawdown | 11.22 | -1.03 | +12.25 |
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Drawdowns
QQQ vs. KMB - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for QQQ and KMB.
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Drawdown Indicators
| QQQ | KMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -36.97% | -46.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -29.60% | +17.64% |
Max Drawdown (3Y)Largest decline over 3 years | -22.77% | -34.06% | +11.29% |
Max Drawdown (5Y)Largest decline over 5 years | -35.12% | -34.06% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -34.06% | -1.06% |
Current DrawdownCurrent decline from peak | -3.33% | -26.52% | +23.19% |
Average DrawdownAverage peak-to-trough decline | -32.75% | -8.85% | -23.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 19.43% | -16.23% |
Volatility
QQQ vs. KMB - Volatility Comparison
The current volatility for Invesco QQQ ETF (QQQ) is 7.56%, while Kimberly-Clark Corporation (KMB) has a volatility of 8.42%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than KMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQ | KMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 8.42% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 13.81% | 16.67% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 25.77% | -8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 20.19% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 21.07% | +1.31% |
Dividends
QQQ vs. KMB - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.39%, less than KMB's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 4.97% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
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 KMB have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (8.42%) compared to QQQ (7.56%). In terms of maximum drawdown, QQQ dropped -82.97% vs KMB's -36.97%.
QQQ currently has the higher Sharpe Ratio (2.09 vs -0.77), 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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