PortfoliosLab logoPortfoliosLab logo
BAB vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAB vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Taxable Municipal Bond ETF (BAB) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BAB vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAB
Invesco Taxable Municipal Bond ETF
0.13%8.30%1.03%8.67%-19.50%1.00%9.11%10.85%0.93%9.87%
QQQ
Invesco QQQ ETF
-5.93%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Returns By Period

In the year-to-date period, BAB achieves a 0.13% return, which is significantly higher than QQQ's -5.93% return. Over the past 10 years, BAB has underperformed QQQ with an annualized return of 2.59%, while QQQ has yielded a comparatively higher 18.85% annualized return.


BAB

1D
0.97%
1M
-2.43%
YTD
0.13%
6M
0.79%
1Y
5.22%
3Y*
4.12%
5Y*
0.02%
10Y*
2.59%

QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BAB vs. QQQ - Expense Ratio Comparison

BAB has a 0.28% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Return for Risk

BAB vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAB
BAB Risk / Return Rank: 4343
Overall Rank
BAB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BAB Sortino Ratio Rank: 4343
Sortino Ratio Rank
BAB Omega Ratio Rank: 3636
Omega Ratio Rank
BAB Calmar Ratio Rank: 5050
Calmar Ratio Rank
BAB Martin Ratio Rank: 4141
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAB vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Taxable Municipal Bond ETF (BAB) 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.


BABQQQDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.05

-0.26

Sortino ratio

Return per unit of downside risk

1.17

1.63

-0.46

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

1.27

1.88

-0.61

Martin ratio

Return relative to average drawdown

3.79

6.95

-3.16

BAB vs. QQQ - Sharpe Ratio Comparison

The current BAB Sharpe Ratio is 0.79, which is comparable to the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BAB and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BABQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.05

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.58

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.85

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.37

+0.15

Correlation

The correlation between BAB and QQQ is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BAB vs. QQQ - Dividend Comparison

BAB's dividend yield for the trailing twelve months is around 4.03%, more than QQQ's 0.49% yield.


TTM20252024202320222021202020192018201720162015
BAB
Invesco Taxable Municipal Bond ETF
4.03%3.96%3.97%3.65%3.40%2.63%2.96%3.77%4.20%3.96%4.26%4.71%
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

BAB vs. QQQ - Drawdown Comparison

The maximum BAB drawdown since its inception was -27.80%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BAB and QQQ.


Loading graphics...

Drawdown Indicators


BABQQQDifference

Max Drawdown

Largest peak-to-trough decline

-27.80%

-82.97%

+55.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-12.62%

+8.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-35.12%

+10.17%

Max Drawdown (10Y)

Largest decline over 10 years

-27.80%

-35.12%

+7.32%

Current Drawdown

Current decline from peak

-5.64%

-8.98%

+3.34%

Average Drawdown

Average peak-to-trough decline

-5.30%

-32.99%

+27.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

3.41%

-1.91%

Volatility

BAB vs. QQQ - Volatility Comparison

The current volatility for Invesco Taxable Municipal Bond ETF (BAB) is 2.16%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that BAB 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 graphics...

Volatility by Period


BABQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

6.51%

-4.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

12.77%

-8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

6.62%

22.67%

-16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

22.39%

-14.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.70%

22.25%

-12.55%