STN vs. QQQ
STN (Stantec Inc) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, STN returned 12.23%/yr vs 22.48%/yr for QQQ. At a 0.40 correlation, their price movements are largely independent.
Performance
STN vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, STN achieves a -27.15% return, which is significantly lower than QQQ's 20.41% return. Over the past 10 years, STN has underperformed QQQ with an annualized return of 12.23%, while QQQ has yielded a comparatively higher 22.48% annualized return.
STN
- 1D
- 1.20%
- 1M
- -10.50%
- YTD
- -27.15%
- 6M
- -27.02%
- 1Y
- -34.47%
- 3Y*
- 3.76%
- 5Y*
- 10.11%
- 10Y*
- 12.23%
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%
STN vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STN Stantec Inc | -27.15% | 21.08% | -1.44% | 68.90% | -13.76% | 75.67% | 16.56% | 31.83% | -20.43% | 12.80% |
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 STN and QQQ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.40 |
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Return for Risk
STN vs. QQQ — Risk / Return Rank
STN
QQQ
STN vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stantec Inc (STN) 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.
| STN | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.56 | ||
| Sortino ratioReturn per unit of downside risk | -4.69 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.41 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.44 | -4.30 |
| Martin ratioReturn relative to average drawdown | -2.01 | 12.79 | -14.80 |
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Drawdowns
STN vs. QQQ - Drawdown Comparison
The maximum STN drawdown since its inception was -67.42%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for STN and QQQ.
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Drawdown Indicators
| STN | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.42% | -82.97% | +15.55% |
Max Drawdown (1Y)Largest decline over 1 year | -40.15% | -11.96% | -28.19% |
Max Drawdown (3Y)Largest decline over 3 years | -40.15% | -22.77% | -17.38% |
Max Drawdown (5Y)Largest decline over 5 years | -40.15% | -35.12% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -35.12% | -5.03% |
Current DrawdownCurrent decline from peak | -39.44% | -0.99% | -38.45% |
Average DrawdownAverage peak-to-trough decline | -17.14% | -32.73% | +15.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.14% | 3.21% | +13.93% |
Volatility
STN vs. QQQ - Volatility Comparison
The current volatility for Stantec Inc (STN) is 7.57%, while Invesco QQQ ETF (QQQ) has a volatility of 8.47%. This indicates that STN 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.
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Volatility by Period
| STN | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 8.47% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 24.33% | 14.20% | +10.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.20% | 17.67% | +10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.33% | 22.64% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.66% | 22.43% | +3.23% |
Dividends
STN vs. QQQ - Dividend Comparison
STN's dividend yield for the trailing twelve months is around 1.15%, 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% |
STN Stantec Inc | 1.15% | 0.69% | 0.78% | 0.79% | 1.14% | 1.17% | 1.42% | 1.55% | 1.91% | 1.79% | 1.78% | 1.69% |
Frequently Asked Questions
STN and QQQ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (8.47%) compared to STN (7.57%). In terms of maximum drawdown, STN dropped -67.42% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.33 vs -1.23), 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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