Invesco QQQ Trust (Nasdaq 100) (QQQ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Invesco QQQ Trust (Nasdaq 100), in the Macro. Data as of 2026-10-29.
| Last close price | $725.61 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +28.94% |
| Total return over period | +113.49% |
| Annualized volatility | 20.47% |
| Period volatility | 35.36% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.86 |
| Sortino ratio | 4.21 |
| Max drawdown | -22.77% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.90% |
| Correlation with the S&P 500 | 0.95 |
| Period range | $343.70 – $759.66 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Invesco QQQ Trust (Nasdaq 100) (QQQ) has posted an annualized return of +28.94% with annual volatility of 20.47%, a Sharpe ratio of 2.86. 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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