QQQM vs. MCD
QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while MCD (McDonald's Corporation) is a stock. Over the past 5 years, QQQM returned 13.97%/yr vs 4.10%/yr for MCD. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
QQQM vs. MCD - Performance Comparison
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Returns By Period
In the year-to-date period, QQQM achieves a 11.65% return, which is significantly higher than MCD's -12.30% return.
QQQM
- 1D
- -1.16%
- 1M
- -4.48%
- 6M
- 10.14%
- YTD
- 11.65%
- 1Y
- 21.43%
- 3Y*
- 22.56%
- 5Y*
- 13.97%
- 10Y*
- —
- ALL TIME*
- 16.46%
MCD
- 1D
- 0.75%
- 1M
- 0.08%
- 6M
- -13.32%
- YTD
- -12.30%
- 1Y
- -9.14%
- 3Y*
- -0.95%
- 5Y*
- 4.10%
- 10Y*
- 10.72%
- ALL TIME*
- 13.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.15B | $1.27B | $1.25B | |
| $905.61M | $924.70M | $1.17B |
QQQM vs. MCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 11.65% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
MCD McDonald's Corporation | -12.30% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | -4.54% |
Correlation
The correlation between QQQM and MCD is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.24 |
The correlation between QQQM and MCD shifts across timeframes, from -0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QQQM vs. MCD — Risk / Return Rank
QQQM
MCD
QQQM vs. MCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) and McDonald's Corporation (MCD). 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 | MCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.94 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | -0.36 | +2.18 |
| Martin ratioReturn relative to average drawdown | 6.19 | -0.81 | +7.00 |
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Drawdowns
QQQM vs. MCD - Drawdown Comparison
The maximum QQQM drawdown since its inception was -35.04%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for QQQM and MCD.
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Drawdown Indicators
| QQQM | MCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -73.20% | +38.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -21.99% | +10.03% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -21.99% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -35.04% | -21.99% | -13.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.90% | — |
Current DrawdownCurrent decline from peak | -8.21% | -21.41% | +13.20% |
Average DrawdownAverage peak-to-trough decline | -8.14% | -14.90% | +6.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 9.81% | -6.29% |
Volatility
QQQM vs. MCD - Volatility Comparison
The current volatility for Invesco NASDAQ 100 ETF (QQQM) is 6.65%, while McDonald's Corporation (MCD) has a volatility of 7.94%. This indicates that QQQM experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQM | MCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | 7.94% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 15.45% | 14.13% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 18.01% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.68% | 17.57% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.30% | 20.53% | +1.77% |
Dividends
QQQM vs. MCD - Dividend Comparison
QQQM's dividend yield for the trailing twelve months is around 0.46%, less than MCD's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | 2.78% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
QQQM Invesco NASDAQ 100 ETF | 0.46% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QQQM and MCD have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (7.94%) compared to QQQM (6.65%). In terms of maximum drawdown, QQQM dropped -35.04% vs MCD's -73.20%.
QQQM currently has the higher Sharpe Ratio (1.16 vs -0.44), 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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