QQQ vs. MRSH
QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while MRSH (Marsh & McLennan Companies, Inc) is a stock. Over the past 10 years, QQQ returned 21.79%/yr vs 11.75%/yr for MRSH. At a 0.46 correlation, their price movements are largely independent.
Performance
QQQ vs. MRSH - 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 MRSH's -8.15% return. Over the past 10 years, QQQ has outperformed MRSH with an annualized return of 21.79%, while MRSH has yielded a comparatively lower 11.75% annualized return.
QQQ
- 1D
- 0.59%
- 1M
- 1.75%
- YTD
- 17.57%
- 6M
- 17.85%
- 1Y
- 37.55%
- 3Y*
- 26.43%
- 5Y*
- 16.85%
- 10Y*
- 21.79%
MRSH
- 1D
- 0.32%
- 1M
- 4.74%
- YTD
- -8.15%
- 6M
- -8.49%
- 1Y
- -20.92%
- 3Y*
- -0.08%
- 5Y*
- 5.55%
- 10Y*
- 11.75%
QQQ vs. MRSH - 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% |
MRSH Marsh & McLennan Companies, Inc | -8.15% | -11.26% | 13.75% | 16.15% | -3.45% | 50.83% | 6.86% | 42.33% | -0.14% | 22.73% |
Correlation
The correlation between QQQ and MRSH is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.46 |
The correlation between QQQ and MRSH shifts across timeframes, from -0.16 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QQQ vs. MRSH — Risk / Return Rank
QQQ
MRSH
QQQ vs. MRSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Marsh & McLennan Companies, Inc (MRSH). 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 | MRSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.02 | ||
| Sortino ratioReturn per unit of downside risk | +3.94 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.85 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | -0.80 | +3.81 |
| Martin ratioReturn relative to average drawdown | 11.22 | -1.40 | +12.62 |
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Drawdowns
QQQ vs. MRSH - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, which is greater than MRSH's maximum drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for QQQ and MRSH.
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Drawdown Indicators
| QQQ | MRSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -67.46% | -15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -27.01% | +15.05% |
Max Drawdown (3Y)Largest decline over 3 years | -22.77% | -34.36% | +11.59% |
Max Drawdown (5Y)Largest decline over 5 years | -35.12% | -34.36% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -35.80% | +0.68% |
Current DrawdownCurrent decline from peak | -3.33% | -29.62% | +26.29% |
Average DrawdownAverage peak-to-trough decline | -32.75% | -17.41% | -15.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 15.50% | -12.30% |
Volatility
QQQ vs. MRSH - Volatility Comparison
Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to Marsh & McLennan Companies, Inc (MRSH) at 6.91%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than MRSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQ | MRSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 6.91% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.81% | 19.10% | -5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 23.47% | -6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 20.20% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 20.94% | +1.44% |
Dividends
QQQ vs. MRSH - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.39%, less than MRSH's 2.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRSH Marsh & McLennan Companies, Inc | 2.13% | 1.85% | 1.44% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% |
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 MRSH have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (7.56%) compared to MRSH (6.91%). In terms of maximum drawdown, QQQ dropped -82.97% vs MRSH's -67.46%.
QQQ currently has the higher Sharpe Ratio (2.09 vs -0.93), 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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