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BBSI vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBSI and QQQ is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BBSI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barrett Business Services, Inc. (BBSI) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBSI:

1.33

QQQ:

0.45

Sortino Ratio

BBSI:

2.19

QQQ:

0.81

Omega Ratio

BBSI:

1.26

QQQ:

1.11

Calmar Ratio

BBSI:

2.30

QQQ:

0.51

Martin Ratio

BBSI:

6.49

QQQ:

1.65

Ulcer Index

BBSI:

4.99%

QQQ:

6.96%

Daily Std Dev

BBSI:

22.54%

QQQ:

25.14%

Max Drawdown

BBSI:

-87.66%

QQQ:

-82.98%

Current Drawdown

BBSI:

-8.65%

QQQ:

-9.42%

Returns By Period

In the year-to-date period, BBSI achieves a -6.69% return, which is significantly lower than QQQ's -4.41% return. Over the past 10 years, BBSI has outperformed QQQ with an annualized return of 18.32%, while QQQ has yielded a comparatively lower 17.24% annualized return.


BBSI

YTD

-6.69%

1M

2.69%

6M

-1.84%

1Y

29.54%

5Y*

31.32%

10Y*

18.32%

QQQ

YTD

-4.41%

1M

9.37%

6M

-4.80%

1Y

11.06%

5Y*

17.35%

10Y*

17.24%

*Annualized

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Risk-Adjusted Performance

BBSI vs. QQQ — Risk-Adjusted Performance Rank

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

BBSI
The Risk-Adjusted Performance Rank of BBSI is 8989
Overall Rank
The Sharpe Ratio Rank of BBSI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BBSI is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BBSI is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BBSI is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BBSI is 9090
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.

BBSI vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Barrett Business Services, Inc. (BBSI) and Invesco QQQ (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.


The current BBSI Sharpe Ratio is 1.33, which is higher than the QQQ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of BBSI 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.


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Dividends

BBSI vs. QQQ - Dividend Comparison

BBSI's dividend yield for the trailing twelve months is around 0.78%, more than QQQ's 0.61% yield.


TTM20242023202220212020201920182017201620152014
BBSI
Barrett Business Services, Inc.
0.78%0.71%1.04%1.29%1.74%1.76%1.22%1.75%1.55%1.37%2.02%2.77%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

BBSI vs. QQQ - Drawdown Comparison

The maximum BBSI drawdown since its inception was -87.66%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BBSI and QQQ. For additional features, visit the drawdowns tool.


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Volatility

BBSI vs. QQQ - Volatility Comparison

The current volatility for Barrett Business Services, Inc. (BBSI) is 6.96%, while Invesco QQQ (QQQ) has a volatility of 8.24%. This indicates that BBSI 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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