QQQ vs. XLM-USD
QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, QQQ returned 21.79%/yr vs 60.23%/yr for XLM-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
QQQ vs. XLM-USD - Performance Comparison
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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%
QQQ vs. XLM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
QQQ
XLM-USD
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.
| QQQ | XLM-USD | Difference | |
|---|---|---|---|
| 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 |
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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
| QQQ | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.33% | -78.80% | +75.47% |
Average DrawdownAverage peak-to-trough decline | -32.75% | -72.14% | +39.39% |
Ulcer IndexDepth 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
| QQQ | XLM-USD | Difference | |
|---|---|---|---|
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.
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