QQQ vs. S

Last updated Apr 10, 2026

QQQ (Invesco QQQ ETF) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index, while S (SentinelOne, Inc.) is a stock. Over the past 3 years, QQQ returned 25.01%/yr vs -8.04%/yr for S. A 0.59 correlation means they provide meaningful diversification when combined.

Performance

QQQ vs. S - Performance Comparison

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

Returns By Period

In the year-to-date period, QQQ achieves a -0.55% return, which is significantly higher than S's -14.87% return.

QQQ

• 1D: 0.68%
• 1M: 0.52%
• YTD: -0.55%
• 6M: 0.17%
• 1Y: 31.58%
• 3Y*: 25.01%
• 5Y*: 13.28%
• 10Y*: 19.70%

S

• 1D: -5.41%
• 1M: -9.69%
• YTD: -14.87%
• 6M: -29.06%
• 1Y: -32.18%
• 3Y*: -8.04%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. S - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QQQ Invesco QQQ ETF	-0.55%	20.77%	25.58%	54.86%	-32.58%	12.52%
S SentinelOne, Inc.	-14.87%	-32.43%	-19.10%	88.07%	-71.10%	18.80%

Correlation

The correlation between QQQ and S is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021	0.59

The correlation between QQQ and S shifts across timeframes, from 0.46 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

Return for Risk

QQQ vs. S — Risk / Return Rank

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

QQQ

QQQ Risk / Return Rank: 48
QQQ Sharpe Ratio Rank: 42
QQQ Sortino Ratio Rank: 37
QQQ Omega Ratio Rank: 38
QQQ Calmar Ratio Rank: 60
QQQ Martin Ratio Rank: 62

S

S Risk / Return Rank: 10
S Sharpe Ratio Rank: 7
S Sortino Ratio Rank: 10
S Omega Ratio Rank: 10
S Calmar Ratio Rank: 14
S Martin Ratio Rank: 12

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. S - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and SentinelOne, Inc. (S). 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	S	Difference
Sharpe ratio Return per unit of total volatility	1.81	-0.71	+2.52
Sortino ratio Return per unit of downside risk	2.43	-0.80	+3.23
Omega ratio Gain probability vs. loss probability	1.33	0.90	+0.43
Calmar ratio Return relative to maximum drawdown	3.74	-0.62	+4.36
Martin ratio Return relative to average drawdown	14.02	-1.17	+15.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQQ vs. S - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 1.81, which is higher than the S Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of QQQ and S, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QQQ	S	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	-0.71	+2.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	-0.35	+0.73

Drawdowns

QQQ vs. S - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, roughly equal to the maximum S drawdown of -83.79%. Use the drawdown chart below to compare losses from any high point for QQQ and S.

Drawdown Indicators

	QQQ	S	Difference
Max Drawdown Largest peak-to-trough decline	-82.97%	-83.79%	+0.82%
Max Drawdown (1Y) Largest decline over 1 year	-11.96%	-39.18%	+27.22%
Max Drawdown (5Y) Largest decline over 5 years	-35.12%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.12%	—	—
Current Drawdown Current decline from peak	-3.78%	-83.26%	+79.48%
Average Drawdown Average peak-to-trough decline	-32.97%	-65.82%	+32.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	20.92%	-17.73%

Volatility

QQQ vs. S - Volatility Comparison

The current volatility for Invesco QQQ ETF (QQQ) is 6.87%, while SentinelOne, Inc. (S) has a volatility of 15.78%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than S based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQQ	S	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	15.78%	-8.91%
Volatility (6M) Calculated over the trailing 6-month period	13.14%	34.21%	-21.07%
Volatility (1Y) Calculated over the trailing 1-year period	21.23%	48.28%	-27.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.40%	63.98%	-41.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.25%	63.98%	-41.73%

Dividends

QQQ vs. S - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.46%, while S has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQ Invesco QQQ ETF	0.46%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
S SentinelOne, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%