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VCTR vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VCTR vs. QQQ

Last updated Jun 4, 2026

VCTR (Victory Capital Holdings, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, VCTR returned 27.03%/yr vs 17.97%/yr for QQQ. At a 0.41 correlation, their price movements are largely independent.

Performance

VCTR vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Capital Holdings, Inc. (VCTR) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCTR achieves a 35.68% return, which is significantly higher than QQQ's 21.30% return.

VCTR

1D
-0.08%
1M
8.74%
YTD
35.68%
6M
38.28%
1Y
40.27%
3Y*
42.35%
5Y*
27.03%
10Y*
—

QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCTR vs. QQQ - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VCTR
Victory Capital Holdings, Inc.		35.68%-0.76%95.94%33.46%-23.85%49.73%19.73%106.30%-11.90%
QQQ
Invesco QQQ ETF		21.30%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%1.38%

Correlation

The correlation between VCTR and QQQ is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.41

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

0.48

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2018

0.41

The correlation between VCTR and QQQ shifts across timeframes, from 0.36 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Victory Capital Holdings, Inc.

Invesco QQQ ETF

Often compared with VCTR:
VCTR vs. AGXVCTR vs. GGALVCTR vs. VRTSVCTR vs. SPYVCTR vs. HLNEVCTR vs. ARESVCTR vs. DASH
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. QQQI

Return for Risk

VCTR vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VCTR
VCTR Risk / Return Rank: 7474
Overall Rank
VCTR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VCTR Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCTR Omega Ratio Rank: 7171
Omega Ratio Rank
VCTR Calmar Ratio Rank: 7676
Calmar Ratio Rank
VCTR Martin Ratio Rank: 7575
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
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.

VCTR vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Capital Holdings, Inc. (VCTR) 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.

VCTRQQQDifference
Sharpe ratioReturn per unit of total volatility
1.31
2.64

-1.32

Sortino ratioReturn per unit of downside risk
1.93
3.45

-1.52

Omega ratioGain probability vs. loss probability

1.24

1.45

-0.22

Calmar ratioReturn relative to maximum drawdown

2.23

3.51

-1.28

Martin ratioReturn relative to average drawdown

5.04

13.49

-8.45

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCTR vs. QQQ - Sharpe Ratio Comparison

The current VCTR Sharpe Ratio is 1.31, which is lower than the QQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of VCTR and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VCTRQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

2.64

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.81

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.99

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.41

+0.36

Drawdowns

VCTR vs. QQQ - Drawdown Comparison

The maximum VCTR drawdown since its inception was -45.22%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for VCTR and QQQ.

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Drawdown Indicators

VCTRQQQDifference

Max Drawdown

Largest peak-to-trough decline

-45.22%

-82.97%

+37.75%

Max Drawdown (1Y)

Largest decline over 1 year

-18.13%

-11.96%

-6.17%

Max Drawdown (3Y)

Largest decline over 3 years

-28.06%

-22.77%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-45.22%

-35.12%

-10.10%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.12%

—

Current Drawdown

Current decline from peak

-3.34%

-0.26%

-3.08%

Average Drawdown

Average peak-to-trough decline

-14.75%

-32.79%

+18.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.01%

3.11%

+4.90%

Volatility

VCTR vs. QQQ - Volatility Comparison

Victory Capital Holdings, Inc. (VCTR) has a higher volatility of 9.60% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that VCTR'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

VCTRQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

4.49%

+5.11%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

12.10%

+10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

30.80%

15.94%

+14.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.94%

22.38%

+12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.95%

22.29%

+16.66%

Dividends

VCTR vs. QQQ - Dividend Comparison

VCTR's dividend yield for the trailing twelve months is around 2.31%, more than QQQ's 0.38% yield.

PositionTTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF		0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
VCTR
Victory Capital Holdings, Inc.		2.31%3.07%2.38%3.72%3.73%1.45%0.93%0.48%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VCTR and QQQ have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCTR has higher volatility (9.60%) compared to QQQ (4.49%). In terms of maximum drawdown, VCTR dropped -45.22% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.64 vs 1.31), 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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