SEI vs. QQQ

Last updated Jun 26, 2026

SEI (Solaris Energy Infrastructure, Inc) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, SEI returned 57.23%/yr vs 16.13%/yr for QQQ. At a 0.27 correlation, their price movements are largely independent.

Performance

SEI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solaris Energy Infrastructure, Inc (SEI) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEI achieves a 73.51% return, which is significantly higher than QQQ's 16.89% return.

SEI

• 1D: 4.54%
• 1M: 5.57%
• YTD: 73.51%
• 6M: 76.97%
• 1Y: 192.72%
• 3Y*: 120.88%
• 5Y*: 57.23%
• 10Y*: —

QQQ

• 1D: 0.81%
• 1M: -1.80%
• YTD: 16.89%
• 6M: 15.09%
• 1Y: 33.02%
• 3Y*: 26.78%
• 5Y*: 16.13%
• 10Y*: 22.36%

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

SEI vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEI Solaris Energy Infrastructure, Inc	73.51%	62.29%	277.66%	-15.75%	57.46%	-15.55%	-38.09%	19.10%	-43.06%	75.35%
QQQ Invesco QQQ ETF	16.89%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	13.42%

Correlation

The correlation between SEI and QQQ is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since May 12, 2017	0.27

The correlation between SEI and QQQ shifts across timeframes, from 0.27 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SEI vs. QQQ — Risk / Return Rank

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

SEI

SEI Risk / Return Rank: 93
SEI Sharpe Ratio Rank: 94
SEI Sortino Ratio Rank: 90
SEI Omega Ratio Rank: 87
SEI Calmar Ratio Rank: 96
SEI Martin Ratio Rank: 96

QQQ

QQQ Risk / Return Rank: 64
QQQ Sharpe Ratio Rank: 66
QQQ Sortino Ratio Rank: 61
QQQ Omega Ratio Rank: 63
QQQ Calmar Ratio Rank: 65
QQQ Martin Ratio Rank: 65

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.

SEI vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solaris Energy Infrastructure, Inc (SEI) 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.

	SEI	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	2.64	1.85	+0.79
Sortino ratio: Return per unit of downside risk	2.94	2.45	+0.49
Omega ratio: Gain probability vs. loss probability	1.36	1.33	+0.03
Calmar ratio: Return relative to maximum drawdown	7.34	2.77	+4.57
Martin ratio: Return relative to average drawdown	18.46	10.21	+8.24

SEI vs. QQQ - Sharpe Ratio Comparison

The current SEI Sharpe Ratio is 2.64, which is higher than the QQQ Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SEI and QQQ, 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

SEI vs. QQQ - Drawdown Comparison

The maximum SEI drawdown since its inception was -79.49%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SEI and QQQ.

Drawdown Indicators

	SEI	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-79.49%	-82.97%	+3.48%
Max Drawdown (1Y) Largest decline over 1 year	-26.43%	-11.96%	-14.47%
Max Drawdown (3Y) Largest decline over 3 years	-55.37%	-22.77%	-32.60%
Max Drawdown (5Y) Largest decline over 5 years	-55.37%	-35.12%	-20.25%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.12%	—
Current Drawdown Current decline from peak	-4.16%	-3.89%	-0.27%
Average Drawdown Average peak-to-trough decline	-38.49%	-32.72%	-5.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.49%	3.24%	+7.25%

Volatility

SEI vs. QQQ - Volatility Comparison

Solaris Energy Infrastructure, Inc (SEI) has a higher volatility of 22.42% compared to Invesco QQQ ETF (QQQ) at 9.02%. This indicates that SEI'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.

Volatility by Period

	SEI	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.42%	9.02%	+13.40%
Volatility (6M) Calculated over the trailing 6-month period	50.42%	14.55%	+35.87%
Volatility (1Y) Calculated over the trailing 1-year period	73.58%	17.91%	+55.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.76%	22.69%	+44.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.29%	22.41%	+39.88%

Dividends

SEI vs. QQQ - Dividend Comparison

SEI's dividend yield for the trailing twelve months is around 0.60%, more than QQQ's 0.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQ Invesco QQQ ETF	0.42%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SEI Solaris Energy Infrastructure, Inc	0.60%	1.04%	1.67%	5.65%	4.23%	6.41%	5.16%	2.89%	0.83%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SEI and QQQ in my portfolio?

SEI and QQQ have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEI or QQQ?

SEI has higher volatility (22.42%) compared to QQQ (9.02%). In terms of maximum drawdown, SEI dropped -79.49% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

SEI currently has the higher Sharpe Ratio (2.64 vs 1.85), 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.