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 -67.05%/yr vs 16.01%/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 -58.29% return, which is significantly lower than QQQ's 16.45% return.
SDOT
- 1D
- 9.14%
- 1M
- 215.07%
- YTD
- -58.29%
- 6M
- -69.87%
- 1Y
- -96.49%
- 3Y*
- -84.03%
- 5Y*
- -67.05%
- 10Y*
- —
QQQ
- 1D
- -3.29%
- 1M
- -0.43%
- YTD
- 16.45%
- 6M
- 14.99%
- 1Y
- 34.88%
- 3Y*
- 26.05%
- 5Y*
- 16.01%
- 10Y*
- 22.07%
SDOT vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SDOT Sadot Group Inc. | -58.29% | -96.81% | -5.37% | -55.99% | 26.37% | -58.85% | -62.75% |
QQQ Invesco QQQ ETF | 16.45% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 34.88% |
Correlation
The correlation between SDOT and QQQ is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
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 | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.35 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 2.93 | -3.90 |
| Martin ratioReturn relative to average drawdown | -1.25 | 10.86 | -12.12 |
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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 | -99.89% | -4.25% | -95.64% |
Average DrawdownAverage peak-to-trough decline | -81.71% | -32.73% | -48.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 76.88% | 3.22% | +73.66% |
Volatility
SDOT vs. QQQ - Volatility Comparison
Sadot Group Inc. (SDOT) has a higher volatility of 203.11% compared to Invesco QQQ ETF (QQQ) at 9.17%. 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 | 203.11% | 9.17% | +193.94% |
Volatility (6M)Calculated over the trailing 6-month period | 251.37% | 14.57% | +236.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 293.69% | 17.96% | +275.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 155.38% | 22.69% | +132.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 146.81% | 22.42% | +124.39% |
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 0.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.43% | 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 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDOT has higher volatility (203.11%) compared to QQQ (9.17%). In terms of maximum drawdown, SDOT dropped -99.97% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.95 vs -0.33), 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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