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QQQ vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


QQQVUG
YTD Return8.77%11.14%
1Y Return45.81%45.28%
3Y Return (Ann)12.81%11.29%
5Y Return (Ann)20.75%18.03%
10Y Return (Ann)18.73%15.21%
Sharpe Ratio2.802.92
Daily Std Dev16.07%15.33%
Max Drawdown-82.98%-50.68%
Current Drawdown-0.35%-0.36%

Correlation

0.94
-1.001.00

The correlation between QQQ and VUG is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

QQQ vs. VUG - Performance Comparison

In the year-to-date period, QQQ achieves a 8.77% return, which is significantly lower than VUG's 11.14% return. Over the past 10 years, QQQ has outperformed VUG with an annualized return of 18.73%, while VUG has yielded a comparatively lower 15.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%800.00%1,000.00%1,200.00%1,400.00%OctoberNovemberDecember2024FebruaryMarch
1,304.26%
768.86%
QQQ
VUG

Compare stocks, funds, or ETFs


Invesco QQQ

Vanguard Growth ETF

QQQ vs. VUG - Expense Ratio Comparison

QQQ has a 0.20% expense ratio, which is higher than VUG's 0.04% expense ratio.

QQQ
Invesco QQQ
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

QQQ vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ (QQQ) and Vanguard Growth ETF (VUG). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QQQ
Invesco QQQ
2.80
VUG
Vanguard Growth ETF
2.92

QQQ vs. VUG - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.80, which roughly equals the VUG Sharpe Ratio of 2.92. The chart below compares the 12-month rolling Sharpe Ratio of QQQ and VUG.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.80
2.92
QQQ
VUG

Dividends

QQQ vs. VUG - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.59%, more than VUG's 0.53% yield.


TTM20232022202120202019201820172016201520142013
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
VUG
Vanguard Growth ETF
0.53%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

QQQ vs. VUG - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.98%, which is greater than VUG's maximum drawdown of -50.68%. The drawdown chart below compares losses from any high point along the way for QQQ and VUG


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.35%
-0.36%
QQQ
VUG

Volatility

QQQ vs. VUG - Volatility Comparison

Invesco QQQ (QQQ) has a higher volatility of 4.40% compared to Vanguard Growth ETF (VUG) at 3.93%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.40%
3.93%
QQQ
VUG