RYN vs. QQQE
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 2.39%/yr vs 14.70%/yr for QQQE. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
RYN vs. QQQE - 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 QQQE's 14.79% return. Over the past 10 years, RYN has underperformed QQQE with an annualized return of 2.39%, while QQQE has yielded a comparatively higher 14.70% 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%
QQQE
- 1D
- 0.29%
- 1M
- -2.56%
- 6M
- 13.07%
- YTD
- 14.79%
- 1Y
- 21.68%
- 3Y*
- 14.21%
- 5Y*
- 8.11%
- 10Y*
- 14.70%
- ALL TIME*
- 14.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $22.33M | $22.31M | $23.91M | |
| $46.50M | $46.09M | $53.99M |
RYN vs. QQQE - 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% |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 14.79% | 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 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
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 0.13 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
RYN vs. QQQE — Risk / Return Rank
RYN
QQQE
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 ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.22 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.11 | -2.13 |
| Martin ratioReturn relative to average drawdown | -0.03 | 6.75 | -6.79 |
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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.
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Drawdown Indicators
| RYN | QQQE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -38.16% | -4.46% | -33.70% |
Average DrawdownAverage peak-to-trough decline | -15.58% | -5.14% | -10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.26% | 2.94% | +12.32% |
Volatility
RYN vs. QQQE - Volatility Comparison
Rayonier Inc. (RYN) has a higher volatility of 7.89% compared to Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) at 3.68%. This indicates that RYN's price experiences larger fluctuations and is considered to be riskier than QQQE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYN | QQQE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.89% | 3.68% | +4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 17.36% | 12.96% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.00% | 16.02% | +10.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 20.58% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.64% | 20.76% | +7.88% |
Dividends
RYN vs. QQQE - Dividend Comparison
RYN's dividend yield for the trailing twelve months is around 6.50%, more than QQQE's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 0.58% | 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. | 6.50% | 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 QQQE have a correlation of 0.13, 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 QQQE (3.68%). In terms of maximum drawdown, RYN dropped -53.16% vs QQQE's -32.14%.
QQQE currently has the higher Sharpe Ratio (1.25 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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