BP vs. QQQ

Last updated Apr 4, 2026

Compare and contrast key facts about BP p.l.c. (BP) and Invesco QQQ ETF (QQQ).

QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.

Performance

BP vs. QQQ - Performance Comparison

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

BP vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BP BP p.l.c.	37.43%	24.54%	-11.84%	6.00%	37.01%	36.38%	-41.31%	5.83%	-4.57%	20.02%
QQQ Invesco QQQ ETF	-4.65%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%

Returns By Period

In the year-to-date period, BP achieves a 37.43% return, which is significantly higher than QQQ's -4.65% return. Over the past 10 years, BP has underperformed QQQ with an annualized return of 10.99%, while QQQ has yielded a comparatively higher 19.05% annualized return.

BP

• 1D: 2.06%
• 1M: 21.32%
• YTD: 37.43%
• 6M: 41.67%
• 1Y: 59.21%
• 3Y*: 11.66%
• 5Y*: 19.74%
• 10Y*: 10.99%

QQQ

• 1D: 0.11%
• 1M: -4.10%
• YTD: -4.65%
• 6M: -2.77%
• 1Y: 30.43%
• 3Y*: 22.97%
• 5Y*: 13.18%
• 10Y*: 19.05%

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

Return for Risk

BP vs. QQQ — Risk / Return Rank

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

BP

BP Risk / Return Rank: 79
BP Sharpe Ratio Rank: 85
BP Sortino Ratio Rank: 77
BP Omega Ratio Rank: 78
BP Calmar Ratio Rank: 75
BP Martin Ratio Rank: 79

QQQ

QQQ Risk / Return Rank: 58
QQQ Sharpe Ratio Rank: 55
QQQ Sortino Ratio Rank: 59
QQQ Omega Ratio Rank: 59
QQQ Calmar Ratio Rank: 60
QQQ Martin Ratio Rank: 57

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.

BP vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. (BP) 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.

	BP	QQQ	Difference
Sharpe ratio Return per unit of total volatility	1.57	1.04	+0.53
Sortino ratio Return per unit of downside risk	1.97	1.62	+0.35
Omega ratio Gain probability vs. loss probability	1.28	1.23	+0.05
Calmar ratio Return relative to maximum drawdown	2.09	1.93	+0.16
Martin ratio Return relative to average drawdown	6.37	7.00	-0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BP vs. QQQ - Sharpe Ratio Comparison

The current BP Sharpe Ratio is 1.57, which is higher than the QQQ Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BP 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.

Sharpe Ratios by Period

	BP	QQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	1.04	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.59	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.86	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.38	-0.19

Correlation

The correlation between BP and QQQ is 0.33, 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.

Dividends

BP vs. QQQ - Dividend Comparison

BP's dividend yield for the trailing twelve months is around 4.20%, more than QQQ's 0.48% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BP BP p.l.c.	4.20%	5.64%	6.20%	4.71%	3.94%	4.83%	9.21%	6.52%	6.41%	5.66%	6.37%	7.63%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%

Drawdowns

BP vs. QQQ - Drawdown Comparison

The maximum BP drawdown since its inception was -74.94%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BP and QQQ.

Drawdown Indicators

	BP	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-74.94%	-82.97%	+8.03%
Max Drawdown (1Y) Largest decline over 1 year	-10.55%	-11.96%	+1.41%
Max Drawdown (5Y) Largest decline over 5 years	-30.63%	-35.12%	+4.49%
Max Drawdown (10Y) Largest decline over 10 years	-63.91%	-35.12%	-28.79%
Current Drawdown Current decline from peak	-0.49%	-7.75%	+7.26%
Average Drawdown Average peak-to-trough decline	-25.34%	-32.98%	+7.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.47%	3.48%	+3.99%

Volatility

BP vs. QQQ - Volatility Comparison

BP p.l.c. (BP) has a higher volatility of 8.37% compared to Invesco QQQ ETF (QQQ) at 6.38%. This indicates that BP'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.

Volatility by Period

	BP	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.37%	6.38%	+1.99%
Volatility (6M) Calculated over the trailing 6-month period	20.07%	12.82%	+7.25%
Volatility (1Y) Calculated over the trailing 1-year period	30.46%	22.69%	+7.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.51%	22.37%	+6.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.21%	22.24%	+8.97%