TSUKY vs. QQQM
TSUKY (Toyo Suisan Kaisha Ltd ADR) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, TSUKY returned 12.26%/yr vs 13.97%/yr for QQQM. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
TSUKY vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, TSUKY achieves a -1.19% return, which is significantly lower than QQQM's 11.65% return.
TSUKY
- 1D
- 3.09%
- 1M
- 5.54%
- 6M
- -6.50%
- YTD
- -1.19%
- 1Y
- -7.48%
- 3Y*
- 15.64%
- 5Y*
- 12.26%
- 10Y*
- 8.42%
- ALL TIME*
- 7.26%
QQQM
- 1D
- -1.16%
- 1M
- -4.48%
- 6M
- 10.14%
- YTD
- 11.65%
- 1Y
- 21.43%
- 3Y*
- 22.56%
- 5Y*
- 13.97%
- 10Y*
- —
- ALL TIME*
- 16.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $905.61M | $924.70M | $1.17B | |
| $607.48K | $411.96K | $383.08K |
TSUKY vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TSUKY Toyo Suisan Kaisha Ltd ADR | -1.19% | -4.13% | 35.23% | 31.91% | -9.20% | -8.59% | -9.70% |
QQQM Invesco NASDAQ 100 ETF | 11.65% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between TSUKY and QQQM is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.05 |
The correlation between TSUKY and QQQM shifts across timeframes, from 0.05 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TSUKY vs. QQQM — Risk / Return Rank
TSUKY
QQQM
TSUKY vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyo Suisan Kaisha Ltd ADR (TSUKY) and Invesco NASDAQ 100 ETF (QQQM). 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.
| TSUKY | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 1.82 | -2.07 |
| Martin ratioReturn relative to average drawdown | -0.42 | 6.19 | -6.61 |
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Drawdowns
TSUKY vs. QQQM - Drawdown Comparison
The maximum TSUKY drawdown since its inception was -54.81%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for TSUKY and QQQM.
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Drawdown Indicators
| TSUKY | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -35.04% | -19.77% |
Max Drawdown (1Y)Largest decline over 1 year | -27.60% | -11.96% | -15.64% |
Max Drawdown (3Y)Largest decline over 3 years | -30.78% | -22.70% | -8.08% |
Max Drawdown (5Y)Largest decline over 5 years | -40.07% | -35.04% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -54.81% | — | — |
Current DrawdownCurrent decline from peak | -20.57% | -8.21% | -12.36% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -8.14% | -11.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.78% | 3.52% | +12.26% |
Volatility
TSUKY vs. QQQM - Volatility Comparison
Toyo Suisan Kaisha Ltd ADR (TSUKY) has a higher volatility of 13.97% compared to Invesco NASDAQ 100 ETF (QQQM) at 6.65%. This indicates that TSUKY's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSUKY | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.97% | 6.65% | +7.32% |
Volatility (6M)Calculated over the trailing 6-month period | 42.21% | 15.45% | +26.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.93% | 18.82% | +51.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.27% | 22.68% | +35.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.97% | 22.30% | +55.67% |
Dividends
TSUKY vs. QQQM - Dividend Comparison
TSUKY has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 0.46% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
TSUKY Toyo Suisan Kaisha Ltd ADR | 0.00% | 1.25% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSUKY and QQQM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSUKY has higher volatility (13.97%) compared to QQQM (6.65%). In terms of maximum drawdown, TSUKY dropped -54.81% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.16 vs -0.10), 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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