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BIRK vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIRK vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Birkenstock Holding plc (BIRK) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIRK achieves a 3.20% return, which is significantly lower than QQQ's 21.30% return.


BIRK

1D
-2.76%
1M
14.33%
YTD
3.20%
6M
-3.54%
1Y
-23.53%
3Y*
5Y*
10Y*

QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIRK vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023
BIRK
Birkenstock Holding plc
3.20%-27.82%16.27%21.22%
QQQ
Invesco QQQ ETF
21.30%20.77%25.58%10.60%

Correlation

The correlation between BIRK and QQQ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2023

0.35

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Return for Risk

BIRK vs. QQQ — Risk / Return Rank

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

BIRK
BIRK Risk / Return Rank: 2020
Overall Rank
BIRK Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BIRK Sortino Ratio Rank: 1919
Sortino Ratio Rank
BIRK Omega Ratio Rank: 2020
Omega Ratio Rank
BIRK Calmar Ratio Rank: 2222
Calmar Ratio Rank
BIRK Martin Ratio Rank: 2222
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
Martin Ratio Rank
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.

BIRK vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Birkenstock Holding plc (BIRK) 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.


BIRKQQQDifference
Sharpe ratioReturn per unit of total volatility

-3.14

Sortino ratioReturn per unit of downside risk

-3.95

Omega ratioGain probability vs. loss probability

0.94

1.45

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.53

3.51

-4.04

Martin ratioReturn relative to average drawdown

-0.95

13.49

-14.44

BIRK vs. QQQ - Sharpe Ratio Comparison

The current BIRK Sharpe Ratio is -0.51, which is lower than the QQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of BIRK 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.


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Sharpe Ratios by Period


BIRKQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

2.64

-3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.41

-0.37

Drawdowns

BIRK vs. QQQ - Drawdown Comparison

The maximum BIRK drawdown since its inception was -50.94%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BIRK and QQQ.


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Drawdown Indicators


BIRKQQQDifference

Max Drawdown

Largest peak-to-trough decline

-50.94%

-82.97%

+32.03%

Max Drawdown (1Y)

Largest decline over 1 year

-44.40%

-11.96%

-32.44%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-33.60%

-0.26%

-33.34%

Average Drawdown

Average peak-to-trough decline

-19.88%

-32.79%

+12.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.76%

3.11%

+21.65%

Volatility

BIRK vs. QQQ - Volatility Comparison

Birkenstock Holding plc (BIRK) has a higher volatility of 27.66% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that BIRK'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


BIRKQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.66%

4.49%

+23.17%

Volatility (6M)

Calculated over the trailing 6-month period

41.60%

12.10%

+29.50%

Volatility (1Y)

Calculated over the trailing 1-year period

46.76%

15.94%

+30.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.36%

22.38%

+20.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.36%

22.29%

+21.07%

Dividends

BIRK vs. QQQ - Dividend Comparison

BIRK has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.38%.


PositionTTM20252024202320222021202020192018201720162015
BIRK
Birkenstock Holding plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF
0.38%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


BIRK and QQQ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIRK has higher volatility (27.66%) compared to QQQ (4.49%). In terms of maximum drawdown, BIRK dropped -50.94% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.64 vs -0.51), 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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