TATASTEEL.NS vs. QQQ
Compare and contrast key facts about Tata Steel Limited (TATASTEEL.NS) and Invesco QQQ ETF (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
TATASTEEL.NS vs. QQQ - Performance Comparison
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TATASTEEL.NS vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TATASTEEL.NS Tata Steel Limited | 8.15% | 33.33% | 1.13% | 27.47% | 6.92% | 76.99% | 40.02% | -7.28% | -23.86% | 90.31% |
QQQ Invesco QQQ ETF | -1.21% | 26.55% | 29.38% | 55.93% | -25.33% | 29.96% | 52.36% | 42.49% | 8.92% | 24.42% |
Different Trading Currencies
TATASTEEL.NS is traded in INR, while QQQ is traded in USD. To make them comparable, the QQQ values have been converted to INR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TATASTEEL.NS achieves a 8.15% return, which is significantly higher than QQQ's -1.21% return. Both investments have delivered pretty close results over the past 10 years, with TATASTEEL.NS having a 23.65% annualized return and QQQ not far behind at 23.16%.
TATASTEEL.NS
- 1D
- 1.57%
- 1M
- -7.72%
- YTD
- 8.15%
- 6M
- 16.14%
- 1Y
- 29.94%
- 3Y*
- 26.15%
- 5Y*
- 21.35%
- 10Y*
- 23.65%
QQQ
- 1D
- 0.00%
- 1M
- -1.51%
- YTD
- -1.21%
- 6M
- 1.64%
- 1Y
- 34.22%
- 3Y*
- 28.15%
- 5Y*
- 18.65%
- 10Y*
- 23.16%
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Return for Risk
TATASTEEL.NS vs. QQQ — Risk / Return Rank
TATASTEEL.NS
QQQ
TATASTEEL.NS vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tata Steel Limited (TATASTEEL.NS) 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.
| TATASTEEL.NS | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.53 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.21 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 3.01 | -1.62 |
Martin ratioReturn relative to average drawdown | 4.34 | 10.97 | -6.63 |
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
| TATASTEEL.NS | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.53 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.87 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 1.09 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.94 | -0.69 |
Correlation
The correlation between TATASTEEL.NS and QQQ is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TATASTEEL.NS vs. QQQ - Dividend Comparison
TATASTEEL.NS's dividend yield for the trailing twelve months is around 1.85%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATASTEEL.NS Tata Steel Limited | 1.85% | 2.00% | 2.61% | 2.58% | 4.52% | 2.25% | 1.56% | 2.76% | 1.92% | 1.37% | 2.05% | 3.09% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
TATASTEEL.NS vs. QQQ - Drawdown Comparison
The maximum TATASTEEL.NS drawdown since its inception was -83.62%, which is greater than QQQ's maximum drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for TATASTEEL.NS and QQQ.
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Drawdown Indicators
| TATASTEEL.NS | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.62% | -82.97% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -11.96% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -41.80% | -35.12% | -6.68% |
Max Drawdown (10Y)Largest decline over 10 years | -64.42% | -35.12% | -29.30% |
Current DrawdownCurrent decline from peak | -9.55% | -7.75% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -35.07% | -32.98% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.94% | 3.48% | +2.46% |
Volatility
TATASTEEL.NS vs. QQQ - Volatility Comparison
Tata Steel Limited (TATASTEEL.NS) has a higher volatility of 14.06% compared to Invesco QQQ ETF (QQQ) at 5.08%. This indicates that TATASTEEL.NS'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
| TATASTEEL.NS | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.06% | 5.08% | +8.98% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 12.52% | +9.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.48% | 22.47% | +8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.10% | 21.56% | +10.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.26% | 21.29% | +13.97% |