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

Correlation

The correlation between SPGP and QQQ is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

SPGP vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 GARP ETF (SPGP) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
506.89%
892.10%
SPGP
QQQ

Key characteristics

Sharpe Ratio

SPGP:

-0.28

QQQ:

0.36

Sortino Ratio

SPGP:

-0.28

QQQ:

0.60

Omega Ratio

SPGP:

0.97

QQQ:

1.08

Calmar Ratio

SPGP:

-0.33

QQQ:

0.52

Martin Ratio

SPGP:

-0.93

QQQ:

1.40

Ulcer Index

SPGP:

4.76%

QQQ:

5.08%

Daily Std Dev

SPGP:

15.83%

QQQ:

19.63%

Max Drawdown

SPGP:

-42.08%

QQQ:

-82.98%

Current Drawdown

SPGP:

-10.12%

QQQ:

-12.25%

Returns By Period

In the year-to-date period, SPGP achieves a -3.94% return, which is significantly higher than QQQ's -7.40% return. Over the past 10 years, SPGP has underperformed QQQ with an annualized return of 13.07%, while QQQ has yielded a comparatively higher 17.18% annualized return.


SPGP

YTD

-3.94%

1M

-4.60%

6M

-3.37%

1Y

-4.62%

5Y*

20.03%

10Y*

13.07%

QQQ

YTD

-7.40%

1M

-6.84%

6M

-1.48%

1Y

6.89%

5Y*

21.36%

10Y*

17.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPGP vs. QQQ - Expense Ratio Comparison

SPGP has a 0.36% expense ratio, which is higher than QQQ's 0.20% expense ratio.


SPGP
Invesco S&P 500 GARP ETF
Expense ratio chart for SPGP: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPGP: 0.36%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

SPGP vs. QQQ — Risk-Adjusted Performance Rank

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

SPGP
The Risk-Adjusted Performance Rank of SPGP is 88
Overall Rank
The Sharpe Ratio Rank of SPGP is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGP is 99
Sortino Ratio Rank
The Omega Ratio Rank of SPGP is 99
Omega Ratio Rank
The Calmar Ratio Rank of SPGP is 77
Calmar Ratio Rank
The Martin Ratio Rank of SPGP is 77
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 4444
Overall Rank
The Sharpe Ratio Rank of QQQ is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 4040
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 5353
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 4343
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.

SPGP vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 GARP ETF (SPGP) 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 SPGP, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.005.00
SPGP: -0.28
QQQ: 0.36
The chart of Sortino ratio for SPGP, currently valued at -0.28, compared to the broader market-2.000.002.004.006.008.0010.00
SPGP: -0.28
QQQ: 0.60
The chart of Omega ratio for SPGP, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.00
SPGP: 0.97
QQQ: 1.08
The chart of Calmar ratio for SPGP, currently valued at -0.33, compared to the broader market0.005.0010.0015.00
SPGP: -0.33
QQQ: 0.52
The chart of Martin ratio for SPGP, currently valued at -0.93, compared to the broader market0.0020.0040.0060.0080.00100.00
SPGP: -0.93
QQQ: 1.40

The current SPGP Sharpe Ratio is -0.28, which is lower than the QQQ Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SPGP 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.28
0.36
SPGP
QQQ

Dividends

SPGP vs. QQQ - Dividend Comparison

SPGP's dividend yield for the trailing twelve months is around 1.52%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
SPGP
Invesco S&P 500 GARP ETF
1.52%1.38%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%1.52%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

SPGP vs. QQQ - Drawdown Comparison

The maximum SPGP drawdown since its inception was -42.08%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SPGP and QQQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.12%
-12.25%
SPGP
QQQ

Volatility

SPGP vs. QQQ - Volatility Comparison

The current volatility for Invesco S&P 500 GARP ETF (SPGP) is 6.03%, while Invesco QQQ (QQQ) has a volatility of 7.73%. This indicates that SPGP experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
6.03%
7.73%
SPGP
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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