QQQ vs SOR: Correlation
Invesco QQQ Trust (QQQ) and Source Capital, Inc. Cmn Shs of BI (SOR) show a moderate relationship: their 3-year correlation of weekly returns is 0.43.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are QQQ and SOR?
On 3 years of weekly data the QQQ/SOR correlation comes out at 0.43, moderate. Little has changed lately, as the 1-year reading of 0.37 lands near the 3-year figure. The 5-year figure is 0.54, and annualized covariance runs at 88.0 %².
By 3-year correlation, SOR places #496 of the 4755 assets tracked against QQQ. Correlation aside, the last 12 months split them widely, with QQQ ahead by 15.1 points (+26.3% versus +11.2%). Note the risk asymmetry: QQQ runs 1.9 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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 SOR: side by side
| QQQ (Invesco QQQ Trust) | SOR (Source Capital, Inc. Cmn Shs of BI) | |
|---|---|---|
| 1-year return | +26.3% | +11.2% |
| 5-year return | +95.4% | +53.7% |
| Volatility (ann.) | 19.6% | 10.5% |
| Beta vs S&P 500 | 1.28 | 0.37 |
| Max drawdown (3Y) | -22.8% | -9.2% |
| Market cap | – | – |
| P/E (trailing) | – | 6.4 |
| Dividend yield | 0.44% | 5.36% |
| Expense ratio | 0.18% | – |
| Assets under management | $452.8B | – |
| Sector / category | ETF · US Growth & Tech | US Listed |
QQQ, Invesco's Large Growth fund, carries $452.8B under management, 104 holdings, a 0.18% expense ratio, a 0.44% trailing dividend yield.
Year-by-year returns
| Year | QQQ | SOR |
|---|---|---|
| 2022 | -32.6% | -5.2% |
| 2023 | +54.9% | +12.6% |
| 2024 | +25.6% | +21.3% |
| 2025 | +20.8% | +11.5% |
| 2026 | +17.7% | +5.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are QQQ and SOR good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.43 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between QQQ and SOR?
The QQQ/SOR correlation stands at 0.43 on a 3-year window (1 year: 0.37, 5 years: 0.54), computed from weekly returns as of 2026-08-27.
Is SOR a good diversifier for QQQ?
Yes, to a useful degree: a correlation of 0.43 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.43 mean?
A reading of 0.43 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
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Related comparisons
Hubs: QQQ correlations · SOR correlations
