QQQM vs. GOOG
QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while GOOG (Alphabet Inc) is a stock. Over the past 5 years, QQQM returned 16.94%/yr vs 23.51%/yr for GOOG. A 0.72 correlation means they provide meaningful diversification when combined.
Performance
QQQM vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, QQQM achieves a 17.59% return, which is significantly higher than GOOG's 14.29% return.
QQQM
- 1D
- 0.67%
- 1M
- 0.97%
- YTD
- 17.59%
- 6M
- 17.91%
- 1Y
- 35.90%
- 3Y*
- 26.52%
- 5Y*
- 16.94%
- 10Y*
- —
GOOG
- 1D
- 0.45%
- 1M
- -10.19%
- YTD
- 14.29%
- 6M
- 15.49%
- 1Y
- 102.96%
- 3Y*
- 42.67%
- 5Y*
- 23.51%
- 10Y*
- 25.97%
QQQM vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 17.59% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
GOOG Alphabet Inc | 14.29% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 11.65% |
Correlation
The correlation between QQQM and GOOG is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.73 |
The correlation between QQQM and GOOG shifts across timeframes, from 0.57 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
QQQM vs. GOOG — Risk / Return Rank
QQQM
GOOG
QQQM vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) and Alphabet Inc (GOOG). 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.
| QQQM | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.59 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.99 | -1.97 |
| Martin ratioReturn relative to average drawdown | 11.23 | 17.56 | -6.33 |
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Drawdowns
QQQM vs. GOOG - Drawdown Comparison
The maximum QQQM drawdown since its inception was -35.04%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for QQQM and GOOG.
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Drawdown Indicators
| QQQM | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -44.60% | +9.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -20.75% | +8.79% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -29.35% | +6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -35.04% | -44.60% | +9.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.60% | — |
Current DrawdownCurrent decline from peak | -3.33% | -10.19% | +6.86% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -8.89% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 5.88% | -2.67% |
Volatility
QQQM vs. GOOG - Volatility Comparison
Invesco NASDAQ 100 ETF (QQQM) and Alphabet Inc (GOOG) have volatilities of 7.45% and 7.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQM | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 7.29% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.71% | 20.47% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 28.75% | -11.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.40% | 31.15% | -8.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.22% | 29.02% | -6.80% |
Dividends
QQQM vs. GOOG - Dividend Comparison
QQQM's dividend yield for the trailing twelve months is around 0.43%, more than GOOG's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
Frequently Asked Questions
QQQM and GOOG have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQM has higher volatility (7.45%) compared to GOOG (7.29%). In terms of maximum drawdown, QQQM dropped -35.04% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.60 vs 2.11), 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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