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BBLU vs. QQMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBLU and QQMG is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BBLU vs. QQMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) and Invesco ESG NASDAQ 100 ETF (QQMG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
17.89%
16.99%
BBLU
QQMG

Key characteristics

Sharpe Ratio

BBLU:

2.15

QQMG:

1.13

Sortino Ratio

BBLU:

2.96

QQMG:

1.59

Omega Ratio

BBLU:

1.39

QQMG:

1.21

Calmar Ratio

BBLU:

2.93

QQMG:

1.57

Martin Ratio

BBLU:

12.36

QQMG:

5.20

Ulcer Index

BBLU:

2.15%

QQMG:

4.27%

Daily Std Dev

BBLU:

12.31%

QQMG:

19.57%

Max Drawdown

BBLU:

-9.07%

QQMG:

-35.43%

Current Drawdown

BBLU:

-0.96%

QQMG:

-3.35%

Returns By Period

In the year-to-date period, BBLU achieves a 2.68% return, which is significantly higher than QQMG's 1.15% return.


BBLU

YTD

2.68%

1M

1.98%

6M

17.89%

1Y

24.76%

5Y*

N/A

10Y*

N/A

QQMG

YTD

1.15%

1M

-0.31%

6M

16.99%

1Y

20.45%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


BBLU vs. QQMG - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is lower than QQMG's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


QQMG
Invesco ESG NASDAQ 100 ETF
Expense ratio chart for QQMG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for BBLU: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

BBLU vs. QQMG — Risk-Adjusted Performance Rank

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

BBLU
The Risk-Adjusted Performance Rank of BBLU is 8484
Overall Rank
The Sharpe Ratio Rank of BBLU is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BBLU is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BBLU is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BBLU is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BBLU is 8484
Martin Ratio Rank

QQMG
The Risk-Adjusted Performance Rank of QQMG is 5050
Overall Rank
The Sharpe Ratio Rank of QQMG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of QQMG is 4646
Sortino Ratio Rank
The Omega Ratio Rank of QQMG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of QQMG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of QQMG is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBLU vs. QQMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) and Invesco ESG NASDAQ 100 ETF (QQMG). 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.


Sharpe ratio
The chart of Sharpe ratio for BBLU, currently valued at 2.15, compared to the broader market0.002.004.002.151.13
The chart of Sortino ratio for BBLU, currently valued at 2.96, compared to the broader market0.005.0010.002.961.59
The chart of Omega ratio for BBLU, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.21
The chart of Calmar ratio for BBLU, currently valued at 2.93, compared to the broader market0.005.0010.0015.0020.002.931.57
The chart of Martin ratio for BBLU, currently valued at 12.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.365.20
BBLU
QQMG

The current BBLU Sharpe Ratio is 2.15, which is higher than the QQMG Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of BBLU and QQMG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.15
1.13
BBLU
QQMG

Dividends

BBLU vs. QQMG - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.35%, more than QQMG's 0.49% yield.


TTM2024202320222021
BBLU
Ea Bridgeway Blue Chip ETF
1.35%1.39%1.68%32.07%0.00%
QQMG
Invesco ESG NASDAQ 100 ETF
0.49%0.50%0.60%0.83%0.08%

Drawdowns

BBLU vs. QQMG - Drawdown Comparison

The maximum BBLU drawdown since its inception was -9.07%, smaller than the maximum QQMG drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for BBLU and QQMG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.96%
-3.35%
BBLU
QQMG

Volatility

BBLU vs. QQMG - Volatility Comparison

The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 3.45%, while Invesco ESG NASDAQ 100 ETF (QQMG) has a volatility of 6.89%. This indicates that BBLU experiences smaller price fluctuations and is considered to be less risky than QQMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.45%
6.89%
BBLU
QQMG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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