QQQ vs. MRK
QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while MRK (Merck & Co., Inc.) is a stock. Over the past 10 years, QQQ returned 21.59%/yr vs 11.61%/yr for MRK. At a 0.30 correlation, their price movements are largely independent.
Performance
QQQ vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, QQQ achieves a 16.71% return, which is significantly higher than MRK's 14.39% return. Over the past 10 years, QQQ has outperformed MRK with an annualized return of 21.59%, while MRK has yielded a comparatively lower 11.61% 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%
MRK
- 1D
- -1.05%
- 1M
- 7.31%
- YTD
- 14.39%
- 6M
- 22.75%
- 1Y
- 56.85%
- 3Y*
- 5.78%
- 5Y*
- 13.57%
- 10Y*
- 11.61%
QQQ vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 16.71% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
MRK Merck & Co., Inc. | 14.39% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between QQQ and MRK 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 | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 1999 | 0.30 |
The correlation between QQQ and MRK shifts across timeframes, from -0.01 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QQQ vs. MRK — Risk / Return Rank
QQQ
MRK
QQQ vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Merck & Co., Inc. (MRK). 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.
| QQQ | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 5.03 | -2.02 |
| Martin ratioReturn relative to average drawdown | 11.43 | 12.59 | -1.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQQ | MRK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.10 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.58 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.51 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.48 | -0.08 |
Drawdowns
QQQ vs. MRK - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, which is greater than MRK's maximum drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for QQQ and MRK.
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Drawdown Indicators
| QQQ | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -68.61% | -14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.37% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -22.77% | -43.44% | +20.67% |
Max Drawdown (5Y)Largest decline over 5 years | -35.12% | -43.44% | +8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -43.44% | +8.32% |
Current DrawdownCurrent decline from peak | -4.03% | -4.65% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -32.77% | -18.84% | -13.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.53% | -1.39% |
Volatility
QQQ vs. MRK - Volatility Comparison
The current volatility for Invesco QQQ ETF (QQQ) is 6.84%, while Merck & Co., Inc. (MRK) has a volatility of 9.44%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQ | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 9.44% | -2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 18.14% | -4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.74% | 27.30% | -10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.49% | 23.71% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.36% | 22.96% | -0.60% |
Dividends
QQQ vs. MRK - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.39%, less than MRK's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.78% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
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 MRK 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.
MRK has higher volatility (9.44%) compared to QQQ (6.84%). In terms of maximum drawdown, QQQ dropped -82.97% vs MRK's -68.61%.
QQQ currently has the higher Sharpe Ratio (2.15 vs 2.10), 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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