SDOT vs. QQQ
SDOT (Sadot Group Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, SDOT returned -59.56%/yr vs 14.91%/yr for QQQ. At a 0.15 correlation, their price movements are largely independent.
Performance
SDOT vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, SDOT achieves a 4.55% return, which is significantly lower than QQQ's 13.46% return.
SDOT
- 1D
- 77.54%
- 1M
- 47.26%
- 6M
- -63.23%
- YTD
- 4.55%
- 1Y
- -90.83%
- 3Y*
- -78.60%
- 5Y*
- -59.56%
- 10Y*
- —
QQQ
- 1D
- -1.50%
- 1M
- -3.66%
- 6M
- 12.19%
- YTD
- 13.46%
- 1Y
- 24.36%
- 3Y*
- 22.41%
- 5Y*
- 14.91%
- 10Y*
- 20.87%
SDOT vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SDOT Sadot Group Inc. | 4.55% | -96.81% | -5.37% | -55.99% | 26.37% | -58.85% | -62.75% |
QQQ Invesco QQQ ETF | 13.46% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 34.88% |
Correlation
The correlation between SDOT and QQQ is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2020 | 0.15 |
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Return for Risk
SDOT vs. QQQ — Risk / Return Rank
SDOT
QQQ
SDOT vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sadot Group Inc. (SDOT) 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.
| SDOT | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 2.05 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.13 | 7.20 | -8.33 |
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Drawdowns
SDOT vs. QQQ - Drawdown Comparison
The maximum SDOT drawdown since its inception was -99.97%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SDOT and QQQ.
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Drawdown Indicators
| SDOT | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -82.97% | -17.00% |
Max Drawdown (1Y)Largest decline over 1 year | -99.24% | -11.96% | -87.28% |
Max Drawdown (3Y)Largest decline over 3 years | -99.90% | -22.77% | -77.13% |
Max Drawdown (5Y)Largest decline over 5 years | -99.92% | -35.12% | -64.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -99.73% | -6.71% | -93.02% |
Average DrawdownAverage peak-to-trough decline | -81.90% | -32.65% | -49.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 80.47% | 3.39% | +77.08% |
Volatility
SDOT vs. QQQ - Volatility Comparison
Sadot Group Inc. (SDOT) has a higher volatility of 213.39% compared to Invesco QQQ ETF (QQQ) at 7.45%. This indicates that SDOT'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
| SDOT | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 213.39% | 7.45% | +205.94% |
Volatility (6M)Calculated over the trailing 6-month period | 306.91% | 15.55% | +291.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 418.26% | 18.75% | +399.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 204.80% | 22.81% | +181.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 187.75% | 22.45% | +165.30% |
Dividends
SDOT vs. QQQ - Dividend Comparison
SDOT has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.44%.
| 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% |
SDOT Sadot Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDOT and QQQ 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.
SDOT has higher volatility (213.39%) compared to QQQ (7.45%). In terms of maximum drawdown, SDOT dropped -99.97% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.31 vs -0.22), 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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