VICR vs. QQQ

Last updated Jun 3, 2026

VICR (Vicor Corporation) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, VICR returned 41.52%/yr vs 21.97%/yr for QQQ. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

VICR vs. QQQ - Performance Comparison

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

Returns By Period

In the year-to-date period, VICR achieves a 203.79% return, which is significantly higher than QQQ's 21.62% return. Over the past 10 years, VICR has outperformed QQQ with an annualized return of 41.52%, while QQQ has yielded a comparatively lower 21.97% annualized return.

VICR

• 1D: 1.25%
• 1M: 24.07%
• YTD: 203.79%
• 6M: 265.32%
• 1Y: 672.33%
• 3Y*: 80.21%
• 5Y*: 29.36%
• 10Y*: 41.52%

QQQ

• 1D: 0.46%
• 1M: 10.68%
• YTD: 21.62%
• 6M: 20.27%
• 1Y: 43.30%
• 3Y*: 28.89%
• 5Y*: 18.43%
• 10Y*: 21.97%

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

VICR vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VICR Vicor Corporation	203.79%	126.82%	7.52%	-16.39%	-57.67%	37.69%	97.39%	23.63%	80.81%	38.41%
QQQ Invesco QQQ ETF	21.62%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%

Correlation

The correlation between VICR and QQQ is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Mar 11, 1999	0.51

The correlation between VICR and QQQ has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.

Return for Risk

VICR vs. QQQ — Risk / Return Rank

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

VICR

VICR Risk / Return Rank: 99
VICR Sharpe Ratio Rank: 100
VICR Sortino Ratio Rank: 98
VICR Omega Ratio Rank: 97
VICR Calmar Ratio Rank: 99
VICR Martin Ratio Rank: 100

QQQ

QQQ Risk / Return Rank: 77
QQQ Sharpe Ratio Rank: 83
QQQ Sortino Ratio Rank: 78
QQQ Omega Ratio Rank: 77
QQQ Calmar Ratio Rank: 73
QQQ Martin Ratio Rank: 74

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.

VICR vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vicor Corporation (VICR) 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.

	VICR	QQQ	Difference
Sharpe ratio Return per unit of total volatility	8.26	2.73	+5.53
Sortino ratio Return per unit of downside risk	5.42	3.55	+1.87
Omega ratio Gain probability vs. loss probability	1.75	1.47	+0.28
Calmar ratio Return relative to maximum drawdown	20.71	3.71	+16.99
Martin ratio Return relative to average drawdown	77.26	14.30	+62.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VICR vs. QQQ - Sharpe Ratio Comparison

The current VICR Sharpe Ratio is 8.26, which is higher than the QQQ Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of VICR 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.

Sharpe Ratios by Period

	VICR	QQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	8.26	2.73	+5.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.83	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.99	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.41	-0.26

Drawdowns

VICR vs. QQQ - Drawdown Comparison

The maximum VICR drawdown since its inception was -92.26%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for VICR and QQQ.

Drawdown Indicators

	VICR	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-92.26%	-82.97%	-9.29%
Max Drawdown (1Y) Largest decline over 1 year	-32.01%	-11.96%	-20.05%
Max Drawdown (3Y) Largest decline over 3 years	-66.55%	-22.77%	-43.78%
Max Drawdown (5Y) Largest decline over 5 years	-80.47%	-35.12%	-45.35%
Max Drawdown (10Y) Largest decline over 10 years	-80.47%	-35.12%	-45.35%
Current Drawdown Current decline from peak	-3.73%	0.00%	-3.73%
Average Drawdown Average peak-to-trough decline	-58.48%	-32.79%	-25.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.58%	3.11%	+5.47%

Volatility

VICR vs. QQQ - Volatility Comparison

Vicor Corporation (VICR) has a higher volatility of 37.56% compared to Invesco QQQ ETF (QQQ) at 4.48%. This indicates that VICR'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.

Volatility by Period

	VICR	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.56%	4.48%	+33.08%
Volatility (6M) Calculated over the trailing 6-month period	64.09%	12.11%	+51.98%
Volatility (1Y) Calculated over the trailing 1-year period	82.17%	15.95%	+66.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.30%	22.39%	+49.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.65%	22.30%	+41.35%

Dividends

VICR vs. QQQ - Dividend Comparison

VICR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VICR Vicor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VICR and QQQ in my portfolio?

VICR and QQQ have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VICR or QQQ?

VICR has higher volatility (37.56%) compared to QQQ (4.48%). In terms of maximum drawdown, VICR dropped -92.26% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

VICR currently has the higher Sharpe Ratio (8.26 vs 2.73), 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.