QQQI vs. AMZN
QQQI (NEOS Nasdaq-100 High Income ETF) is Nasdaq-100 fund actively managed by Neos, while AMZN (Amazon.com, Inc) is a stock. Over the past year, QQQI returned 25.86% vs 14.82% for AMZN. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
QQQI vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, QQQI achieves a 9.93% return, which is significantly higher than AMZN's 6.24% return.
QQQI
- 1D
- 1.27%
- 1M
- -0.05%
- YTD
- 9.93%
- 6M
- 9.25%
- 1Y
- 25.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMZN
- 1D
- -0.33%
- 1M
- -10.07%
- YTD
- 6.24%
- 6M
- 8.08%
- 1Y
- 14.82%
- 3Y*
- 25.71%
- 5Y*
- 8.37%
- 10Y*
- 21.19%
QQQI vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QQQI NEOS Nasdaq-100 High Income ETF | 9.93% | 18.62% | 19.44% |
AMZN Amazon.com, Inc | 6.24% | 5.21% | 36.05% |
Correlation
The correlation between QQQI and AMZN is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024 | 0.67 |
The correlation between QQQI and AMZN has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
QQQI vs. AMZN — Risk / Return Rank
QQQI
AMZN
QQQI vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq-100 High Income ETF (QQQI) and Amazon.com, Inc (AMZN). 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.
| QQQI | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.11 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 0.68 | +2.02 |
| Martin ratioReturn relative to average drawdown | 11.98 | 1.64 | +10.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQQI | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 0.49 | +1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 0.56 | +0.65 |
Drawdowns
QQQI vs. AMZN - Drawdown Comparison
The maximum QQQI drawdown since its inception was -20.00%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for QQQI and AMZN.
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Drawdown Indicators
| QQQI | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.00% | -94.40% | +74.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -21.74% | +12.13% |
Max Drawdown (3Y)Largest decline over 3 years | — | -30.88% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.15% | — |
Current DrawdownCurrent decline from peak | -3.26% | -10.83% | +7.57% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -28.12% | +25.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 9.08% | -6.92% |
Volatility
QQQI vs. AMZN - Volatility Comparison
The current volatility for NEOS Nasdaq-100 High Income ETF (QQQI) is 5.07%, while Amazon.com, Inc (AMZN) has a volatility of 7.80%. This indicates that QQQI experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQI | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 7.80% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 20.58% | -9.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.65% | 30.13% | -16.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 35.53% | -18.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 32.48% | -15.23% |
Dividends
QQQI vs. AMZN - Dividend Comparison
QQQI's dividend yield for the trailing twelve months is around 13.61%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% |
QQQI NEOS Nasdaq-100 High Income ETF | 13.61% | 13.82% | 12.85% |
Frequently Asked Questions
QQQI and AMZN have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (7.80%) compared to QQQI (5.07%). In terms of maximum drawdown, QQQI dropped -20.00% vs AMZN's -94.40%.
QQQI currently has the higher Sharpe Ratio (1.91 vs 0.49), 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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