R vs. QQQM
R (Ryder System, Inc.) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, R returned 31.46%/yr vs 16.03%/yr for QQQM. At a 0.42 correlation, their price movements are largely independent.
Performance
R vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, R achieves a 37.50% return, which is significantly higher than QQQM's 15.99% return.
R
- 1D
- -0.89%
- 1M
- 6.97%
- YTD
- 37.50%
- 6M
- 33.07%
- 1Y
- 69.69%
- 3Y*
- 50.35%
- 5Y*
- 31.46%
- 10Y*
- 19.18%
QQQM
- 1D
- -0.42%
- 1M
- -0.84%
- YTD
- 15.99%
- 6M
- 14.21%
- 1Y
- 32.39%
- 3Y*
- 25.97%
- 5Y*
- 16.03%
- 10Y*
- —
R vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
R Ryder System, Inc. | 37.50% | 24.53% | 39.51% | 41.61% | 4.38% | 37.59% | 27.82% |
QQQM Invesco NASDAQ 100 ETF | 15.99% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between R and QQQM is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.42 |
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Return for Risk
R vs. QQQM — Risk / Return Rank
R
QQQM
R vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryder System, Inc. (R) and Invesco NASDAQ 100 ETF (QQQM). 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.
| R | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.72 | +1.28 |
| Martin ratioReturn relative to average drawdown | 10.93 | 10.03 | +0.90 |
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Drawdowns
R vs. QQQM - Drawdown Comparison
The maximum R drawdown since its inception was -74.02%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for R and QQQM.
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Drawdown Indicators
| R | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.02% | -35.04% | -38.98% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -11.96% | -5.56% |
Max Drawdown (3Y)Largest decline over 3 years | -23.86% | -22.70% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | -35.04% | +5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -72.26% | — | — |
Current DrawdownCurrent decline from peak | -6.90% | -4.64% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -22.49% | -8.20% | -14.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.40% | 3.24% | +3.16% |
Volatility
R vs. QQQM - Volatility Comparison
The current volatility for Ryder System, Inc. (R) is 7.52%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 9.00%. This indicates that R experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| R | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 9.00% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 25.16% | 14.39% | +10.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.74% | 17.83% | +15.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.01% | 22.53% | +10.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.59% | 22.29% | +14.30% |
Dividends
R vs. QQQM - Dividend Comparison
R's dividend yield for the trailing twelve months is around 1.39%, more than QQQM's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 0.45% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
R Ryder System, Inc. | 1.39% | 1.80% | 1.94% | 2.31% | 2.87% | 2.77% | 3.63% | 4.05% | 4.40% | 2.14% | 2.28% | 2.75% |
Frequently Asked Questions
R and QQQM have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQM has higher volatility (9.00%) compared to R (7.52%). In terms of maximum drawdown, R dropped -74.02% vs QQQM's -35.04%.
R currently has the higher Sharpe Ratio (2.08 vs 1.83), 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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