RYN vs. QQQ
RYN (Rayonier Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, RYN returned 2.39%/yr vs 20.44%/yr for QQQ. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
RYN vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, RYN achieves a 3.15% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, RYN has underperformed QQQ with an annualized return of 2.39%, while QQQ has yielded a comparatively higher 20.44% annualized return.
RYN
- 1D
- 1.82%
- 1M
- 1.35%
- 6M
- -1.79%
- YTD
- 3.15%
- 1Y
- -1.00%
- 3Y*
- -6.48%
- 5Y*
- -5.32%
- 10Y*
- 2.39%
- ALL TIME*
- 7.58%
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 | |
| $46.50M | $46.09M | $53.99M |
RYN vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYN Rayonier Inc. | 3.15% | -12.01% | -13.30% | 5.76% | -15.80% | 41.56% | -6.47% | 22.65% | -9.70% | 23.06% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between RYN and QQQ is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.43 |
Over the past year, the correlation between RYN and QQQ has dropped to 0.02 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
RYN vs. QQQ — Risk / Return Rank
RYN
QQQ
RYN vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rayonier Inc. (RYN) 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.
| RYN | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.88 | -1.90 |
| Martin ratioReturn relative to average drawdown | -0.03 | 6.00 | -6.03 |
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Drawdowns
RYN vs. QQQ - Drawdown Comparison
The maximum RYN drawdown since its inception was -53.16%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for RYN and QQQ.
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Drawdown Indicators
| RYN | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.16% | -82.97% | +29.81% |
Max Drawdown (1Y)Largest decline over 1 year | -24.61% | -11.96% | -12.65% |
Max Drawdown (3Y)Largest decline over 3 years | -33.93% | -22.77% | -11.16% |
Max Drawdown (5Y)Largest decline over 5 years | -45.30% | -35.12% | -10.18% |
Max Drawdown (10Y)Largest decline over 10 years | -49.84% | -35.12% | -14.72% |
Current DrawdownCurrent decline from peak | -38.16% | -7.69% | -30.47% |
Average DrawdownAverage peak-to-trough decline | -15.58% | -32.62% | +17.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.26% | 3.74% | +11.52% |
Volatility
RYN vs. QQQ - Volatility Comparison
Rayonier Inc. (RYN) has a higher volatility of 7.89% compared to Invesco QQQ ETF (QQQ) at 6.87%. This indicates that RYN'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
| RYN | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 6.87% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 17.36% | 16.08% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.00% | 19.38% | +7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 22.90% | +2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.64% | 22.50% | +6.14% |
Dividends
RYN vs. QQQ - Dividend Comparison
RYN's dividend yield for the trailing twelve months is around 6.50%, 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% |
RYN Rayonier Inc. | 6.50% | 6.65% | 12.03% | 4.01% | 3.41% | 2.68% | 3.68% | 3.30% | 3.83% | 3.16% | 3.76% | 4.50% |
Frequently Asked Questions
RYN and QQQ have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYN has higher volatility (7.89%) compared to QQQ (6.87%). In terms of maximum drawdown, RYN dropped -53.16% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.02), 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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