TKO vs. QQQ
TKO (TKO Group Holdings Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past year, TKO returned 7.42% vs 30.02% for QQQ. At a 0.25 correlation, their price movements are largely independent.
Performance
TKO vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, TKO achieves a -10.99% return, which is significantly lower than QQQ's 17.43% return.
TKO
- 1D
- 1.99%
- 1M
- -8.89%
- 6M
- -10.95%
- YTD
- -10.99%
- 1Y
- 7.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- 1.12%
- 1M
- -0.12%
- 6M
- 15.19%
- YTD
- 17.43%
- 1Y
- 30.02%
- 3Y*
- 24.54%
- 5Y*
- 15.52%
- 10Y*
- 21.32%
TKO vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TKO TKO Group Holdings Inc. | -10.99% | 48.92% | 74.20% | -16.96% |
QQQ Invesco QQQ ETF | 17.43% | 20.77% | 25.58% | 9.07% |
Correlation
The correlation between TKO and QQQ is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2023 | 0.25 |
The correlation between TKO and QQQ shifts across timeframes, from 0.14 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TKO vs. QQQ — Risk / Return Rank
TKO
QQQ
TKO vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TKO Group Holdings Inc. (TKO) 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.
| TKO | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.29 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 2.52 | -2.13 |
| Martin ratioReturn relative to average drawdown | 0.81 | 9.01 | -8.20 |
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Drawdowns
TKO vs. QQQ - Drawdown Comparison
The maximum TKO drawdown since its inception was -28.35%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for TKO and QQQ.
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Drawdown Indicators
| TKO | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.35% | -82.97% | +54.62% |
Max Drawdown (1Y)Largest decline over 1 year | -18.92% | -11.96% | -6.96% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.77% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -17.31% | -3.44% | -13.87% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -32.67% | +23.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.24% | 3.34% | +5.90% |
Volatility
TKO vs. QQQ - Volatility Comparison
TKO Group Holdings Inc. (TKO) has a higher volatility of 11.88% compared to Invesco QQQ ETF (QQQ) at 8.09%. This indicates that TKO'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
| TKO | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.88% | 8.09% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 25.29% | 15.41% | +9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.10% | 18.60% | +14.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.29% | 22.80% | +10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.29% | 22.45% | +10.84% |
Dividends
TKO vs. QQQ - Dividend Comparison
TKO's dividend yield for the trailing twelve months is around 1.69%, more than QQQ's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.42% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
TKO TKO Group Holdings Inc. | 1.69% | 1.10% | 0.00% | 4.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TKO and QQQ have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TKO has higher volatility (11.88%) compared to QQQ (8.09%). In terms of maximum drawdown, TKO dropped -28.35% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.62 vs 0.23), 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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