RYAN vs. QQQ
RYAN (Ryan Specialty Group Holdings, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, RYAN returned 8.98%/yr vs 14.23%/yr for QQQ. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
RYAN vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, RYAN achieves a -13.82% return, which is significantly lower than QQQ's 12.26% return.
RYAN
- 1D
- 0.16%
- 1M
- 5.07%
- 6M
- -7.84%
- YTD
- -13.82%
- 1Y
- -22.77%
- 3Y*
- 1.25%
- 5Y*
- 8.98%
- 10Y*
- —
- ALL TIME*
- 12.06%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $30.32B | $28.40B | $31.45B | |
| $108.70M | $91.50M | $93.39M |
RYAN vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RYAN Ryan Specialty Group Holdings, Inc. | -13.82% | -18.92% | 50.88% | 3.64% | 2.87% | 57.62% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 10.30% |
Correlation
The correlation between RYAN and QQQ is -0.26, 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. | -0.26 |
Correlation (3Y) Balances recent behavior with more history. | -0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2021 | 0.19 |
The correlation between RYAN and QQQ shifts across timeframes, from -0.26 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RYAN vs. QQQ — Risk / Return Rank
RYAN
QQQ
RYAN vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryan Specialty Group Holdings, Inc. (RYAN) and Invesco QQQ ETF (QQQ). 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.
| RYAN | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.21 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.88 | -2.40 |
| Martin ratioReturn relative to average drawdown | -0.93 | 6.00 | -6.93 |
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Drawdowns
RYAN vs. QQQ - Drawdown Comparison
The maximum RYAN drawdown since its inception was -60.94%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for RYAN and QQQ.
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Drawdown Indicators
| RYAN | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -82.97% | +22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -51.53% | -11.96% | -39.57% |
Max Drawdown (3Y)Largest decline over 3 years | -60.94% | -22.77% | -38.17% |
Max Drawdown (5Y)Largest decline over 5 years | -60.94% | -35.12% | -25.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -41.06% | -7.69% | -33.37% |
Average DrawdownAverage peak-to-trough decline | -13.41% | -32.62% | +19.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.12% | 3.74% | +25.38% |
Volatility
RYAN vs. QQQ - Volatility Comparison
Ryan Specialty Group Holdings, Inc. (RYAN) has a higher volatility of 13.89% compared to Invesco QQQ ETF (QQQ) at 6.87%. This indicates that RYAN's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYAN | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.89% | 6.87% | +7.02% |
Volatility (6M)Calculated over the trailing 6-month period | 36.89% | 16.08% | +20.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.14% | 19.38% | +23.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.10% | 22.90% | +12.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.22% | 22.50% | +12.72% |
Dividends
RYAN vs. QQQ - Dividend Comparison
RYAN's dividend yield for the trailing twelve months is around 1.13%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
RYAN Ryan Specialty Group Holdings, Inc. | 1.13% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RYAN and QQQ have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYAN has higher volatility (13.89%) compared to QQQ (6.87%). In terms of maximum drawdown, RYAN dropped -60.94% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.63), 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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