SU vs. QQQ
SU (Suncor Energy Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, SU returned 13.62%/yr vs 21.94%/yr for QQQ. At a 0.29 correlation, their price movements are largely independent.
Performance
SU vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, SU achieves a 48.89% return, which is significantly higher than QQQ's 21.30% return. Over the past 10 years, SU has underperformed QQQ with an annualized return of 13.62%, while QQQ has yielded a comparatively higher 21.94% annualized return.
SU
- 1D
- 0.35%
- 1M
- -4.40%
- YTD
- 48.89%
- 6M
- 47.82%
- 1Y
- 84.59%
- 3Y*
- 36.24%
- 5Y*
- 25.99%
- 10Y*
- 13.62%
QQQ
- 1D
- -0.26%
- 1M
- 10.60%
- YTD
- 21.30%
- 6M
- 19.66%
- 1Y
- 41.82%
- 3Y*
- 28.78%
- 5Y*
- 17.97%
- 10Y*
- 21.94%
SU vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SU Suncor Energy Inc. | 48.89% | 29.69% | 16.22% | 6.40% | 32.31% | 54.94% | -46.67% | 22.10% | -21.27% | 17.86% |
QQQ Invesco QQQ ETF | 21.30% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between SU and QQQ is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 1999 | 0.29 |
The correlation between SU and QQQ shifts across timeframes, from -0.13 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SU vs. QQQ — Risk / Return Rank
SU
QQQ
SU vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suncor Energy Inc. (SU) 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.
| SU | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.45 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 7.54 | 3.51 | +4.03 |
| Martin ratioReturn relative to average drawdown | 20.64 | 13.49 | +7.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SU | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.58 | 2.64 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.81 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.99 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.41 | +0.01 |
Drawdowns
SU vs. QQQ - Drawdown Comparison
The maximum SU drawdown since its inception was -80.22%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SU and QQQ.
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Drawdown Indicators
| SU | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.22% | -82.97% | +2.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -11.96% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -22.42% | -22.77% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -36.58% | -35.12% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -73.54% | -35.12% | -38.42% |
Current DrawdownCurrent decline from peak | -6.01% | -0.26% | -5.75% |
Average DrawdownAverage peak-to-trough decline | -27.42% | -32.79% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.11% | +1.00% |
Volatility
SU vs. QQQ - Volatility Comparison
Suncor Energy Inc. (SU) has a higher volatility of 11.20% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that SU'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
| SU | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.20% | 4.49% | +6.71% |
Volatility (6M)Calculated over the trailing 6-month period | 19.00% | 12.10% | +6.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.77% | 15.94% | +7.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.85% | 22.38% | +10.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.89% | 22.29% | +14.60% |
Dividends
SU vs. QQQ - Dividend Comparison
SU's dividend yield for the trailing twelve months is around 2.59%, more than QQQ's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.38% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SU Suncor Energy Inc. | 2.59% | 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 QQQ have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SU has higher volatility (11.20%) compared to QQQ (4.49%). In terms of maximum drawdown, SU dropped -80.22% vs QQQ's -82.97%.
SU currently has the higher Sharpe Ratio (3.58 vs 2.64), 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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