STT vs. QQQ
STT (State Street Corporation) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, STT returned 14.13%/yr vs 20.44%/yr for QQQ. Their 0.50 correlation means they have sometimes moved together and sometimes differently.
Performance
STT vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STT achieves a 45.36% return, which is significantly higher than QQQ's 12.26% return. Over the past 10 years, STT has underperformed QQQ with an annualized return of 14.13%, while QQQ has yielded a comparatively higher 20.44% annualized return.
STT
- 1D
- 0.73%
- 1M
- 7.89%
- 6M
- 42.38%
- YTD
- 45.36%
- 1Y
- 73.96%
- 3Y*
- 41.07%
- 5Y*
- 19.88%
- 10Y*
- 14.13%
- ALL TIME*
- 12.33%
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 | |
| $374.32M | $453.15M | $386.42M |
STT vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 45.36% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
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 STT and QQQ is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.50 |
The correlation between STT and QQQ shifts across timeframes, from 0.38 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STT vs. QQQ — Risk / Return Rank
STT
QQQ
STT vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) 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.
| STT | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 5.89 | 1.88 | +4.01 |
| Martin ratioReturn relative to average drawdown | 18.11 | 6.00 | +12.11 |
Loading charts...
Drawdowns
STT vs. QQQ - Drawdown Comparison
The maximum STT drawdown since its inception was -82.26%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for STT and QQQ.
Loading charts...
Drawdown Indicators
| STT | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -82.97% | +0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -11.96% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -22.77% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -41.45% | -35.12% | -6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -59.59% | -35.12% | -24.47% |
Current DrawdownCurrent decline from peak | -1.30% | -7.69% | +6.39% |
Average DrawdownAverage peak-to-trough decline | -20.40% | -32.62% | +12.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.74% | +0.09% |
Volatility
STT vs. QQQ - Volatility Comparison
State Street Corporation (STT) has a higher volatility of 8.16% compared to Invesco QQQ ETF (QQQ) at 6.87%. This indicates that STT'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.
Loading charts...
Volatility by Period
| STT | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 6.87% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 18.56% | 16.08% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.79% | 19.38% | +5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.12% | 22.90% | +7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.62% | 22.50% | +10.12% |
Dividends
STT vs. QQQ - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 1.82%, 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% |
STT State Street Corporation | 1.82% | 2.42% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% |
Frequently Asked Questions
STT and QQQ have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STT has higher volatility (8.16%) compared to QQQ (6.87%). In terms of maximum drawdown, STT dropped -82.26% vs QQQ's -82.97%.
STT currently has the higher Sharpe Ratio (2.80 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.
Find the right allocation for STT and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer