QQQ vs SACH: Correlation
How closely do Invesco QQQ Trust (QQQ) and Sachem Capital Corp. (SACH) trade together? Their weekly returns over three years give a correlation of 0.13, which is weak.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are QQQ and SACH?
On 3 years of weekly data the QQQ/SACH correlation comes out at 0.13, weak. Little has changed lately, as the 1-year reading of 0.21 lands near the 3-year figure. The 5-year figure is 0.24, and annualized covariance runs at 115.8 %².
Among the 4755 assets we track against QQQ, SACH ranks #3582 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months QQQ outperformed by 41.5 percentage points (+26.3% for QQQ against -15.2% for SACH). One caveat on sizing: SACH is 2.2 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
QQQ vs SACH: side by side
| QQQ (Invesco QQQ Trust) | SACH (Sachem Capital Corp.) | |
|---|---|---|
| 1-year return | +26.3% | -15.2% |
| 5-year return | +95.4% | -65.5% |
| Volatility (ann.) | 19.6% | 43.9% |
| Beta vs S&P 500 | 1.28 | 0.62 |
| Max drawdown (3Y) | -22.8% | -78.7% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.44% | 11.36% |
| Expense ratio | 0.18% | – |
| Assets under management | $452.8B | – |
| Sector / category | ETF · US Growth & Tech | US Listed |
On the fund side, QQQ sits in the Large Growth category at Invesco, with $452.8B under management, 104 holdings, a 0.18% expense ratio, a 0.44% trailing dividend yield.
Year-by-year returns
| Year | QQQ | SACH |
|---|---|---|
| 2022 | -32.6% | -35.8% |
| 2023 | +54.9% | +29.5% |
| 2024 | +25.6% | -60.5% |
| 2025 | +20.8% | -9.2% |
| 2026 | +17.7% | -8.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are QQQ and SACH good diversifiers for each other?
By historical standards, yes. A correlation of 0.13 means the two rarely move for the same reasons.
FAQ
What is the correlation between QQQ and SACH?
As of 2026-08-27, the correlation of weekly returns between QQQ and SACH is 0.13 over 3 years, 0.21 over 1 year and 0.24 over 5 years.
Is SACH a good diversifier for QQQ?
By historical standards, yes. A correlation of 0.13 means the two rarely move for the same reasons.
What does a correlation of 0.13 mean?
On the −1 to +1 scale, 0.13 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/qqq-vs-sach.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/qqq-vs-sach/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: QQQ correlations · SACH correlations
