BF-A vs. QQQ
BF-A (Brown-Forman Corporation) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, BF-A returned -2.77%/yr vs 21.45%/yr for QQQ. At a 0.31 correlation, their price movements are largely independent.
Performance
BF-A vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, BF-A achieves a 2.89% return, which is significantly lower than QQQ's 18.38% return. Over the past 10 years, BF-A has underperformed QQQ with an annualized return of -2.77%, while QQQ has yielded a comparatively higher 21.45% annualized return.
BF-A
- 1D
- 3.54%
- 1M
- -2.92%
- 6M
- 3.60%
- YTD
- 2.89%
- 1Y
- -6.06%
- 3Y*
- -24.74%
- 5Y*
- -15.75%
- 10Y*
- -2.77%
QQQ
- 1D
- 0.31%
- 1M
- 0.69%
- 6M
- 16.05%
- YTD
- 18.38%
- 1Y
- 31.54%
- 3Y*
- 26.10%
- 5Y*
- 15.67%
- 10Y*
- 21.45%
BF-A vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BF-A Brown-Forman Corporation | 2.89% | -28.07% | -35.56% | -8.20% | -1.88% | -5.36% | 18.31% | 34.00% | -9.34% | 47.37% |
QQQ Invesco QQQ ETF | 18.38% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between BF-A and QQQ is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.31 |
The correlation between BF-A and QQQ shifts across timeframes, from -0.03 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BF-A vs. QQQ — Risk / Return Rank
BF-A
QQQ
BF-A vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown-Forman Corporation (BF-A) 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.
| BF-A | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.62 | -2.87 |
| Martin ratioReturn relative to average drawdown | -0.55 | 9.43 | -9.99 |
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Drawdowns
BF-A vs. QQQ - Drawdown Comparison
The maximum BF-A drawdown since its inception was -70.24%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BF-A and QQQ.
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Drawdown Indicators
| BF-A | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.24% | -82.97% | +12.73% |
Max Drawdown (1Y)Largest decline over 1 year | -24.17% | -11.96% | -12.21% |
Max Drawdown (3Y)Largest decline over 3 years | -65.74% | -22.77% | -42.97% |
Max Drawdown (5Y)Largest decline over 5 years | -67.09% | -35.12% | -31.97% |
Max Drawdown (10Y)Largest decline over 10 years | -68.32% | -35.12% | -33.20% |
Current DrawdownCurrent decline from peak | -63.37% | -2.66% | -60.71% |
Average DrawdownAverage peak-to-trough decline | -14.88% | -32.67% | +17.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.95% | 3.32% | +7.63% |
Volatility
BF-A vs. QQQ - Volatility Comparison
Brown-Forman Corporation (BF-A) has a higher volatility of 10.52% compared to Invesco QQQ ETF (QQQ) at 8.71%. This indicates that BF-A'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.
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Volatility by Period
| BF-A | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 8.71% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 30.21% | 15.28% | +14.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.88% | 18.47% | +18.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 22.77% | +6.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.24% | 22.43% | +5.81% |
Dividends
BF-A vs. QQQ - Dividend Comparison
BF-A's dividend yield for the trailing twelve months is around 3.46%, more than QQQ's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-A Brown-Forman Corporation | 3.46% | 3.46% | 2.33% | 1.40% | 1.17% | 2.55% | 0.96% | 1.07% | 3.11% | 1.11% | 1.50% | 1.17% |
QQQ Invesco QQQ ETF | 0.42% | 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
BF-A and QQQ have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BF-A has higher volatility (10.52%) compared to QQQ (8.71%). In terms of maximum drawdown, BF-A dropped -70.24% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.70 vs -0.16), 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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