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QQQS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQQS and VOO is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

QQQS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ Future Gen 200 ETF (QQQS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
11.08%
10.20%
QQQS
VOO

Key characteristics

Sharpe Ratio

QQQS:

0.37

VOO:

1.92

Sortino Ratio

QQQS:

0.69

VOO:

2.58

Omega Ratio

QQQS:

1.08

VOO:

1.35

Calmar Ratio

QQQS:

0.37

VOO:

2.88

Martin Ratio

QQQS:

1.32

VOO:

12.03

Ulcer Index

QQQS:

7.29%

VOO:

2.02%

Daily Std Dev

QQQS:

26.30%

VOO:

12.69%

Max Drawdown

QQQS:

-38.06%

VOO:

-33.99%

Current Drawdown

QQQS:

-8.69%

VOO:

0.00%

Returns By Period

In the year-to-date period, QQQS achieves a 1.50% return, which is significantly lower than VOO's 4.36% return.


QQQS

YTD

1.50%

1M

1.07%

6M

11.07%

1Y

7.83%

5Y*

N/A

10Y*

N/A

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QQQS vs. VOO - Expense Ratio Comparison

QQQS has a 0.20% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


QQQS
Invesco NASDAQ Future Gen 200 ETF
Expense ratio chart for QQQS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

QQQS vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQQS
The Risk-Adjusted Performance Rank of QQQS is 1515
Overall Rank
The Sharpe Ratio Rank of QQQS is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQS is 1414
Sortino Ratio Rank
The Omega Ratio Rank of QQQS is 1313
Omega Ratio Rank
The Calmar Ratio Rank of QQQS is 1919
Calmar Ratio Rank
The Martin Ratio Rank of QQQS is 1616
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQQS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ Future Gen 200 ETF (QQQS) and Vanguard S&P 500 ETF (VOO). 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 QQQS, currently valued at 0.37, compared to the broader market0.002.004.006.000.371.92
The chart of Sortino ratio for QQQS, currently valued at 0.69, compared to the broader market0.005.0010.000.692.58
The chart of Omega ratio for QQQS, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.35
The chart of Calmar ratio for QQQS, currently valued at 0.37, compared to the broader market0.005.0010.0015.0020.000.372.88
The chart of Martin ratio for QQQS, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.00100.001.3212.03
QQQS
VOO

The current QQQS Sharpe Ratio is 0.37, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of QQQS and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.37
1.92
QQQS
VOO

Dividends

QQQS vs. VOO - Dividend Comparison

QQQS's dividend yield for the trailing twelve months is around 0.78%, less than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
QQQS
Invesco NASDAQ Future Gen 200 ETF
0.78%0.80%0.68%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

QQQS vs. VOO - Drawdown Comparison

The maximum QQQS drawdown since its inception was -38.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QQQS and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.69%
0
QQQS
VOO

Volatility

QQQS vs. VOO - Volatility Comparison

Invesco NASDAQ Future Gen 200 ETF (QQQS) has a higher volatility of 7.42% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that QQQS's price experiences larger fluctuations and is considered to be riskier than VOO 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%SeptemberOctoberNovemberDecember2025February
7.42%
3.12%
QQQS
VOO
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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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