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QQQJ vs. QLD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

QQQJ vs. QLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ Next Gen 100 ETF (QQQJ) and undefined (QLD). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2025FebruaryMarch
12.94%
79.36%
QQQJ
QLD

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Risk-Adjusted Performance

QQQJ vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ Next Gen 100 ETF (QQQJ) and undefined (undefined). 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 ratio
The chart of Sharpe ratio for QQQJ, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.005.000.200.16
The chart of Sortino ratio for QQQJ, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.0012.000.380.47
The chart of Omega ratio for QQQJ, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.06
The chart of Calmar ratio for QQQJ, currently valued at 0.13, compared to the broader market0.005.0010.0015.0020.000.130.24
The chart of Martin ratio for QQQJ, currently valued at 0.93, compared to the broader market0.0020.0040.0060.0080.00100.000.930.69
QQQJ
QLD


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
0.20
0.16
QQQJ
QLD

Drawdowns

QQQJ vs. QLD - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-16.70%
-24.36%
QQQJ
QLD

Volatility

QQQJ vs. QLD - Volatility Comparison

The current volatility for Invesco NASDAQ Next Gen 100 ETF (QQQJ) is 6.25%, while undefined (QLD) has a volatility of 14.12%. This indicates that QQQJ experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2025FebruaryMarch
6.25%
14.12%
QQQJ
QLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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