AB vs. QQQ
AB (AllianceBernstein Holding L.P.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, AB returned 14.60%/yr vs 20.44%/yr for QQQ. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
AB vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AB achieves a -0.09% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, AB has underperformed QQQ with an annualized return of 14.60%, while QQQ has yielded a comparatively higher 20.44% annualized return.
AB
- 1D
- 0.11%
- 1M
- 1.24%
- 6M
- -9.62%
- YTD
- -0.09%
- 1Y
- -1.44%
- 3Y*
- 13.04%
- 5Y*
- 2.94%
- 10Y*
- 14.60%
- ALL TIME*
- 15.66%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.20M | $8.80M | $11.34M | |
| $30.32B | $28.40B | $31.45B |
AB vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | -0.09% | 13.36% | 30.40% | -2.29% | -23.46% | 56.27% | 23.00% | 19.85% | 21.04% | 16.76% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between AB and QQQ is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.45 |
Over the past year, the correlation between AB and QQQ has dropped to 0.21 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AB vs. QQQ — Risk / Return Rank
AB
QQQ
AB vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Holding L.P. (AB) and Invesco QQQ ETF (QQQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AB | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 1.88 | -2.00 |
| Martin ratioReturn relative to average drawdown | -0.25 | 6.00 | -6.25 |
Loading charts...
Drawdowns
AB vs. QQQ - Drawdown Comparison
The maximum AB drawdown since its inception was -87.65%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for AB and QQQ.
Loading charts...
Drawdown Indicators
| AB | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.65% | -82.97% | -4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.68% | -11.96% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | -22.77% | +3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -45.76% | -35.12% | -10.64% |
Max Drawdown (10Y)Largest decline over 10 years | -58.08% | -35.12% | -22.96% |
Current DrawdownCurrent decline from peak | -10.17% | -7.69% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -26.15% | -32.62% | +6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.31% | 3.74% | +3.57% |
Volatility
AB vs. QQQ - Volatility Comparison
The current volatility for AllianceBernstein Holding L.P. (AB) is 4.49%, while Invesco QQQ ETF (QQQ) has a volatility of 6.87%. This indicates that AB experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AB | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 6.87% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 16.08% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 19.38% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.06% | 22.90% | +5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.31% | 22.50% | +9.81% |
Dividends
AB vs. QQQ - Dividend Comparison
AB's dividend yield for the trailing twelve months is around 9.28%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 9.28% | 9.02% | 8.03% | 8.44% | 10.30% | 7.33% | 8.26% | 7.67% | 10.54% | 8.50% | 7.46% | 8.09% |
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
AB and QQQ have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (6.87%) compared to AB (4.49%). In terms of maximum drawdown, AB dropped -87.65% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for AB and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer