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WELL vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WELL vs. QQQ

Last updated Jun 13, 2026

WELL (Welltower Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, WELL returned 15.50%/yr vs 21.79%/yr for QQQ. At a 0.35 correlation, their price movements are largely independent.

Performance

WELL vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Welltower Inc. (WELL) 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, WELL achieves a 16.22% return, which is significantly lower than QQQ's 17.57% return. Over the past 10 years, WELL has underperformed QQQ with an annualized return of 15.50%, while QQQ has yielded a comparatively higher 21.79% annualized return.

WELL

1D
1.69%
1M
-2.68%
YTD
16.22%
6M
15.53%
1Y
43.19%
3Y*
40.64%
5Y*
24.91%
10Y*
15.50%

QQQ

1D
0.59%
1M
0.93%
YTD
17.57%
6M
17.85%
1Y
35.82%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WELL vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WELL
Welltower Inc.		16.22%49.86%43.07%41.79%-21.18%36.98%-17.19%23.04%15.31%0.22%
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 WELL and QQQ is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.05

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

0.12

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

0.23

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.35

The correlation between WELL and QQQ shifts across timeframes, from -0.05 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Welltower Inc.

Invesco QQQ ETF

Often compared with WELL:
WELL vs. VTRWELL vs. OWELL vs. BKDWELL vs. SPYWELL vs. VOOWELL vs. DMLPWELL vs. ESRT
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. QQQI

Return for Risk

WELL vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WELL
WELL Risk / Return Rank: 8787
Overall Rank
WELL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WELL Sortino Ratio Rank: 8686
Sortino Ratio Rank
WELL Omega Ratio Rank: 8686
Omega Ratio Rank
WELL Calmar Ratio Rank: 8787
Calmar Ratio Rank
WELL Martin Ratio Rank: 8686
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
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.

WELL vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Welltower Inc. (WELL) 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.

WELLQQQDifference
Sharpe ratioReturn per unit of total volatility
2.01
2.09

-0.09

Sortino ratioReturn per unit of downside risk
2.66
2.73

-0.07

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.44

3.01

+0.43

Martin ratioReturn relative to average drawdown

8.47

11.22

-2.76

WELL vs. QQQ - Sharpe Ratio Comparison

The current WELL Sharpe Ratio is 2.01, which is comparable to the QQQ Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of WELL 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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Drawdowns

WELL vs. QQQ - Drawdown Comparison

The maximum WELL drawdown since its inception was -63.33%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for WELL and QQQ.

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Drawdown Indicators

WELLQQQDifference

Max Drawdown

Largest peak-to-trough decline

-63.33%

-82.97%

+19.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.61%

-11.96%

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-12.99%

-22.77%

+9.78%

Max Drawdown (5Y)

Largest decline over 5 years

-40.78%

-35.12%

-5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-63.33%

-35.12%

-28.21%

Current Drawdown

Current decline from peak

-2.68%

-3.33%

+0.65%

Average Drawdown

Average peak-to-trough decline

-10.31%

-32.75%

+22.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

3.20%

+1.91%

Volatility

WELL vs. QQQ - Volatility Comparison

Welltower Inc. (WELL) has a higher volatility of 9.54% compared to Invesco QQQ ETF (QQQ) at 7.56%. This indicates that WELL'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

WELLQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.54%

7.56%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

17.14%

13.81%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

17.19%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.82%

22.55%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.90%

22.38%

+9.52%

Dividends

WELL vs. QQQ - Dividend Comparison

WELL's dividend yield for the trailing twelve months is around 1.38%, more than QQQ's 0.39% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
WELL
Welltower Inc.		1.38%1.52%2.03%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%

Frequently Asked Questions

WELL and QQQ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WELL has higher volatility (9.54%) compared to QQQ (7.56%). In terms of maximum drawdown, WELL dropped -63.33% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.09 vs 2.01), 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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