QQQM vs. SOL-USD
QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, QQQM returned 16.94%/yr vs 11.54%/yr for SOL-USD. At a 0.25 correlation, their price movements are largely independent.
Performance
QQQM vs. SOL-USD - 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 SOL-USD's -46.20% return.
QQQM
- 1D
- 0.67%
- 1M
- 0.97%
- YTD
- 17.59%
- 6M
- 17.91%
- 1Y
- 35.90%
- 3Y*
- 26.52%
- 5Y*
- 16.94%
- 10Y*
- —
SOL-USD
- 1D
- 0.15%
- 1M
- -26.54%
- YTD
- -46.20%
- 6M
- -49.40%
- 1Y
- -56.07%
- 3Y*
- 64.54%
- 5Y*
- 11.54%
- 10Y*
- —
QQQM vs. SOL-USD - 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% |
SOL-USD Solana | -46.20% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | -41.60% |
Correlation
The correlation between QQQM and SOL-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.25 |
The correlation between QQQM and SOL-USD shifts across timeframes, from 0.23 (3 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QQQM vs. SOL-USD — Risk / Return Rank
QQQM
SOL-USD
QQQM vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) and Solana (SOL-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.
| QQQM | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.88 | ||
| Sortino ratioReturn per unit of downside risk | +3.82 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.90 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | -0.75 | +3.76 |
| Martin ratioReturn relative to average drawdown | 11.23 | -1.21 | +12.44 |
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Drawdowns
QQQM vs. SOL-USD - Drawdown Comparison
The maximum QQQM drawdown since its inception was -35.04%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for QQQM and SOL-USD.
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Drawdown Indicators
| QQQM | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -96.27% | +61.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -74.89% | +62.93% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -76.28% | +53.58% |
Max Drawdown (5Y)Largest decline over 5 years | -35.04% | -96.27% | +61.23% |
Current DrawdownCurrent decline from peak | -3.33% | -74.45% | +71.12% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -51.41% | +43.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 52.87% | -49.66% |
Volatility
QQQM vs. SOL-USD - Volatility Comparison
The current volatility for Invesco NASDAQ 100 ETF (QQQM) is 7.45%, while Solana (SOL-USD) has a volatility of 17.43%. This indicates that QQQM experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQM | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 17.43% | -9.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.71% | 46.84% | -33.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 60.20% | -43.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.40% | 82.38% | -59.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.22% | 99.84% | -77.62% |
Frequently Asked Questions
QQQM and SOL-USD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.43%) compared to QQQM (7.45%). In terms of maximum drawdown, QQQM dropped -35.04% vs SOL-USD's -96.27%.
QQQM currently has the higher Sharpe Ratio (2.11 vs -0.78), 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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