RYN vs. QQQE

Last updated Jun 24, 2026

RYN (Rayonier Inc.) is a stock, while QQQE (Direxion NASDAQ-100 Equal Weighted Index Shares) is Nasdaq-100 fund tracking the NASDAQ-100 Equal Weighted Index. Over the past 10 years, RYN returned 2.80%/yr vs 15.77%/yr for QQQE. At a 0.44 correlation, their price movements are largely independent.

Performance

RYN vs. QQQE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rayonier Inc. (RYN) and Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RYN achieves a 0.26% return, which is significantly lower than QQQE's 16.25% return. Over the past 10 years, RYN has underperformed QQQE with an annualized return of 2.80%, while QQQE has yielded a comparatively higher 15.77% annualized return.

RYN

• 1D: 1.24%
• 1M: 5.25%
• YTD: 0.26%
• 6M: 0.03%
• 1Y: -1.11%
• 3Y*: -2.69%
• 5Y*: -4.57%
• 10Y*: 2.80%

QQQE

• 1D: -2.31%
• 1M: 1.82%
• YTD: 16.25%
• 6M: 14.96%
• 1Y: 24.99%
• 3Y*: 17.55%
• 5Y*: 9.11%
• 10Y*: 15.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RYN vs. QQQE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYN Rayonier Inc.	0.26%	-12.01%	-13.30%	5.76%	-15.80%	41.56%	-6.47%	22.65%	-9.70%	23.06%
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares	16.25%	14.58%	6.98%	33.76%	-24.47%	17.93%	37.85%	36.43%	-5.40%	26.53%

Correlation

The correlation between RYN and QQQE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Mar 21, 2012	0.44

Over the past year, the correlation between RYN and QQQE has dropped to 0.19 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

Return for Risk

RYN vs. QQQE — Risk / Return Rank

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

RYN

RYN Risk / Return Rank: 38
RYN Sharpe Ratio Rank: 40
RYN Sortino Ratio Rank: 35
RYN Omega Ratio Rank: 34
RYN Calmar Ratio Rank: 41
RYN Martin Ratio Rank: 41

QQQE

QQQE Risk / Return Rank: 50
QQQE Sharpe Ratio Rank: 48
QQQE Sortino Ratio Rank: 45
QQQE Omega Ratio Rank: 45
QQQE Calmar Ratio Rank: 57
QQQE Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYN vs. QQQE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayonier Inc. (RYN) and Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE). 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	QQQE	Difference
Sharpe ratio: Return per unit of total volatility	-0.04	1.60	-1.64
Sortino ratio: Return per unit of downside risk	0.14	2.20	-2.06
Omega ratio: Gain probability vs. loss probability	1.02	1.28	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.05	2.67	-2.71
Martin ratio: Return relative to average drawdown	-0.08	8.96	-9.03

RYN vs. QQQE - Sharpe Ratio Comparison

The current RYN Sharpe Ratio is -0.04, which is lower than the QQQE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of RYN and QQQE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RYN vs. QQQE - Drawdown Comparison

The maximum RYN drawdown since its inception was -53.16%, which is greater than QQQE's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for RYN and QQQE.

Drawdown Indicators

	RYN	QQQE	Difference
Max Drawdown Largest peak-to-trough decline	-53.16%	-32.14%	-21.02%
Max Drawdown (1Y) Largest decline over 1 year	-24.61%	-9.41%	-15.20%
Max Drawdown (3Y) Largest decline over 3 years	-33.93%	-21.38%	-12.55%
Max Drawdown (5Y) Largest decline over 5 years	-45.30%	-32.14%	-13.16%
Max Drawdown (10Y) Largest decline over 10 years	-49.84%	-32.14%	-17.70%
Current Drawdown Current decline from peak	-39.89%	-3.24%	-36.65%
Average Drawdown Average peak-to-trough decline	-15.50%	-5.16%	-10.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.40%	2.80%	+11.60%

Volatility

RYN vs. QQQE - Volatility Comparison

The current volatility for Rayonier Inc. (RYN) is 7.52%, while Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) has a volatility of 8.11%. This indicates that RYN experiences smaller price fluctuations and is considered to be less risky than QQQE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYN	QQQE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.52%	8.11%	-0.59%
Volatility (6M) Calculated over the trailing 6-month period	18.19%	12.74%	+5.45%
Volatility (1Y) Calculated over the trailing 1-year period	26.83%	15.68%	+11.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.72%	20.55%	+5.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.58%	20.80%	+7.78%

Dividends

RYN vs. QQQE - Dividend Comparison

RYN's dividend yield for the trailing twelve months is around 6.68%, more than QQQE's 0.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares	0.53%	0.52%	0.86%	0.79%	0.98%	3.83%	0.54%	0.74%	0.80%	0.65%	1.17%	0.57%
RYN Rayonier Inc.	6.68%	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

Can I hold both RYN and QQQE in my portfolio?

RYN and QQQE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RYN or QQQE?

QQQE has higher volatility (8.11%) compared to RYN (7.52%). In terms of maximum drawdown, RYN dropped -53.16% vs QQQE's -32.14%.

Which has better risk-adjusted returns?

QQQE currently has the higher Sharpe Ratio (1.60 vs -0.04), 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.