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

Correlation

The correlation between ^XCI and QQQ is 0.84, 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.


Performance

^XCI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARCA Computer Technology Index (^XCI) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%December2025FebruaryMarchAprilMay
1,170.61%
1,015.13%
^XCI
QQQ

Key characteristics

Sharpe Ratio

^XCI:

0.42

QQQ:

0.46

Sortino Ratio

^XCI:

0.80

QQQ:

0.82

Omega Ratio

^XCI:

1.11

QQQ:

1.11

Calmar Ratio

^XCI:

0.48

QQQ:

0.51

Martin Ratio

^XCI:

1.50

QQQ:

1.69

Ulcer Index

^XCI:

8.61%

QQQ:

6.91%

Daily Std Dev

^XCI:

30.43%

QQQ:

25.12%

Max Drawdown

^XCI:

-77.19%

QQQ:

-82.98%

Current Drawdown

^XCI:

-13.22%

QQQ:

-10.29%

Returns By Period

In the year-to-date period, ^XCI achieves a -9.99% return, which is significantly lower than QQQ's -5.32% return. Over the past 10 years, ^XCI has outperformed QQQ with an annualized return of 20.91%, while QQQ has yielded a comparatively lower 17.05% annualized return.


^XCI

YTD

-9.99%

1M

15.88%

6M

-8.41%

1Y

11.55%

5Y*

22.80%

10Y*

20.91%

QQQ

YTD

-5.32%

1M

14.07%

6M

-4.11%

1Y

10.43%

5Y*

17.35%

10Y*

17.05%

*Annualized

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Risk-Adjusted Performance

^XCI vs. QQQ — Risk-Adjusted Performance Rank

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

^XCI
The Risk-Adjusted Performance Rank of ^XCI is 6060
Overall Rank
The Sharpe Ratio Rank of ^XCI is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XCI is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^XCI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^XCI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ^XCI is 5858
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5454
Overall Rank
The Sharpe Ratio Rank of QQQ is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5252
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.

^XCI vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARCA Computer Technology Index (^XCI) 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 ^XCI Sharpe Ratio is 0.42, which is comparable to the QQQ Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of ^XCI 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.38
0.42
^XCI
QQQ

Drawdowns

^XCI vs. QQQ - Drawdown Comparison

The maximum ^XCI drawdown since its inception was -77.19%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ^XCI and QQQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.22%
-10.29%
^XCI
QQQ

Volatility

^XCI vs. QQQ - Volatility Comparison

ARCA Computer Technology Index (^XCI) has a higher volatility of 16.65% compared to Invesco QQQ (QQQ) at 14.06%. This indicates that ^XCI'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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
16.65%
14.06%
^XCI
QQQ