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 -2.08%/yr vs 22.48%/yr for QQQ. At a 0.31 correlation, their price movements are largely independent.
Performance
BF-A vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BF-A achieves a 5.56% return, which is significantly lower than QQQ's 20.41% return. Over the past 10 years, BF-A has underperformed QQQ with an annualized return of -2.08%, while QQQ has yielded a comparatively higher 22.48% annualized return.
BF-A
- 1D
- 2.44%
- 1M
- 1.98%
- YTD
- 5.56%
- 6M
- 0.05%
- 1Y
- 7.09%
- 3Y*
- -23.84%
- 5Y*
- -14.94%
- 10Y*
- -2.08%
QQQ
- 1D
- -0.25%
- 1M
- 2.96%
- YTD
- 20.41%
- 6M
- 19.46%
- 1Y
- 40.91%
- 3Y*
- 27.47%
- 5Y*
- 16.94%
- 10Y*
- 22.48%
BF-A vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BF-A Brown-Forman Corporation | 5.56% | -28.07% | -35.56% | -8.20% | -1.88% | -5.36% | 18.31% | 34.00% | -9.34% | 47.37% |
QQQ Invesco QQQ ETF | 20.41% | 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 0.00, 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 | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
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 |
Over the past year, the correlation between BF-A and QQQ has dropped to 0.00 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 3.44 | -3.14 |
| Martin ratioReturn relative to average drawdown | 0.67 | 12.79 | -12.12 |
Loading charts...
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.
Loading charts...
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 | -62.42% | -0.99% | -61.43% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -32.73% | +17.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.67% | 3.21% | +7.46% |
Volatility
BF-A vs. QQQ - Volatility Comparison
Brown-Forman Corporation (BF-A) has a higher volatility of 9.81% compared to Invesco QQQ ETF (QQQ) at 8.47%. 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.
Loading charts...
Volatility by Period
| BF-A | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.81% | 8.47% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 29.93% | 14.20% | +15.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.82% | 17.67% | +19.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.32% | 22.64% | +6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.23% | 22.43% | +5.80% |
Dividends
BF-A vs. QQQ - Dividend Comparison
BF-A's dividend yield for the trailing twelve months is around 3.37%, more than QQQ's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BF-A Brown-Forman Corporation | 3.37% | 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 | 0.49% | 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 0.00, 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 (9.81%) compared to QQQ (8.47%). In terms of maximum drawdown, BF-A dropped -70.24% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (2.33 vs 0.19), 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.
Find the right allocation for BF-A and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer