QQQ vs. SBRA
QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while SBRA (Sabra Health Care REIT, Inc.) is a stock. Over the past 10 years, QQQ returned 22.17%/yr vs 6.89%/yr for SBRA. At a 0.27 correlation, their price movements are largely independent.
Performance
QQQ vs. SBRA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QQQ achieves a 20.71% return, which is significantly higher than SBRA's -1.50% return. Over the past 10 years, QQQ has outperformed SBRA with an annualized return of 22.17%, while SBRA has yielded a comparatively lower 6.89% annualized return.
QQQ
- 1D
- 2.51%
- 1M
- 3.22%
- YTD
- 20.71%
- 6M
- 20.33%
- 1Y
- 41.26%
- 3Y*
- 27.01%
- 5Y*
- 17.37%
- 10Y*
- 22.17%
SBRA
- 1D
- 0.39%
- 1M
- -12.55%
- YTD
- -1.50%
- 6M
- -0.18%
- 1Y
- 5.62%
- 3Y*
- 23.82%
- 5Y*
- 9.18%
- 10Y*
- 6.89%
QQQ vs. SBRA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 20.71% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
SBRA Sabra Health Care REIT, Inc. | -1.50% | 17.02% | 31.23% | 26.26% | 0.38% | -16.16% | -11.33% | 41.14% | -3.73% | -16.83% |
Correlation
The correlation between QQQ and SBRA 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 | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2002 | 0.27 |
The correlation between QQQ and SBRA shifts across timeframes, from -0.07 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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. SBRA — Risk / Return Rank
QQQ
SBRA
QQQ vs. SBRA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Sabra Health Care REIT, Inc. (SBRA). 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 | SBRA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.06 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 0.34 | +3.08 |
| Martin ratioReturn relative to average drawdown | 12.72 | 1.10 | +11.62 |
Loading charts...
Drawdowns
QQQ vs. SBRA - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, smaller than the maximum SBRA drawdown of -99.49%. Use the drawdown chart below to compare losses from any high point for QQQ and SBRA.
Loading charts...
Drawdown Indicators
| QQQ | SBRA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -99.49% | +16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -16.10% | +4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -22.77% | -16.78% | -5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -35.12% | -36.79% | +1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -74.93% | +39.81% |
Current DrawdownCurrent decline from peak | -0.74% | -13.96% | +13.22% |
Average DrawdownAverage peak-to-trough decline | -32.73% | -37.68% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.97% | -1.76% |
Volatility
QQQ vs. SBRA - Volatility Comparison
The current volatility for Invesco QQQ ETF (QQQ) is 8.58%, while Sabra Health Care REIT, Inc. (SBRA) has a volatility of 9.65%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than SBRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QQQ | SBRA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 9.65% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 16.23% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.64% | 20.95% | -3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.63% | 26.99% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.42% | 36.46% | -14.04% |
Dividends
QQQ vs. SBRA - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.38%, less than SBRA's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.38% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SBRA Sabra Health Care REIT, Inc. | 6.62% | 6.34% | 6.93% | 8.41% | 9.65% | 8.86% | 7.77% | 8.43% | 10.92% | 9.22% | 6.84% | 7.91% |
Frequently Asked Questions
QQQ and SBRA 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.
SBRA has higher volatility (9.65%) compared to QQQ (8.58%). In terms of maximum drawdown, QQQ dropped -82.97% vs SBRA's -99.49%.
QQQ currently has the higher Sharpe Ratio (2.32 vs 0.26), 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.
Find the right allocation for QQQ and SBRA
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