Invesco QQQ Trust (Nasdaq 100) (QQQ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Invesco QQQ Trust (Nasdaq 100), in the Macro sector. Data as of 2026-09-13.
| Last close price | $714.88 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +24.98% |
| Total return over period | +94.37% |
| Annualized volatility | 20.47% |
| Period volatility | 35.33% |
| Sharpe ratio | 1.03 |
| Sortino ratio | 1.51 |
| Max drawdown | -22.77% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.87% |
| Correlation with the S&P 500 | 0.95 |
| Period range | $338.25 – $745.34 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Invesco QQQ Trust (Nasdaq 100) (QQQ) has posted an annualized return of +24.98% with annual volatility of 20.47%, a Sharpe ratio of 1.03. Its worst stretch (max drawdown from a peak) was -22.77%. Its correlation with the S&P 500 is 0.95, which means it moves closely in line with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how QQQ would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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