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UNP vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


UNPQQQ
YTD Return-3.95%10.93%
1Y Return22.33%37.70%
3Y Return (Ann)4.25%11.63%
5Y Return (Ann)8.77%21.41%
10Y Return (Ann)11.56%18.58%
Sharpe Ratio1.062.30
Daily Std Dev19.97%16.10%
Max Drawdown-67.49%-82.98%
Current Drawdown-11.03%-0.47%

Correlation

-0.50.00.51.00.5

The correlation between UNP and QQQ is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

UNP vs. QQQ - Performance Comparison

In the year-to-date period, UNP achieves a -3.95% return, which is significantly lower than QQQ's 10.93% return. Over the past 10 years, UNP has underperformed QQQ with an annualized return of 11.56%, while QQQ has yielded a comparatively higher 18.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%December2024FebruaryMarchAprilMay
2,906.02%
940.09%
UNP
QQQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Union Pacific Corporation

Invesco QQQ

Risk-Adjusted Performance

UNP vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Union Pacific Corporation (UNP) and Invesco QQQ (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.


UNP
Sharpe ratio
The chart of Sharpe ratio for UNP, currently valued at 1.12, compared to the broader market-2.00-1.000.001.002.003.004.001.12
Sortino ratio
The chart of Sortino ratio for UNP, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.006.001.98
Omega ratio
The chart of Omega ratio for UNP, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for UNP, currently valued at 0.77, compared to the broader market0.002.004.006.000.77
Martin ratio
The chart of Martin ratio for UNP, currently valued at 3.46, compared to the broader market-10.000.0010.0020.0030.003.46
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 2.30, compared to the broader market-2.00-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 3.14, compared to the broader market-4.00-2.000.002.004.006.003.14
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 11.14, compared to the broader market-10.000.0010.0020.0030.0011.14

UNP vs. QQQ - Sharpe Ratio Comparison

The current UNP Sharpe Ratio is 1.06, which is lower than the QQQ Sharpe Ratio of 2.30. The chart below compares the 12-month rolling Sharpe Ratio of UNP and QQQ.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchAprilMay
1.12
2.30
UNP
QQQ

Dividends

UNP vs. QQQ - Dividend Comparison

UNP's dividend yield for the trailing twelve months is around 2.22%, more than QQQ's 0.58% yield.


TTM20232022202120202019201820172016201520142013
UNP
Union Pacific Corporation
2.22%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

UNP vs. QQQ - Drawdown Comparison

The maximum UNP drawdown since its inception was -67.49%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for UNP and QQQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-11.03%
-0.47%
UNP
QQQ

Volatility

UNP vs. QQQ - Volatility Comparison

Union Pacific Corporation (UNP) has a higher volatility of 7.18% compared to Invesco QQQ (QQQ) at 4.04%. This indicates that UNP'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.


3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
7.18%
4.04%
UNP
QQQ