TGOPY vs. QQQ
TGOPY (3i Group PLC ADR) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, TGOPY returned 16.53%/yr vs 16.85%/yr for QQQ. At a 0.28 correlation, their price movements are largely independent.
Performance
TGOPY vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, TGOPY achieves a -28.83% return, which is significantly lower than QQQ's 17.57% return.
TGOPY
- 1D
- 3.29%
- 1M
- -7.30%
- YTD
- -28.83%
- 6M
- -25.41%
- 1Y
- -45.34%
- 3Y*
- 8.86%
- 5Y*
- 16.53%
- 10Y*
- —
QQQ
- 1D
- 0.59%
- 1M
- 0.93%
- YTD
- 17.57%
- 6M
- 17.85%
- 1Y
- 35.82%
- 3Y*
- 26.43%
- 5Y*
- 16.85%
- 10Y*
- 21.79%
TGOPY vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGOPY 3i Group PLC ADR | -28.83% | -1.54% | 48.13% | 94.86% | -2.38% | 30.67% | 8.74% | 49.49% | -17.88% | -0.91% |
QQQ Invesco QQQ ETF | 17.57% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 8.05% |
Correlation
The correlation between TGOPY and QQQ is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017 | 0.28 |
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Return for Risk
TGOPY vs. QQQ — Risk / Return Rank
TGOPY
QQQ
TGOPY vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 3i Group PLC ADR (TGOPY) 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.
| TGOPY | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.37 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.01 | -3.87 |
| Martin ratioReturn relative to average drawdown | -1.65 | 11.22 | -12.87 |
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Drawdowns
TGOPY vs. QQQ - Drawdown Comparison
The maximum TGOPY drawdown since its inception was -58.64%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for TGOPY and QQQ.
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Drawdown Indicators
| TGOPY | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.64% | -82.97% | +24.33% |
Max Drawdown (1Y)Largest decline over 1 year | -52.74% | -11.96% | -40.78% |
Max Drawdown (3Y)Largest decline over 3 years | -52.74% | -22.77% | -29.97% |
Max Drawdown (5Y)Largest decline over 5 years | -52.74% | -35.12% | -17.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -48.34% | -3.33% | -45.01% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -32.75% | +21.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.49% | 3.20% | +24.29% |
Volatility
TGOPY vs. QQQ - Volatility Comparison
3i Group PLC ADR (TGOPY) has a higher volatility of 19.46% compared to Invesco QQQ ETF (QQQ) at 7.56%. This indicates that TGOPY'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
| TGOPY | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.46% | 7.56% | +11.90% |
Volatility (6M)Calculated over the trailing 6-month period | 39.20% | 13.81% | +25.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.78% | 17.19% | +28.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.29% | 22.55% | +15.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.31% | 22.38% | +25.93% |
Dividends
TGOPY vs. QQQ - Dividend Comparison
TGOPY's dividend yield for the trailing twelve months is around 3.40%, more than QQQ's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
TGOPY 3i Group PLC ADR | 3.40% | 2.42% | 1.83% | 2.23% | 14.27% | 2.62% | 2.70% | 3.04% | 1.66% | 0.75% | 0.00% | 0.00% |
Frequently Asked Questions
TGOPY and QQQ have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGOPY has higher volatility (19.46%) compared to QQQ (7.56%). In terms of maximum drawdown, TGOPY dropped -58.64% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.09 vs -0.99), 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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