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

Correlation

The correlation between BEKE and QQQ is 0.27, 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.


-0.50.00.51.00.3

Performance

BEKE vs. QQQ - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
34.23%
12.65%
BEKE
QQQ

Key characteristics

Sharpe Ratio

BEKE:

0.79

QQQ:

1.38

Sortino Ratio

BEKE:

1.59

QQQ:

1.88

Omega Ratio

BEKE:

1.19

QQQ:

1.25

Calmar Ratio

BEKE:

0.55

QQQ:

1.86

Martin Ratio

BEKE:

2.18

QQQ:

6.43

Ulcer Index

BEKE:

21.02%

QQQ:

3.92%

Daily Std Dev

BEKE:

58.54%

QQQ:

18.27%

Max Drawdown

BEKE:

-88.26%

QQQ:

-82.98%

Current Drawdown

BEKE:

-73.51%

QQQ:

0.00%

Returns By Period

In the year-to-date period, BEKE achieves a 6.46% return, which is significantly higher than QQQ's 5.50% return.


BEKE

YTD

6.46%

1M

14.68%

6M

34.22%

1Y

42.47%

5Y*

N/A

10Y*

N/A

QQQ

YTD

5.50%

1M

3.38%

6M

12.65%

1Y

26.01%

5Y*

18.94%

10Y*

18.39%

*Annualized

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Risk-Adjusted Performance

BEKE vs. QQQ — Risk-Adjusted Performance Rank

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

BEKE
The Risk-Adjusted Performance Rank of BEKE is 6868
Overall Rank
The Sharpe Ratio Rank of BEKE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of BEKE is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BEKE is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BEKE is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BEKE is 6666
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5555
Overall Rank
The Sharpe Ratio Rank of QQQ is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
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.

BEKE vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KE Holdings Inc. (BEKE) 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.


Sharpe ratio
The chart of Sharpe ratio for BEKE, currently valued at 0.79, compared to the broader market-2.000.002.004.000.791.38
The chart of Sortino ratio for BEKE, currently valued at 1.59, compared to the broader market-6.00-4.00-2.000.002.004.006.001.591.88
The chart of Omega ratio for BEKE, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.25
The chart of Calmar ratio for BEKE, currently valued at 0.55, compared to the broader market0.002.004.006.000.551.86
The chart of Martin ratio for BEKE, currently valued at 2.18, compared to the broader market0.0010.0020.0030.002.186.43
BEKE
QQQ

The current BEKE Sharpe Ratio is 0.79, which is lower than the QQQ Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BEKE 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.79
1.38
BEKE
QQQ

Dividends

BEKE vs. QQQ - Dividend Comparison

BEKE's dividend yield for the trailing twelve months is around 1.79%, more than QQQ's 0.53% yield.


TTM20242023202220212020201920182017201620152014
BEKE
KE Holdings Inc.
1.79%1.91%1.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.53%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

BEKE vs. QQQ - Drawdown Comparison

The maximum BEKE drawdown since its inception was -88.26%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BEKE and QQQ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-73.51%
0
BEKE
QQQ

Volatility

BEKE vs. QQQ - Volatility Comparison

KE Holdings Inc. (BEKE) has a higher volatility of 15.68% compared to Invesco QQQ (QQQ) at 4.92%. This indicates that BEKE's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
15.68%
4.92%
BEKE
QQQ
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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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