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 14.19%/yr vs 21.19%/yr for QQQ. At a 0.45 correlation, their price movements are largely independent.
Performance
AB vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, AB achieves a 1.52% return, which is significantly lower than QQQ's 16.13% return. Over the past 10 years, AB has underperformed QQQ with an annualized return of 14.19%, while QQQ has yielded a comparatively higher 21.19% annualized return.
AB
- 1D
- 0.51%
- 1M
- 2.50%
- 6M
- 1.54%
- YTD
- 1.52%
- 1Y
- -1.70%
- 3Y*
- 13.03%
- 5Y*
- 4.39%
- 10Y*
- 14.19%
QQQ
- 1D
- -1.90%
- 1M
- -1.22%
- 6M
- 13.75%
- YTD
- 16.13%
- 1Y
- 29.05%
- 3Y*
- 24.08%
- 5Y*
- 15.10%
- 10Y*
- 21.19%
AB vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 1.52% | 13.36% | 30.40% | -2.29% | -23.46% | 56.27% | 23.00% | 19.85% | 21.04% | 16.76% |
QQQ Invesco QQQ ETF | 16.13% | 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 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 0.22 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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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 | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.44 | -2.55 |
| Martin ratioReturn relative to average drawdown | -0.23 | 8.74 | -8.96 |
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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.
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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 | -20.49% | -22.77% | +2.28% |
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 | -8.73% | -4.51% | -4.22% |
Average DrawdownAverage peak-to-trough decline | -26.17% | -32.67% | +6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.51% | 3.33% | +4.18% |
Volatility
AB vs. QQQ - Volatility Comparison
The current volatility for AllianceBernstein Holding L.P. (AB) is 5.44%, while Invesco QQQ ETF (QQQ) has a volatility of 8.69%. 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.
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Volatility by Period
| AB | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 8.69% | -3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 15.40% | +2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.40% | 18.61% | +3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.14% | 22.80% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.33% | 22.44% | +9.89% |
Dividends
AB vs. QQQ - Dividend Comparison
AB's dividend yield for the trailing twelve months is around 9.13%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 9.13% | 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 | 0.43% | 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 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (8.69%) compared to AB (5.44%). In terms of maximum drawdown, AB dropped -87.65% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.57 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.
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