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

Correlation

The correlation between STM and QQQ is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

STM vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STMicroelectronics N.V. (STM) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
134.17%
990.35%
STM
QQQ

Key characteristics

Sharpe Ratio

STM:

-0.78

QQQ:

0.47

Sortino Ratio

STM:

-1.04

QQQ:

0.82

Omega Ratio

STM:

0.87

QQQ:

1.11

Calmar Ratio

STM:

-0.62

QQQ:

0.52

Martin Ratio

STM:

-1.12

QQQ:

1.79

Ulcer Index

STM:

36.72%

QQQ:

6.64%

Daily Std Dev

STM:

52.11%

QQQ:

25.28%

Max Drawdown

STM:

-94.40%

QQQ:

-82.98%

Current Drawdown

STM:

-56.35%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, STM achieves a -6.42% return, which is significantly higher than QQQ's -7.43% return. Over the past 10 years, STM has underperformed QQQ with an annualized return of 11.13%, while QQQ has yielded a comparatively higher 16.64% annualized return.


STM

YTD

-6.42%

1M

0.87%

6M

-16.91%

1Y

-44.65%

5Y*

-0.70%

10Y*

11.13%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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Risk-Adjusted Performance

STM vs. QQQ — Risk-Adjusted Performance Rank

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

STM
The Risk-Adjusted Performance Rank of STM is 1515
Overall Rank
The Sharpe Ratio Rank of STM is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of STM is 1212
Sortino Ratio Rank
The Omega Ratio Rank of STM is 1313
Omega Ratio Rank
The Calmar Ratio Rank of STM is 1313
Calmar Ratio Rank
The Martin Ratio Rank of STM is 2323
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.

STM vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) 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.


The chart of Sharpe ratio for STM, currently valued at -0.78, compared to the broader market-2.00-1.000.001.002.003.00
STM: -0.78
QQQ: 0.47
The chart of Sortino ratio for STM, currently valued at -1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
STM: -1.04
QQQ: 0.82
The chart of Omega ratio for STM, currently valued at 0.87, compared to the broader market0.501.001.502.00
STM: 0.87
QQQ: 1.11
The chart of Calmar ratio for STM, currently valued at -0.62, compared to the broader market0.001.002.003.004.005.00
STM: -0.62
QQQ: 0.52
The chart of Martin ratio for STM, currently valued at -1.12, compared to the broader market-5.000.005.0010.0015.0020.00
STM: -1.12
QQQ: 1.79

The current STM Sharpe Ratio is -0.78, which is lower than the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of STM 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.78
0.47
STM
QQQ

Dividends

STM vs. QQQ - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 1.55%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
STM
STMicroelectronics N.V.
1.55%1.32%0.48%0.82%0.45%0.50%0.89%1.73%1.10%2.33%5.11%4.55%
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

STM vs. QQQ - Drawdown Comparison

The maximum STM drawdown since its inception was -94.40%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for STM and QQQ. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.35%
-12.28%
STM
QQQ

Volatility

STM vs. QQQ - Volatility Comparison

STMicroelectronics N.V. (STM) has a higher volatility of 31.06% compared to Invesco QQQ (QQQ) at 16.86%. This indicates that STM'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%30.00%NovemberDecember2025FebruaryMarchApril
31.06%
16.86%
STM
QQQ