SIGA vs. QQQ
SIGA (SIGA Technologies, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, SIGA returned 8.86%/yr vs 20.44%/yr for QQQ. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
SIGA vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SIGA achieves a -39.50% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, SIGA has underperformed QQQ with an annualized return of 8.86%, while QQQ has yielded a comparatively higher 20.44% annualized return.
SIGA
- 1D
- 0.62%
- 1M
- -15.28%
- 6M
- -44.83%
- YTD
- -39.50%
- 1Y
- -42.78%
- 3Y*
- -8.01%
- 5Y*
- -4.55%
- 10Y*
- 8.86%
- ALL TIME*
- -0.30%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $30.32B | $28.40B | $31.45B | |
| $3.41M | $2.66M | $2.49M |
SIGA vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIGA SIGA Technologies, Inc. | -39.50% | 12.27% | 15.21% | -17.64% | 4.16% | 3.44% | 52.41% | -39.62% | 62.89% | 68.40% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between SIGA and QQQ is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.21 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SIGA vs. QQQ — Risk / Return Rank
SIGA
QQQ
SIGA vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SIGA Technologies, Inc. (SIGA) 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.
| SIGA | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.21 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.88 | -2.58 |
| Martin ratioReturn relative to average drawdown | -1.20 | 6.00 | -7.20 |
Loading charts...
Drawdowns
SIGA vs. QQQ - Drawdown Comparison
The maximum SIGA drawdown since its inception was -98.01%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SIGA and QQQ.
Loading charts...
Drawdown Indicators
| SIGA | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.01% | -82.97% | -15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -63.03% | -11.96% | -51.07% |
Max Drawdown (3Y)Largest decline over 3 years | -67.67% | -22.77% | -44.90% |
Max Drawdown (5Y)Largest decline over 5 years | -82.80% | -35.12% | -47.68% |
Max Drawdown (10Y)Largest decline over 10 years | -82.80% | -35.12% | -47.68% |
Current DrawdownCurrent decline from peak | -81.86% | -7.69% | -74.17% |
Average DrawdownAverage peak-to-trough decline | -66.98% | -32.62% | -34.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.66% | 3.74% | +32.92% |
Volatility
SIGA vs. QQQ - Volatility Comparison
SIGA Technologies, Inc. (SIGA) has a higher volatility of 16.37% compared to Invesco QQQ ETF (QQQ) at 6.87%. This indicates that SIGA'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.
Loading charts...
Volatility by Period
| SIGA | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.37% | 6.87% | +9.50% |
Volatility (6M)Calculated over the trailing 6-month period | 32.14% | 16.08% | +16.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.42% | 19.38% | +31.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.16% | 22.90% | +46.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.67% | 22.50% | +37.17% |
Dividends
SIGA vs. QQQ - Dividend Comparison
SIGA's dividend yield for the trailing twelve months is around 18.35%, more than QQQ's 0.44% yield.
| 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% |
SIGA SIGA Technologies, Inc. | 18.35% | 9.82% | 9.98% | 8.04% | 6.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SIGA and QQQ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIGA has higher volatility (16.37%) compared to QQQ (6.87%). In terms of maximum drawdown, SIGA dropped -98.01% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.88), 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.
Find the right allocation for SIGA and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer