WW vs. QQQ

Last updated Jun 23, 2026

WW (WW International, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, WW returned 4.08%/yr vs 22.48%/yr for QQQ. At a 0.35 correlation, their price movements are largely independent.

Performance

WW vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WW International, Inc. (WW) 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, WW achieves a -36.98% return, which is significantly lower than QQQ's 20.41% return. Over the past 10 years, WW has underperformed QQQ with an annualized return of 4.08%, while QQQ has yielded a comparatively higher 22.48% annualized return.

WW

• 1D: -4.11%
• 1M: 43.94%
• YTD: -36.98%
• 6M: -30.74%
• 1Y: 7,275.80%
• 3Y*: 43.42%
• 5Y*: -12.47%
• 10Y*: 4.08%

QQQ

• 1D: -0.25%
• 1M: 2.96%
• YTD: 20.41%
• 6M: 19.46%
• 1Y: 40.91%
• 3Y*: 27.47%
• 5Y*: 16.94%
• 10Y*: 22.48%

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

WW vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WW WW International, Inc.	-36.98%	2,200.39%	-85.49%	126.68%	-76.07%	-33.89%	-36.14%	-0.88%	-12.94%	286.72%
QQQ Invesco QQQ ETF	20.41%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%

Correlation

The correlation between WW and QQQ is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Nov 15, 2001	0.35

The correlation between WW and QQQ shifts across timeframes, from 0.20 (3 years) to 0.35 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WW vs. QQQ — Risk / Return Rank

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

WW

WW Risk / Return Rank: 92
WW Sharpe Ratio Rank: 60
WW Sortino Ratio Rank: 100
WW Omega Ratio Rank: 100
WW Calmar Ratio Rank: 100
WW Martin Ratio Rank: 100

QQQ

QQQ Risk / Return Rank: 72
QQQ Sharpe Ratio Rank: 76
QQQ Sortino Ratio Rank: 70
QQQ Omega Ratio Rank: 72
QQQ Calmar Ratio Rank: 70
QQQ Martin Ratio Rank: 71

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.

WW vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WW International, Inc. (WW) 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.

	WW	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	0.54	2.33	-1.79
Sortino ratio: Return per unit of downside risk	263.40	3.03	+260.37
Omega ratio: Gain probability vs. loss probability	31.68	1.41	+30.27
Calmar ratio: Return relative to maximum drawdown	109.31	3.44	+105.88
Martin ratio: Return relative to average drawdown	178.44	12.79	+165.65

WW vs. QQQ - Sharpe Ratio Comparison

The current WW Sharpe Ratio is 0.54, which is lower than the QQQ Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of WW 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.

Drawdowns

WW vs. QQQ - Drawdown Comparison

The maximum WW drawdown since its inception was -99.87%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for WW and QQQ.

Drawdown Indicators

	WW	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-99.87%	-82.97%	-16.90%
Max Drawdown (1Y) Largest decline over 1 year	-79.68%	-11.96%	-67.72%
Max Drawdown (3Y) Largest decline over 3 years	-99.02%	-22.77%	-76.25%
Max Drawdown (5Y) Largest decline over 5 years	-99.65%	-35.12%	-64.53%
Max Drawdown (10Y) Largest decline over 10 years	-99.87%	-35.12%	-64.75%
Current Drawdown Current decline from peak	-82.14%	-0.99%	-81.15%
Average Drawdown Average peak-to-trough decline	-51.40%	-32.73%	-18.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.73%	3.21%	+45.52%

Volatility

WW vs. QQQ - Volatility Comparison

WW International, Inc. (WW) has a higher volatility of 31.33% compared to Invesco QQQ ETF (QQQ) at 8.47%. This indicates that WW'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

	WW	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.33%	8.47%	+22.86%
Volatility (6M) Calculated over the trailing 6-month period	71.88%	14.20%	+57.68%
Volatility (1Y) Calculated over the trailing 1-year period	16,251.77%	17.67%	+16,234.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7,236.49%	22.64%	+7,213.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5,079.86%	22.43%	+5,057.43%

Dividends

WW vs. QQQ - Dividend Comparison

WW has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQ Invesco QQQ ETF	0.41%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
WW WW International, Inc.	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 WW and QQQ in my portfolio?

WW and QQQ have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WW or QQQ?

WW has higher volatility (31.33%) compared to QQQ (8.47%). In terms of maximum drawdown, WW dropped -99.87% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (2.33 vs 0.54), 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.