UPS vs. QQQ
UPS (United Parcel Service, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, UPS returned 4.31%/yr vs 21.79%/yr for QQQ. At a 0.49 correlation, their price movements are largely independent.
Performance
UPS vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, UPS achieves a 12.37% return, which is significantly lower than QQQ's 17.57% return. Over the past 10 years, UPS has underperformed QQQ with an annualized return of 4.31%, while QQQ has yielded a comparatively higher 21.79% annualized return.
UPS
- 1D
- -0.51%
- 1M
- 11.11%
- YTD
- 12.37%
- 6M
- 10.44%
- 1Y
- 15.53%
- 3Y*
- -9.66%
- 5Y*
- -7.78%
- 10Y*
- 4.31%
QQQ
- 1D
- 0.59%
- 1M
- 1.75%
- YTD
- 17.57%
- 6M
- 17.85%
- 1Y
- 37.55%
- 3Y*
- 26.43%
- 5Y*
- 16.85%
- 10Y*
- 21.79%
UPS vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UPS United Parcel Service, Inc. | 12.37% | -15.93% | -15.93% | -5.96% | -16.21% | 30.02% | 48.64% | 24.24% | -15.48% | 7.14% |
QQQ Invesco QQQ ETF | 17.57% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between UPS and QQQ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 1999 | 0.49 |
Over the past year, the correlation between UPS and QQQ has dropped to 0.27 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
UPS vs. QQQ — Risk / Return Rank
UPS
QQQ
UPS vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) 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.
| UPS | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.37 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.01 | -2.29 |
| Martin ratioReturn relative to average drawdown | 1.22 | 11.22 | -10.01 |
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Drawdowns
UPS vs. QQQ - Drawdown Comparison
The maximum UPS drawdown since its inception was -57.92%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for UPS and QQQ.
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Drawdown Indicators
| UPS | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.92% | -82.97% | +25.05% |
Max Drawdown (1Y)Largest decline over 1 year | -20.28% | -11.96% | -8.32% |
Max Drawdown (3Y)Largest decline over 3 years | -50.71% | -22.77% | -27.94% |
Max Drawdown (5Y)Largest decline over 5 years | -57.92% | -35.12% | -22.80% |
Max Drawdown (10Y)Largest decline over 10 years | -57.92% | -35.12% | -22.80% |
Current DrawdownCurrent decline from peak | -42.22% | -3.33% | -38.89% |
Average DrawdownAverage peak-to-trough decline | -15.33% | -32.75% | +17.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.93% | 3.20% | +8.73% |
Volatility
UPS vs. QQQ - Volatility Comparison
United Parcel Service, Inc. (UPS) has a higher volatility of 9.06% compared to Invesco QQQ ETF (QQQ) at 7.56%. This indicates that UPS'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
| UPS | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 7.56% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 21.69% | 13.81% | +7.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.72% | 17.19% | +12.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.46% | 22.55% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 22.38% | +5.23% |
Dividends
UPS vs. QQQ - Dividend Comparison
UPS's dividend yield for the trailing twelve months is around 6.07%, 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% |
UPS United Parcel Service, Inc. | 6.07% | 6.61% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% |
Frequently Asked Questions
UPS and QQQ have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UPS has higher volatility (9.06%) compared to QQQ (7.56%). In terms of maximum drawdown, UPS dropped -57.92% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.09 vs 0.49), 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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