STK vs. QQQ
STK (Columbia Seligman Premium Technology Growth Fund) and QQQ (Invesco QQQ ETF) are both funds - STK is a Technology Equities fund actively managed by Columbia, 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 22.24%/yr vs 20.44%/yr for QQQ. Their 0.69 correlation means they have sometimes moved together and sometimes differently. STK charges 1.12%/yr vs 0.18%/yr for QQQ.
Performance
STK vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, STK achieves a 36.26% return, which is significantly higher than QQQ's 12.26% return. Over the past 10 years, STK has outperformed QQQ with an annualized return of 22.24%, while QQQ has yielded a comparatively lower 20.44% annualized return.
STK
- 1D
- 1.95%
- 1M
- -4.81%
- 6M
- 25.48%
- YTD
- 36.26%
- 1Y
- 72.54%
- 3Y*
- 28.58%
- 5Y*
- 18.94%
- 10Y*
- 22.24%
- ALL TIME*
- 16.69%
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 | |
| $3.19M | $2.84M | $3.58M |
STK vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STK Columbia Seligman Premium Technology Growth Fund | 36.26% | 24.85% | 17.74% | 46.60% | -30.36% | 48.63% | 25.39% | 52.73% | -14.91% | 33.52% |
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 STK and QQQ is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.84 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
STK vs. QQQ — Risk / Return Rank
STK
QQQ
STK vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth 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 ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 1.88 | +1.47 |
| Martin ratioReturn relative to average drawdown | 12.27 | 6.00 | +6.28 |
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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.
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Drawdown Indicators
| STK | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.74% | -82.97% | +41.23% |
Max Drawdown (1Y)Largest decline over 1 year | -20.93% | -11.96% | -8.97% |
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 DrawdownCurrent decline from peak | -14.89% | -7.69% | -7.20% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -32.62% | +25.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 3.74% | +1.95% |
Volatility
STK vs. QQQ - Volatility Comparison
Columbia Seligman Premium Technology Growth Fund (STK) has a higher volatility of 11.01% compared to Invesco QQQ ETF (QQQ) at 6.87%. 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.
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Volatility by Period
| STK | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.01% | 6.87% | +4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 16.08% | +9.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.07% | 19.38% | +9.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.22% | 22.90% | +3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.66% | 22.50% | +4.16% |
STK vs. QQQ - Expense Ratio Comparison
STK has a 1.12% 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 5.53%, 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% |
STK Columbia Seligman Premium Technology Growth Fund | 5.53% | 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
STK and QQQ have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STK has higher volatility (11.01%) compared to QQQ (6.87%). In terms of maximum drawdown, STK dropped -41.74% vs QQQ's -82.97%.
STK currently has the higher Sharpe Ratio (2.41 vs 1.16), 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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