Invesco QQQ Trust

10-Year Study

QQQ.US · · US · ETF

Executive Summary: Invesco QQQ Trust has compounded at 20.3% annually over the last 10 years, with a maximum drawdown of 32.6% and an annualized volatility of 15.7%.

1Y CAGR
+26.2%
3Y CAGR
+23.9%
5Y CAGR
+14.8%
10Y CAGR
+20.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
32.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.95
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +54.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.2-2.3-5.011.0————————4.3%
20252.2-2.7-7.61.49.26.42.41.05.44.8-1.6-0.720.8%
20241.85.31.3-4.46.26.5-1.71.12.6-0.95.40.525.6%
202310.6-0.49.50.57.96.33.9-1.5-5.1-2.110.85.654.9%
2022-8.7-4.54.7-13.6-1.6-8.912.6-5.1-10.54.05.5-9.0-32.6%
20210.3-0.11.75.9-1.26.32.94.2-5.77.92.01.227.4%
20203.0-6.1-7.315.06.66.37.310.9-5.6-3.011.24.948.6%
20199.03.03.95.5-8.27.62.3-1.90.94.44.13.939.0%
20188.8-1.3-4.10.55.71.12.85.8-0.3-8.6-0.3-8.7-0.1%
20175.14.42.02.73.9-2.34.12.1-0.34.62.00.632.7%
2016———-3.24.4-2.37.21.12.2-1.50.41.19.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.7%. The dominant macroeconomic risk driver is QQQ.US, accounting for 100.0% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019681.323974676574
2016-05-0110104.400141559514
2016-06-019874.188981951162
2016-07-0110580.266210530453
2016-08-0110691.370767960361
2016-09-0110928.020919350398
2016-10-0110768.776296645825
2016-11-0110815.71703826039
2016-12-0110938.175848374032
2017-01-0111500.403051393969
2017-02-0112003.548818371279
2017-03-0112246.864063544492
2017-04-0112580.836380795094
2017-05-0113071.153316818056
2017-06-0112768.206126381188
2017-07-0113286.766151547323
2017-08-0113562.276355628957
2017-09-0113522.275962408083
2017-10-0114145.167315481103
2017-11-0114424.06904958515
2017-12-0114511.098659116824
2018-01-0115781.850890645275
2018-02-0115577.818410601234
2018-03-0114942.39314222799
2018-04-0115017.970193857891
2018-05-0115869.932366009989
2018-06-0116051.688883645942
2018-07-0116500.55050922103
2018-08-0117454.39620935079
2018-09-0117405.214108764892
2018-10-0115909.106995399316
2018-11-0115866.953717903345
2018-12-0114492.725413864968
2019-01-0115798.631591364869
2019-02-0116271.194605009634
2019-03-0116909.795131925603
2019-04-0117839.703511462387
2019-05-0116372.3605048956
2019-06-0117614.987613542526
2019-07-0118026.267154260546
2019-08-0117683.85041878023
2019-09-0117846.18182533129
2019-10-0118627.855766584093
2019-11-0119385.89713341984
2019-12-0120139.269002398647
2020-01-0120751.189493138296
2020-02-0119494.199992135582
2020-03-0118073.856710314183
2020-04-0120780.189532460383
2020-05-0122151.861900829696
2020-06-0123544.502772207146
2020-07-0125274.20274468169
2020-08-0128040.40344461484
2020-09-0126458.544689552124
2020-10-0125652.90393614093
2020-11-0128532.637332389604
2020-12-0129931.471432503637
2021-01-0130009.69289449884
2021-02-0129969.633518147137
2021-03-0130484.104046242774
2021-04-0132285.665133105267
2021-05-0131897.84121741182
2021-06-0133895.304942786366
2021-07-0134865.02693562974
2021-08-0136335.86960795878
2021-09-0134270.840706224684
2021-10-0136965.897919861585
2021-11-0137704.052141087646
2021-12-0138138.57103535056
2022-01-0134802.58346113012
2022-02-0133244.82914553105
2022-03-0134796.62616491683
2022-04-0130065.766190869414
2022-05-0129588.749950847392
2022-06-0126951.869765247142
2022-07-0130334.798081082143
2022-08-0128777.958004010852
2022-09-0125746.008808147537
2022-10-0126775.814950257558
2022-11-0128260.302386850693
2022-12-0125713.0568990602
2023-01-0128449.677558884825
2023-02-0128347.322165860565
2023-03-0131038.27022138335
2023-04-0131195.91246903386
2023-05-0133655.34190554835
2023-06-0135777.05359600487
2023-07-0137158.08462113169
2023-08-0136607.02489088121
2023-09-0134747.394911721916
2023-10-0134029.69800637018
2023-11-0137711.30706617907
2023-12-0139818.23365184224
2024-01-0140542.61531202077
2024-02-0142684.61719948094
2024-03-0143228.8840391648
2024-04-0141338.150289017336
2024-05-0143881.198143997484
2024-06-0146720.31182415163
2024-07-0145936.298218709446
2024-08-0146443.3761944084
2024-09-0147660.915811411265
2024-10-0147248.820337383506
2024-11-0149777.03393496126
2024-12-0150002.99830915025
2025-01-0151084.76858951674
2025-02-0149703.69824230271
2025-03-0145933.063977035905
2025-04-0146574.66281310212
2025-05-0150849.42589752664
2025-06-0154096.59470724706
2025-07-0155407.72089182494
2025-08-0155936.298218709446
2025-09-0158943.55314380088
2025-10-0161761.2854390311
2025-11-0160797.16684361605
2025-12-0160389.87849475049
2026-01-0161133.06594314026
2026-02-0159699.775864102856
2026-03-0156739.80574888914
2026-04-0162961.542998702374
Annual Return Matrix
YearAnnual Return
20170.32664704428516855
2018-0.0012661512186957768
20190.38961226596701515
20200.4862243226871199
20210.274196329483974
2022-0.3257991529041079
20230.5485608657171206
20240.2557814278343007
20250.20772514722781144
20260.042584362943790754
Total Factor Risk
0.15682196635431972
VTI.US Exposure
-3.2038313911956627e-16
VEA.US Exposure
-8.529238792933743e-17
VWO.US Exposure
-1.5455303175793805e-17
QQQ.US Exposure
0.999999593382365
VTV.US Exposure
-9.203797400317747e-17
IJR.US Exposure
2.1579787076589903e-16
QUAL.US Exposure
3.3119941195820495e-16
SHV.US Exposure
5.977410692011515e-18
TLT.US Exposure
3.7723189395155043e-17
LQD.US Exposure
-8.469637614260175e-18
HYG.US Exposure
5.619274154816596e-17
GLD.US Exposure
-1.5148539118061238e-17
USO.US Exposure
3.15777889738588e-17
VNQ.US Exposure
-4.422915649287215e-17
BTC-USD.CC Exposure
1.0316683315878308e-16
CPER.US Exposure
7.81051559735759e-17
VIX.INDX Exposure
5.2132028786644463e-17
UUP.US Exposure
8.370078074626274e-18
TIP.US Exposure
1.7766378585085994e-18
Idiosyncratic Exposure
4.0661763481325927e-7
Value Score
40.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →23.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.46%
Market Cap$569.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$72
Avg Yield on Cost
0.72%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$72.040.72%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco QQQ Trust a high-risk investment?

Invesco QQQ Trust (QQQ.US) has an annualized volatility of 15.7% and experienced a maximum drawdown of 32.6% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of QQQ.US?

Over the past 10 years, QQQ.US has generated a Compound Annual Growth Rate (CAGR) of 20.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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