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SIRI vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SIRI and QQQ is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SIRI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sirius XM Holdings Inc. (SIRI) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-45.09%
2.16%
SIRI
QQQ

Key characteristics

Sharpe Ratio

SIRI:

-1.15

QQQ:

1.36

Sortino Ratio

SIRI:

-1.98

QQQ:

1.86

Omega Ratio

SIRI:

0.77

QQQ:

1.25

Calmar Ratio

SIRI:

-0.62

QQQ:

1.81

Martin Ratio

SIRI:

-1.40

QQQ:

6.37

Ulcer Index

SIRI:

43.02%

QQQ:

3.84%

Daily Std Dev

SIRI:

52.37%

QQQ:

18.10%

Max Drawdown

SIRI:

-99.92%

QQQ:

-82.98%

Current Drawdown

SIRI:

-96.65%

QQQ:

-5.91%

Returns By Period

In the year-to-date period, SIRI achieves a -8.33% return, which is significantly lower than QQQ's -1.11% return. Over the past 10 years, SIRI has underperformed QQQ with an annualized return of -4.54%, while QQQ has yielded a comparatively higher 18.49% annualized return.


SIRI

YTD

-8.33%

1M

-13.31%

6M

-45.24%

1Y

-59.06%

5Y*

-21.20%

10Y*

-4.54%

QQQ

YTD

-1.11%

1M

-4.55%

6M

2.20%

1Y

24.17%

5Y*

18.93%

10Y*

18.49%

*Annualized

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Risk-Adjusted Performance

SIRI vs. QQQ — Risk-Adjusted Performance Rank

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

SIRI
The Risk-Adjusted Performance Rank of SIRI is 66
Overall Rank
The Sharpe Ratio Rank of SIRI is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of SIRI is 22
Sortino Ratio Rank
The Omega Ratio Rank of SIRI is 44
Omega Ratio Rank
The Calmar Ratio Rank of SIRI is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SIRI is 1010
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6565
Overall Rank
The Sharpe Ratio Rank of QQQ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SIRI vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sirius XM Holdings Inc. (SIRI) and Invesco QQQ (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.


Sharpe ratio
The chart of Sharpe ratio for SIRI, currently valued at -1.15, compared to the broader market-2.000.002.00-1.151.36
The chart of Sortino ratio for SIRI, currently valued at -1.98, compared to the broader market-4.00-2.000.002.004.00-1.981.86
The chart of Omega ratio for SIRI, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.25
The chart of Calmar ratio for SIRI, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.621.81
The chart of Martin ratio for SIRI, currently valued at -1.40, compared to the broader market0.0010.0020.00-1.406.37
SIRI
QQQ

The current SIRI Sharpe Ratio is -1.15, which is lower than the QQQ Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SIRI and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.15
1.36
SIRI
QQQ

Dividends

SIRI vs. QQQ - Dividend Comparison

SIRI's dividend yield for the trailing twelve months is around 4.00%, more than QQQ's 0.56% yield.


TTM20242023202220212020201920182017201620152014
SIRI
Sirius XM Holdings Inc.
4.00%3.67%0.18%1.26%0.63%0.27%0.38%0.61%0.24%0.22%0.00%0.00%
QQQ
Invesco QQQ
0.56%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

SIRI vs. QQQ - Drawdown Comparison

The maximum SIRI drawdown since its inception was -99.92%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SIRI and QQQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-96.65%
-5.91%
SIRI
QQQ

Volatility

SIRI vs. QQQ - Volatility Comparison

Sirius XM Holdings Inc. (SIRI) has a higher volatility of 17.59% compared to Invesco QQQ (QQQ) at 6.26%. This indicates that SIRI'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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
17.59%
6.26%
SIRI
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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