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QQQ vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

QQQ vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
16.71%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

QQQ vs. USD=X — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6767
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7070
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6868
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and USD Cash (USD=X). 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.


QQQUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.00

Martin ratioReturn relative to average drawdown

11.43

QQQ vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQQUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

Drawdowns

QQQ vs. USD=X - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for QQQ and USD=X.


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Drawdown Indicators


QQQUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

0.00%

-82.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

0.00%

-11.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

0.00%

-22.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

0.00%

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

0.00%

-35.12%

Current Drawdown

Current decline from peak

-4.03%

0.00%

-4.03%

Average Drawdown

Average peak-to-trough decline

-32.77%

0.00%

-32.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

0.00%

+3.14%

Volatility

QQQ vs. USD=X - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 6.84% compared to USD Cash (USD=X) at 0.00%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

0.00%

+6.84%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

0.00%

+13.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

0.00%

+16.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.49%

0.00%

+22.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

0.00%

+22.36%

Frequently Asked Questions


QQQ has higher volatility (6.84%) compared to USD=X (0.00%). In terms of maximum drawdown, QQQ dropped -82.97% vs USD=X's 0.00%.

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