Invesco NASDAQ 100 ETF

10-Year Study

QQQM.US · · US · ETF

Executive Summary: Invesco NASDAQ 100 ETF has compounded at 17.8% annually over the last 10 years, with a maximum drawdown of 32.5% and an annualized volatility of 15.7%.

1Y CAGR
+26.3%
3Y CAGR
+24.0%
5Y CAGR
+14.9%
10Y CAGR
+17.8%

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 →
32.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +55.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

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%
20252.2-2.7-7.61.59.16.42.41.05.44.8-1.6-0.720.9%
20241.85.31.3-4.46.46.2-1.71.22.6-0.95.40.525.7%
202310.7-0.49.50.57.86.43.9-1.6-5.0-2.110.85.655.0%
2022-8.7-4.44.5-13.4-1.6-9.112.7-5.1-10.64.05.6-9.1-32.5%
20210.40.31.35.8-1.26.32.84.2-5.77.92.01.127.4%
2020——————————11.05.016.5%

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 98.8% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0111095.97624837752
2020-12-0111647.0041923404
2021-01-0111688.563936920942
2021-02-0111720.192981932654
2021-03-0111870.188506124397
2021-04-0112558.586465155831
2021-05-0112413.850015665328
2021-06-0113199.82991928626
2021-07-0113572.095946409658
2021-08-0114141.829039043967
2021-09-0113339.23269727125
2021-10-0114394.693556328046
2021-11-0114679.410909036658
2021-12-0114843.906187058947
2022-01-0113551.479254628732
2022-02-0112959.721455532845
2022-03-0113538.788473301804
2022-04-0111718.402658630102
2022-05-0111536.638220418638
2022-06-0110488.273382368301
2022-07-0111816.609351455383
2022-08-0111218.44555179256
2022-09-0110030.957673773255
2022-10-0110432.381726766826
2022-11-0111015.346427559043
2022-12-0110016.607113551254
2023-01-0111085.66324018679
2023-02-0111046.341399734436
2023-03-0112096.869545108688
2023-04-0112158.272039625821
2023-05-0113112.197323466664
2023-06-0113946.898264878331
2023-07-0114492.918898354394
2023-08-0114263.496426813073
2023-09-0113549.287973503217
2023-10-0113266.183776687009
2023-11-0114701.901845524939
2023-12-0115526.961149984332
2024-01-0115809.794933385054
2024-02-0116646.295522699806
2024-03-0116863.120458919537
2024-04-0116123.754233368643
2024-05-0117156.64955913289
2024-06-0118223.672922851983
2024-07-0117913.946991510882
2024-08-0118128.440777597087
2024-09-0118597.54278126725
2024-10-0118438.278604144598
2024-11-0119426.25732913602
2024-12-0119514.775762006357
2025-01-0119935.762826920494
2025-02-0119404.42843928566
2025-03-0117927.309144076266
2025-04-0118190.150983931846
2025-05-0119852.661986960476
2025-06-0121123.371924746745
2025-07-0121632.15010368956
2025-08-0121840.49897802378
2025-09-0123013.664269622688
2025-10-0124116.28895818103
2025-11-0123738.19505572381
2025-12-0123583.779670878896
2026-01-0123875.63966759664
2026-02-0123317.09609560326
2026-03-0122157.115789159594
2026-04-0124588.03914840288
Annual Return Matrix
YearAnnual Return
20210.27448277187201264
2022-0.3252040947089907
20230.5501218101065617
20240.2568316216870321
20250.20850887340425173
20260.04258263482524116
Total Factor Risk
0.15692410676780094
VTI.US Exposure
0.013289591428404092
VEA.US Exposure
0.0017103451425365022
VWO.US Exposure
0.0006490267387275506
QQQ.US Exposure
0.9884533433606
VTV.US Exposure
-0.0064760569941672
IJR.US Exposure
0.0027677543062802155
QUAL.US Exposure
0.0035210617257271795
SHV.US Exposure
0.000023434768461207458
TLT.US Exposure
-0.0010127788365816952
LQD.US Exposure
0.00020701634172285013
HYG.US Exposure
-0.003671814231255908
GLD.US Exposure
0.00019285136895604
USO.US Exposure
0.0002331586402995299
VNQ.US Exposure
-0.0000150208438637938
BTC-USD.CC Exposure
-0.0005322311285940951
CPER.US Exposure
-0.00016672799648068757
VIX.INDX Exposure
-0.00007469642364839386
UUP.US Exposure
0.00041869987854788746
TIP.US Exposure
0.0004033845486298675
Idiosyncratic Exposure
0.00007965820569897096
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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
$535
Avg Yield on Cost
0.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$19.210.19%Solid
2021$60.980.61%Solid
2022$85.230.85%Solid
2023$102.291.02%Solid
2024$118.891.19%Solid
2025$117.41.17%Solid
2026$30.580.31%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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco NASDAQ 100 ETF a high-risk investment?

Invesco NASDAQ 100 ETF (QQQM.US) has an annualized volatility of 15.7% and experienced a maximum drawdown of 32.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, QQQM.US has generated a Compound Annual Growth Rate (CAGR) of 17.8%. It has had a positive return in 83% 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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