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SU vs. QQC-F.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SU vs. QQC-F.TO

Last updated Jun 13, 2026

SU (Suncor Energy Inc.) is a stock, while QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, SU returned 13.39%/yr vs 19.14%/yr for QQC-F.TO. At a 0.21 correlation, their price movements are largely independent.

Performance

SU vs. QQC-F.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Suncor Energy Inc. (SU) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SU is traded in USD, while QQC-F.TO is traded in CAD. To make them comparable, the QQC-F.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SU achieves a 40.87% return, which is significantly higher than QQC-F.TO's 13.74% return. Over the past 10 years, SU has underperformed QQC-F.TO with an annualized return of 13.39%, while QQC-F.TO has yielded a comparatively higher 19.14% annualized return.

SU

1D
-0.32%
1M
-9.20%
YTD
40.87%
6M
40.84%
1Y
55.65%
3Y*
32.55%
5Y*
25.10%
10Y*
13.39%

QQC-F.TO

1D
0.47%
1M
-0.15%
YTD
13.74%
6M
14.59%
1Y
31.16%
3Y*
22.71%
5Y*
12.02%
10Y*
19.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SU vs. QQC-F.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SU
Suncor Energy Inc.		40.87%29.69%16.22%6.40%32.31%54.94%-46.67%22.10%-21.27%17.86%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		13.74%24.47%14.49%56.53%-37.39%27.21%48.57%43.54%-9.81%41.52%

Correlation

The correlation between SU and QQC-F.TO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.21

The correlation between SU and QQC-F.TO shifts across timeframes, from -0.08 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Suncor Energy Inc.

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with SU:
SU vs. CVESU vs. CVXSU vs. VOOSU vs. SPYSU vs. OVVSU vs. CVISU vs. CVE.TO
Often compared with QQC-F.TO:
QQC-F.TO vs. QQC.TOQQC-F.TO vs. XEQT.TOQQC-F.TO vs. QQQQQC-F.TO vs. HXQ.TOQQC-F.TO vs. QQQMQQC-F.TO vs. XQQ.TOQQC-F.TO vs. VFV.TO

Return for Risk

SU vs. QQC-F.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SU
SU Risk / Return Rank: 9292
Overall Rank
SU Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SU Sortino Ratio Rank: 9191
Sortino Ratio Rank
SU Omega Ratio Rank: 9191
Omega Ratio Rank
SU Calmar Ratio Rank: 9393
Calmar Ratio Rank
SU Martin Ratio Rank: 9393
Martin Ratio Rank
QQC-F.TO
QQC-F.TO Risk / Return Rank: 6464
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6666
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 5959
Martin Ratio Rank
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.

SU vs. QQC-F.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). 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.

SUQQC-F.TODifference
Sharpe ratioReturn per unit of total volatility
2.60
1.69

+0.91

Sortino ratioReturn per unit of downside risk
3.17
2.26

+0.90

Omega ratioGain probability vs. loss probability

1.42

1.30

+0.12

Calmar ratioReturn relative to maximum drawdown

5.44

2.14

+3.30

Martin ratioReturn relative to average drawdown

14.28

8.21

+6.07

SU vs. QQC-F.TO - Sharpe Ratio Comparison

The current SU Sharpe Ratio is 2.60, which is higher than the QQC-F.TO Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of SU and QQC-F.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SU vs. QQC-F.TO - Drawdown Comparison

The maximum SU drawdown since its inception was -80.22%, which is greater than QQC-F.TO's maximum drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for SU and QQC-F.TO.

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Drawdown Indicators

SUQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-80.22%

-41.52%

-38.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-14.10%

+2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-22.42%

-22.89%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-36.58%

-41.52%

+4.94%

Max Drawdown (10Y)

Largest decline over 10 years

-73.54%

-41.52%

-32.02%

Current Drawdown

Current decline from peak

-11.07%

-4.36%

-6.71%

Average Drawdown

Average peak-to-trough decline

-27.40%

-7.44%

-19.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

3.67%

+0.76%

Volatility

SU vs. QQC-F.TO - Volatility Comparison

Suncor Energy Inc. (SU) has a higher volatility of 9.48% compared to Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) at 7.22%. This indicates that SU's price experiences larger fluctuations and is considered to be riskier than QQC-F.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.48%

7.22%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

19.83%

14.09%

+5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

24.41%

17.86%

+6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.95%

23.35%

+9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.91%

23.49%

+13.42%

Dividends

SU vs. QQC-F.TO - Dividend Comparison

SU's dividend yield for the trailing twelve months is around 2.78%, more than QQC-F.TO's 0.34% yield.

PositionTTM20252024202320222021202020192018201720162015
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.34%0.39%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%
SU
Suncor Energy Inc.		2.78%3.72%4.51%5.27%4.56%3.34%4.93%3.84%4.24%4.16%3.55%4.42%

Frequently Asked Questions

SU and QQC-F.TO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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