EFX vs QQQ: Correlation
Measured on weekly returns over the past three years, Equifax (EFX) and Invesco QQQ Trust (QQQ) carry a correlation of 0.44, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFX and QQQ?
On 3 years of weekly data the EFX/QQQ correlation comes out at 0.44, moderate. The link has loosened recently: the 1-year correlation (0.07) runs below the 3-year figure (0.44). The 5-year figure is 0.57, and annualized covariance runs at 285.3 %².
Among the 53 assets we track against EFX, QQQ ranks #35 by 3-year correlation. Correlation aside, the last 12 months split them widely, with QQQ ahead by 48.1 points (-21.8% versus +26.3%). Do not treat this figure as fixed: across three years the rolling one-year correlation ranged all the way from 0.10 to 0.74. Risk is not evenly split, since EFX carries 1.7 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
EFX vs QQQ: side by side
| EFX (Equifax) | QQQ (Invesco QQQ Trust) | |
|---|---|---|
| 1-year return | -21.8% | +26.3% |
| 5-year return | -26.0% | +95.4% |
| Volatility (ann.) | 33.3% | 19.6% |
| Beta vs S&P 500 | 1.25 | 1.28 |
| Max drawdown (3Y) | -49.7% | -22.8% |
| Market cap | $22.4B | – |
| P/E (trailing) | 33.5 | – |
| Dividend yield | 1.11% | 0.44% |
| Expense ratio | – | 0.18% |
| Assets under management | – | $452.8B |
| Sector / category | Industrials | ETF · US Growth & Tech |
QQQ is a Large Growth fund from Invesco: $452.8B under management, 104 holdings, a 0.18% expense ratio, a 0.44% trailing dividend yield.
Year-by-year returns
| Year | EFX | QQQ |
|---|---|---|
| 2022 | -33.1% | -32.6% |
| 2023 | +28.2% | +54.9% |
| 2024 | +3.7% | +25.6% |
| 2025 | -14.2% | +20.8% |
| 2026 | -11.7% | +17.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFX and QQQ good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between EFX and QQQ?
As of 2026-08-27, the correlation of weekly returns between EFX and QQQ is 0.44 over 3 years, 0.07 over 1 year and 0.57 over 5 years.
Is QQQ a good diversifier for EFX?
Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.44 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
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Related comparisons
Hubs: EFX correlations · QQQ correlations
