STK vs. QQQ

Last updated Jun 23, 2026

STK (Columbia Seligman Premium Technology Growth Closed Fund) and QQQ (Invesco QQQ ETF) are both funds - STK is a Technology Equities fund actively managed by Aberdeen, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. STK is actively managed, while QQQ is passively managed. Over the past 10 years, STK returned 24.48%/yr vs 22.48%/yr for QQQ. A 0.69 correlation means they provide meaningful diversification when combined. STK charges 1.26%/yr vs 0.18%/yr for QQQ.

Performance

STK vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Premium Technology Growth Closed Fund (STK) 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, STK achieves a 50.97% return, which is significantly higher than QQQ's 20.41% return. Over the past 10 years, STK has outperformed QQQ with an annualized return of 24.48%, while QQQ has yielded a comparatively lower 22.48% annualized return.

STK

• 1D: 0.33%
• 1M: 0.72%
• YTD: 50.97%
• 6M: 51.80%
• 1Y: 101.51%
• 3Y*: 35.40%
• 5Y*: 20.51%
• 10Y*: 24.48%

QQQ

• 1D: -0.25%
• 1M: 2.96%
• YTD: 20.41%
• 6M: 19.46%
• 1Y: 40.91%
• 3Y*: 27.47%
• 5Y*: 16.94%
• 10Y*: 22.48%

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

STK vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STK Columbia Seligman Premium Technology Growth Closed Fund	50.97%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%
QQQ Invesco QQQ ETF	20.41%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%

Correlation

The correlation between STK and QQQ is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009	0.69

The correlation between STK and QQQ shifts across timeframes, from 0.69 (all time) to 0.82 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

STK vs. QQQ — Risk / Return Rank

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

STK

STK Risk / Return Rank: 95
STK Sharpe Ratio Rank: 99
STK Sortino Ratio Rank: 92
STK Omega Ratio Rank: 91
STK Calmar Ratio Rank: 97
STK Martin Ratio Rank: 98

QQQ

QQQ Risk / Return Rank: 72
QQQ Sharpe Ratio Rank: 76
QQQ Sortino Ratio Rank: 70
QQQ Omega Ratio Rank: 72
QQQ Calmar Ratio Rank: 70
QQQ Martin Ratio Rank: 71

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.

STK vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Closed Fund (STK) 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.

	STK	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	3.88	2.33	+1.54
Sortino ratio: Return per unit of downside risk	4.26	3.03	+1.23
Omega ratio: Gain probability vs. loss probability	1.63	1.41	+0.22
Calmar ratio: Return relative to maximum drawdown	6.36	3.44	+2.92
Martin ratio: Return relative to average drawdown	27.27	12.79	+14.48

STK vs. QQQ - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 3.88, which is higher than the QQQ Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of STK 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

STK vs. QQQ - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for STK and QQQ.

Drawdown Indicators

	STK	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-41.74%	-82.97%	+41.23%
Max Drawdown (1Y) Largest decline over 1 year	-16.05%	-11.96%	-4.09%
Max Drawdown (3Y) Largest decline over 3 years	-26.59%	-22.77%	-3.82%
Max Drawdown (5Y) Largest decline over 5 years	-36.27%	-35.12%	-1.15%
Max Drawdown (10Y) Largest decline over 10 years	-41.74%	-35.12%	-6.62%
Current Drawdown Current decline from peak	-5.70%	-0.99%	-4.71%
Average Drawdown Average peak-to-trough decline	-7.41%	-32.73%	+25.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	3.21%	+0.53%

Volatility

STK vs. QQQ - Volatility Comparison

Columbia Seligman Premium Technology Growth Closed Fund (STK) has a higher volatility of 14.95% compared to Invesco QQQ ETF (QQQ) at 8.47%. This indicates that STK'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

	STK	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.95%	8.47%	+6.48%
Volatility (6M) Calculated over the trailing 6-month period	22.71%	14.20%	+8.51%
Volatility (1Y) Calculated over the trailing 1-year period	26.39%	17.67%	+8.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.75%	22.64%	+3.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.46%	22.43%	+4.03%

STK vs. QQQ - Expense Ratio Comparison

STK has a 1.26% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

STK vs. QQQ - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 4.99%, more than QQQ's 0.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQ Invesco QQQ ETF	0.49%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
STK Columbia Seligman Premium Technology Growth Closed Fund	4.99%	7.38%	16.02%	6.70%	12.62%	8.48%	6.79%	7.86%	14.88%	11.82%	9.87%	10.32%

Frequently Asked Questions

Can I hold both STK and QQQ in my portfolio?

STK and QQQ have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STK or QQQ?

STK has higher volatility (14.95%) compared to QQQ (8.47%). In terms of maximum drawdown, STK dropped -41.74% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (3.88 vs 2.33), 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.