PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
V vs. QQC-F.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

V vs. QQC-F.TO

Last updated Jun 13, 2026

V (Visa Inc.) is a stock, while QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, V returned 15.98%/yr vs 19.14%/yr for QQC-F.TO. At a 0.47 correlation, their price movements are largely independent.

Performance

V vs. QQC-F.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Visa Inc. (V) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

V is traded in USD, while QQC-F.TO is traded in CAD. To make them comparable, the QQC-F.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, V achieves a -7.69% return, which is significantly lower than QQC-F.TO's 13.74% return. Over the past 10 years, V has underperformed QQC-F.TO with an annualized return of 15.98%, while QQC-F.TO has yielded a comparatively higher 19.14% annualized return.

V

1D
1.05%
1M
-1.03%
YTD
-7.69%
6M
-6.93%
1Y
-7.91%
3Y*
13.87%
5Y*
7.33%
10Y*
15.98%

QQC-F.TO

1D
0.47%
1M
-0.15%
YTD
13.74%
6M
14.59%
1Y
31.16%
3Y*
22.71%
5Y*
12.02%
10Y*
19.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. QQC-F.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
V
Visa Inc.		-7.69%11.76%22.32%26.31%-3.40%-0.31%17.12%43.33%16.49%47.18%
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		13.74%24.47%14.49%56.53%-37.39%27.21%48.57%43.54%-9.81%41.52%

Correlation

The correlation between V and QQC-F.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.47

Over the past year, the correlation between V and QQC-F.TO has dropped to 0.21 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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

Visa Inc.

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with V:
V vs. MAV vs. SPYV vs. AXPV vs. HDV vs. VOOV vs. NVDAV vs. TSM
Often compared with QQC-F.TO:
QQC-F.TO vs. QQC.TOQQC-F.TO vs. XEQT.TOQQC-F.TO vs. QQQQQC-F.TO vs. HXQ.TOQQC-F.TO vs. QQQMQQC-F.TO vs. XQQ.TOQQC-F.TO vs. VFV.TO

Return for Risk

V vs. QQC-F.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
Martin Ratio Rank
QQC-F.TO
QQC-F.TO Risk / Return Rank: 6464
Overall Rank
QQC-F.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QQC-F.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQC-F.TO Omega Ratio Rank: 6666
Omega Ratio Rank
QQC-F.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQC-F.TO Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

V vs. QQC-F.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). 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.

VQQC-F.TODifference
Sharpe ratioReturn per unit of total volatility
-0.56
1.69

-2.25

Sortino ratioReturn per unit of downside risk
-0.68
2.26

-2.95

Omega ratioGain probability vs. loss probability

0.92

1.30

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.73

2.14

-2.87

Martin ratioReturn relative to average drawdown

-1.57

8.21

-9.77

V vs. QQC-F.TO - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.56, which is lower than the QQC-F.TO Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of V and QQC-F.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

V vs. QQC-F.TO - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, which is greater than QQC-F.TO's maximum drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for V and QQC-F.TO.

Loading charts...

Drawdown Indicators

VQQC-F.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-41.52%

-10.38%

Max Drawdown (1Y)

Largest decline over 1 year

-17.18%

-14.10%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-20.38%

-22.89%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

-41.52%

+12.92%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

-41.52%

+5.16%

Current Drawdown

Current decline from peak

-12.96%

-4.36%

-8.60%

Average Drawdown

Average peak-to-trough decline

-8.26%

-7.44%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.73%

3.67%

+7.06%

Volatility

V vs. QQC-F.TO - Volatility Comparison

The current volatility for Visa Inc. (V) is 5.57%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 7.22%. This indicates that V experiences smaller price fluctuations and is considered to be less risky than QQC-F.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

VQQC-F.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

7.22%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

14.09%

+3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

17.86%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.82%

23.35%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.45%

23.49%

+0.96%

Dividends

V vs. QQC-F.TO - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.81%, more than QQC-F.TO's 0.34% yield.

PositionTTM20252024202320222021202020192018201720162015
QQC-F.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.34%0.39%0.50%0.57%0.89%0.66%0.49%0.64%0.77%0.66%0.81%0.76%
V
Visa Inc.		0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Frequently Asked Questions

V and QQC-F.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for V and QQC-F.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer