VET vs. QQQM

Last updated Apr 2, 2026

Compare and contrast key facts about Vermilion Energy Inc. (VET) and Invesco NASDAQ 100 ETF (QQQM).

QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.

Performance

VET vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vermilion Energy Inc. (VET) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

VET vs. QQQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VET Vermilion Energy Inc.	55.86%	-7.09%	-19.36%	-30.14%	42.11%	182.92%	64.81%
QQQM Invesco NASDAQ 100 ETF	-4.75%	20.85%	25.68%	55.01%	-32.52%	27.45%	6.67%

Returns By Period

In the year-to-date period, VET achieves a 55.86% return, which is significantly higher than QQQM's -4.75% return.

VET

• 1D: -6.46%
• 1M: 14.42%
• YTD: 55.86%
• 6M: 63.67%
• 1Y: 67.42%
• 3Y*: 3.44%
• 5Y*: 14.06%
• 10Y*: -2.84%

QQQM

• 1D: 1.24%
• 1M: -3.78%
• YTD: -4.75%
• 6M: -2.87%
• 1Y: 24.28%
• 3Y*: 22.91%
• 5Y*: 13.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VET vs. QQQM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VET

VET Risk / Return Rank: 76
VET Sharpe Ratio Rank: 78
VET Sortino Ratio Rank: 74
VET Omega Ratio Rank: 73
VET Calmar Ratio Rank: 76
VET Martin Ratio Rank: 78

QQQM

QQQM Risk / Return Rank: 66
QQQM Sharpe Ratio Rank: 59
QQQM Sortino Ratio Rank: 63
QQQM Omega Ratio Rank: 63
QQQM Calmar Ratio Rank: 75
QQQM Martin Ratio Rank: 69

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.

VET vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vermilion Energy Inc. (VET) 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.

	VET	QQQM	Difference
Sharpe ratio Return per unit of total volatility	1.21	1.09	+0.13
Sortino ratio Return per unit of downside risk	1.81	1.68	+0.14
Omega ratio Gain probability vs. loss probability	1.24	1.24	0.00
Calmar ratio Return relative to maximum drawdown	1.96	2.02	-0.05
Martin ratio Return relative to average drawdown	5.63	7.35	-1.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VET vs. QQQM - Sharpe Ratio Comparison

The current VET Sharpe Ratio is 1.21, which is comparable to the QQQM Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VET and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VET	QQQM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	1.09	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.60	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.64	-0.67

Correlation

The correlation between VET and QQQM is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VET vs. QQQM - Dividend Comparison

VET's dividend yield for the trailing twelve months is around 2.96%, more than QQQM's 0.53% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VET Vermilion Energy Inc.	2.96%	4.48%	3.71%	2.69%	1.20%	0.00%	9.64%	12.73%	10.31%	7.54%	6.52%	9.51%
QQQM Invesco NASDAQ 100 ETF	0.53%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VET vs. QQQM - Drawdown Comparison

The maximum VET drawdown since its inception was -96.18%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for VET and QQQM.

Drawdown Indicators

	VET	QQQM	Difference
Max Drawdown Largest peak-to-trough decline	-96.18%	-35.04%	-61.14%
Max Drawdown (1Y) Largest decline over 1 year	-33.70%	-12.55%	-21.15%
Max Drawdown (5Y) Largest decline over 5 years	-80.03%	-35.04%	-44.99%
Max Drawdown (10Y) Largest decline over 10 years	-94.84%	—	—
Current Drawdown Current decline from peak	-66.56%	-7.86%	-58.70%
Average Drawdown Average peak-to-trough decline	-46.30%	-8.47%	-37.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.75%	3.44%	+8.31%

Volatility

VET vs. QQQM - Volatility Comparison

Vermilion Energy Inc. (VET) has a higher volatility of 18.68% compared to Invesco NASDAQ 100 ETF (QQQM) at 6.58%. This indicates that VET'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.

Volatility by Period

	VET	QQQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.68%	6.58%	+12.10%
Volatility (6M) Calculated over the trailing 6-month period	34.16%	12.79%	+21.37%
Volatility (1Y) Calculated over the trailing 1-year period	55.88%	22.45%	+33.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.72%	22.24%	+30.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.79%	22.26%	+34.53%