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QQQ vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

QQQ vs. XLM-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than XLM-USD's -6.87% return. Over the past 10 years, QQQ has underperformed XLM-USD with an annualized return of 21.79%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.


QQQ

1D
0.59%
1M
0.22%
YTD
17.57%
6M
17.85%
1Y
37.55%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%

Correlation

The correlation between QQQ and XLM-USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.13

Over the past year, QQQ and XLM-USD have become more correlated (0.35) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

QQQ vs. XLM-USD — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank
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. XLM-USD - Risk-Adjusted Trends Comparison

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


QQQXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+2.70

Omega ratioGain probability vs. loss probability

1.37

1.00

+0.36

Calmar ratioReturn relative to maximum drawdown

3.01

-0.40

+3.41

Martin ratioReturn relative to average drawdown

11.22

-0.57

+11.79

QQQ vs. XLM-USD - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of QQQ and XLM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QQQ vs. XLM-USD - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, smaller than the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for QQQ and XLM-USD.


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Drawdown Indicators


QQQXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-96.21%

+13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-71.19%

+59.23%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-74.37%

+51.60%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-83.25%

+48.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-96.21%

+61.09%

Current Drawdown

Current decline from peak

-3.33%

-78.80%

+75.47%

Average Drawdown

Average peak-to-trough decline

-32.75%

-72.14%

+39.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

50.48%

-47.28%

Volatility

QQQ vs. XLM-USD - Volatility Comparison

The current volatility for Invesco QQQ ETF (QQQ) is 7.56%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

43.48%

-35.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

59.28%

-45.47%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

70.60%

-53.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

74.72%

-52.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

112.79%

-90.41%

Frequently Asked Questions


QQQ and XLM-USD have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLM-USD has higher volatility (43.48%) compared to QQQ (7.56%). In terms of maximum drawdown, QQQ dropped -82.97% vs XLM-USD's -96.21%.

QQQ currently has the higher Sharpe Ratio (2.09 vs -0.33), 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.

Portfolio Optimizer

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