BGS vs. QQQ

Last updated Jun 26, 2026

BGS (B&G Foods, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, BGS returned -15.32%/yr vs 22.36%/yr for QQQ. At a 0.25 correlation, their price movements are largely independent.

Performance

BGS vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in B&G Foods, Inc. (BGS) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BGS achieves a -3.38% return, which is significantly lower than QQQ's 16.89% return. Over the past 10 years, BGS has underperformed QQQ with an annualized return of -15.32%, while QQQ has yielded a comparatively higher 22.36% annualized return.

BGS

• 1D: 0.76%
• 1M: -1.96%
• YTD: -3.38%
• 6M: -4.46%
• 1Y: 11.36%
• 3Y*: -26.57%
• 5Y*: -28.15%
• 10Y*: -15.32%

QQQ

• 1D: 0.81%
• 1M: -1.80%
• YTD: 16.89%
• 6M: 15.09%
• 1Y: 33.02%
• 3Y*: 26.78%
• 5Y*: 16.13%
• 10Y*: 22.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGS vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGS B&G Foods, Inc.	-3.38%	-26.81%	-28.30%	0.33%	-60.70%	17.69%	67.73%	-31.93%	-12.20%	-15.46%
QQQ Invesco QQQ ETF	16.89%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%

Correlation

The correlation between BGS and QQQ is 0.06, 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	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since May 23, 2007	0.25

The correlation between BGS and QQQ shifts across timeframes, from 0.06 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BGS vs. QQQ — Risk / Return Rank

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

BGS

BGS Risk / Return Rank: 52
BGS Sharpe Ratio Rank: 52
BGS Sortino Ratio Rank: 51
BGS Omega Ratio Rank: 50
BGS Calmar Ratio Rank: 52
BGS Martin Ratio Rank: 54

QQQ

QQQ Risk / Return Rank: 64
QQQ Sharpe Ratio Rank: 66
QQQ Sortino Ratio Rank: 61
QQQ Omega Ratio Rank: 63
QQQ Calmar Ratio Rank: 65
QQQ Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGS vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for B&G Foods, Inc. (BGS) 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.

	BGS	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	0.22	1.85	-1.63
Sortino ratio: Return per unit of downside risk	0.77	2.45	-1.68
Omega ratio: Gain probability vs. loss probability	1.09	1.33	-0.24
Calmar ratio: Return relative to maximum drawdown	0.34	2.77	-2.43
Martin ratio: Return relative to average drawdown	0.91	10.21	-9.30

BGS vs. QQQ - Sharpe Ratio Comparison

The current BGS Sharpe Ratio is 0.22, which is lower than the QQQ Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of BGS and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BGS vs. QQQ - Drawdown Comparison

The maximum BGS drawdown since its inception was -86.50%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BGS and QQQ.

Drawdown Indicators

	BGS	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-86.50%	-82.97%	-3.53%
Max Drawdown (1Y) Largest decline over 1 year	-33.11%	-11.96%	-21.15%
Max Drawdown (3Y) Largest decline over 3 years	-67.36%	-22.77%	-44.59%
Max Drawdown (5Y) Largest decline over 5 years	-84.68%	-35.12%	-49.56%
Max Drawdown (10Y) Largest decline over 10 years	-86.50%	-35.12%	-51.38%
Current Drawdown Current decline from peak	-84.11%	-3.89%	-80.22%
Average Drawdown Average peak-to-trough decline	-32.15%	-32.72%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.54%	3.24%	+9.30%

Volatility

BGS vs. QQQ - Volatility Comparison

B&G Foods, Inc. (BGS) and Invesco QQQ ETF (QQQ) have volatilities of 8.83% and 9.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGS	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.83%	9.02%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	34.03%	14.55%	+19.48%
Volatility (1Y) Calculated over the trailing 1-year period	51.41%	17.91%	+33.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.37%	22.69%	+26.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.34%	22.41%	+23.93%

Dividends

BGS vs. QQQ - Dividend Comparison

BGS's dividend yield for the trailing twelve months is around 19.00%, more than QQQ's 0.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BGS B&G Foods, Inc.	19.00%	17.67%	11.03%	7.24%	14.48%	6.18%	6.85%	10.60%	6.54%	5.29%	3.94%	3.94%
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

Can I hold both BGS and QQQ in my portfolio?

BGS and QQQ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BGS or QQQ?

QQQ has higher volatility (9.02%) compared to BGS (8.83%). In terms of maximum drawdown, BGS dropped -86.50% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (1.85 vs 0.22), 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.