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^NQROBO vs. QQQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NQROBO and QQQ is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

^NQROBO vs. QQQ

Last updated May 25, 2025

Compare and contrast key facts about Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and Invesco QQQ (QQQ).

QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NQROBO or QQQ.

Performance

^NQROBO vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^NQROBO:

0.10

QQQ:

0.51

Sortino Ratio

^NQROBO:

0.41

QQQ:

0.86

Omega Ratio

^NQROBO:

1.05

QQQ:

1.12

Calmar Ratio

^NQROBO:

0.11

QQQ:

0.54

Martin Ratio

^NQROBO:

0.49

QQQ:

1.77

Ulcer Index

^NQROBO:

8.60%

QQQ:

7.01%

Daily Std Dev

^NQROBO:

23.90%

QQQ:

25.51%

Max Drawdown

^NQROBO:

-44.12%

QQQ:

-82.98%

Current Drawdown

^NQROBO:

-25.05%

QQQ:

-5.47%

Returns By Period

In the year-to-date period, ^NQROBO achieves a -2.01% return, which is significantly lower than QQQ's -0.24% return.

^NQROBO

YTD

-2.01%

1M

8.18%

6M

-5.53%

1Y

2.67%

3Y*

4.14%

5Y*

5.72%

10Y*

N/A

QQQ

YTD

-0.24%

1M

8.96%

6M

0.99%

1Y

11.88%

3Y*

21.85%

5Y*

18.00%

10Y*

17.56%

*Annualized

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Nasdaq CTA Artificial Intelligence & Robotics

Invesco QQQ

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^NQROBO vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^NQROBO
The Risk-Adjusted Performance Rank of ^NQROBO is 3232
Overall Rank
The Sharpe Ratio Rank of ^NQROBO is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NQROBO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ^NQROBO is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^NQROBO is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ^NQROBO is 3232
Martin Ratio Rank
QQQ
The Risk-Adjusted Performance Rank of QQQ is 5858
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5858
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^NQROBO vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and Invesco QQQ (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.

The current ^NQROBO Sharpe Ratio is 0.10, which is lower than the QQQ Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ^NQROBO and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^NQROBO vs. QQQ - Drawdown Comparison

The maximum ^NQROBO drawdown since its inception was -44.12%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ^NQROBO and QQQ.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^NQROBO vs. QQQ - Volatility Comparison

Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) has a higher volatility of 6.84% compared to Invesco QQQ (QQQ) at 5.25%. This indicates that ^NQROBO'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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