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ZTS vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ZTS vs. QQQ

Last updated Jun 13, 2026

ZTS (Zoetis Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, ZTS returned 6.24%/yr vs 21.79%/yr for QQQ. At a 0.48 correlation, their price movements are largely independent.

Performance

ZTS vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zoetis Inc. (ZTS) 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, ZTS achieves a -36.21% return, which is significantly lower than QQQ's 17.57% return. Over the past 10 years, ZTS has underperformed QQQ with an annualized return of 6.24%, while QQQ has yielded a comparatively higher 21.79% annualized return.

ZTS

1D
-2.25%
1M
7.21%
YTD
-36.21%
6M
-32.36%
1Y
-50.83%
3Y*
-20.79%
5Y*
-14.41%
10Y*
6.24%

QQQ

1D
0.59%
1M
1.75%
YTD
17.57%
6M
17.85%
1Y
37.55%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTS vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ZTS
Zoetis Inc.		-36.21%-21.75%-16.63%35.91%-39.51%48.26%25.76%55.71%19.45%35.55%
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 ZTS and QQQ is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.17

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

0.20

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

0.41

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

0.48

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2013

0.48

Over the past year, the correlation between ZTS and QQQ has dropped to 0.17 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Zoetis Inc.

Invesco QQQ ETF

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Often compared with QQQ:
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Return for Risk

ZTS vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ZTS
ZTS Risk / Return Rank: 22
Overall Rank
ZTS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ZTS Sortino Ratio Rank: 22
Sortino Ratio Rank
ZTS Omega Ratio Rank: 11
Omega Ratio Rank
ZTS Calmar Ratio Rank: 33
Calmar Ratio Rank
ZTS Martin Ratio Rank: 11
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.

ZTS vs. QQQ - Risk-Adjusted Trends Comparison

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

ZTSQQQDifference
Sharpe ratioReturn per unit of total volatility
-1.46
2.09

-3.56

Sortino ratioReturn per unit of downside risk
-2.10
2.73

-4.83

Omega ratioGain probability vs. loss probability

0.66

1.37

-0.71

Calmar ratioReturn relative to maximum drawdown

-0.97

3.01

-3.97

Martin ratioReturn relative to average drawdown

-2.09

11.22

-13.32

ZTS vs. QQQ - Sharpe Ratio Comparison

The current ZTS Sharpe Ratio is -1.46, which is lower than the QQQ Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of ZTS 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

ZTS vs. QQQ - Drawdown Comparison

The maximum ZTS drawdown since its inception was -68.48%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ZTS and QQQ.

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Drawdown Indicators

ZTSQQQDifference

Max Drawdown

Largest peak-to-trough decline

-68.48%

-82.97%

+14.49%

Max Drawdown (1Y)

Largest decline over 1 year

-54.15%

-11.96%

-42.19%

Max Drawdown (3Y)

Largest decline over 3 years

-61.77%

-22.77%

-39.00%

Max Drawdown (5Y)

Largest decline over 5 years

-68.48%

-35.12%

-33.36%

Max Drawdown (10Y)

Largest decline over 10 years

-68.48%

-35.12%

-33.36%

Current Drawdown

Current decline from peak

-66.20%

-3.33%

-62.87%

Average Drawdown

Average peak-to-trough decline

-14.85%

-32.75%

+17.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.53%

3.20%

+23.33%

Volatility

ZTS vs. QQQ - Volatility Comparison

Zoetis Inc. (ZTS) has a higher volatility of 8.65% compared to Invesco QQQ ETF (QQQ) at 7.56%. This indicates that ZTS'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

ZTSQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

7.56%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

31.45%

13.81%

+17.64%

Volatility (1Y)

Calculated over the trailing 1-year period

35.73%

17.19%

+18.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.77%

22.55%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.10%

22.38%

+4.72%

Dividends

ZTS vs. QQQ - Dividend Comparison

ZTS's dividend yield for the trailing twelve months is around 2.59%, 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%
ZTS
Zoetis Inc.		2.59%1.59%1.06%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%

Frequently Asked Questions

ZTS and QQQ have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZTS has higher volatility (8.65%) compared to QQQ (7.56%). In terms of maximum drawdown, ZTS dropped -68.48% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.09 vs -1.46), 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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