SG vs. QQQ
SG (Sweetgreen, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 3 years, SG returned -3.87%/yr vs 26.39%/yr for QQQ. At a 0.43 correlation, their price movements are largely independent.
Performance
SG vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, SG achieves a 35.36% return, which is significantly higher than QQQ's 18.96% return.
SG
- 1D
- 3.27%
- 1M
- 13.10%
- YTD
- 35.36%
- 6M
- 32.42%
- 1Y
- -27.61%
- 3Y*
- -3.87%
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- -1.90%
- 1M
- 2.95%
- YTD
- 18.96%
- 6M
- 19.61%
- 1Y
- 37.26%
- 3Y*
- 26.39%
- 5Y*
- 16.84%
- 10Y*
- 22.07%
SG vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SG Sweetgreen, Inc. | 35.36% | -78.91% | 183.72% | 31.86% | -73.22% | -38.46% |
QQQ Invesco QQQ ETF | 18.96% | 20.77% | 25.58% | 54.86% | -32.58% | 0.18% |
Correlation
The correlation between SG and QQQ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2021 | 0.43 |
Over the past year, the correlation between SG and QQQ has dropped to 0.23 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
SG vs. QQQ — Risk / Return Rank
SG
QQQ
SG vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sweetgreen, Inc. (SG) 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.
| SG | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.38 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 3.13 | -3.52 |
| Martin ratioReturn relative to average drawdown | -0.53 | 11.67 | -12.20 |
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Drawdowns
SG vs. QQQ - Drawdown Comparison
The maximum SG drawdown since its inception was -91.13%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SG and QQQ.
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Drawdown Indicators
| SG | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.13% | -82.97% | -8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -71.09% | -11.96% | -59.13% |
Max Drawdown (3Y)Largest decline over 3 years | -89.31% | -22.77% | -66.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -82.74% | -2.18% | -80.56% |
Average DrawdownAverage peak-to-trough decline | -66.58% | -32.74% | -33.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.59% | 3.20% | +49.39% |
Volatility
SG vs. QQQ - Volatility Comparison
Sweetgreen, Inc. (SG) has a higher volatility of 26.43% compared to Invesco QQQ ETF (QQQ) at 8.23%. This indicates that SG'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
| SG | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.43% | 8.23% | +18.20% |
Volatility (6M)Calculated over the trailing 6-month period | 54.21% | 14.12% | +40.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.72% | 17.52% | +57.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.77% | 22.61% | +57.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.77% | 22.41% | +57.36% |
Dividends
SG vs. QQQ - Dividend Comparison
SG has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SG Sweetgreen, 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
SG and QQQ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SG has higher volatility (26.43%) compared to QQQ (8.23%). In terms of maximum drawdown, SG dropped -91.13% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.14 vs -0.37), 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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