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BQ vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BQ and QQQ is 0.15, 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.


Performance

BQ vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BQ:

-0.31

QQQ:

0.45

Sortino Ratio

BQ:

0.27

QQQ:

0.81

Omega Ratio

BQ:

1.03

QQQ:

1.11

Calmar Ratio

BQ:

-0.39

QQQ:

0.51

Martin Ratio

BQ:

-0.82

QQQ:

1.65

Ulcer Index

BQ:

46.87%

QQQ:

6.96%

Daily Std Dev

BQ:

120.09%

QQQ:

25.14%

Max Drawdown

BQ:

-99.93%

QQQ:

-82.98%

Current Drawdown

BQ:

-99.91%

QQQ:

-9.42%

Returns By Period

In the year-to-date period, BQ achieves a -40.97% return, which is significantly lower than QQQ's -4.41% return.


BQ

YTD

-40.97%

1M

13.03%

6M

-57.58%

1Y

-37.50%

5Y*

N/A

10Y*

N/A

QQQ

YTD

-4.41%

1M

4.71%

6M

-4.80%

1Y

11.32%

5Y*

17.54%

10Y*

17.26%

*Annualized

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Risk-Adjusted Performance

BQ vs. QQQ — Risk-Adjusted Performance Rank

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

BQ
The Risk-Adjusted Performance Rank of BQ is 3737
Overall Rank
The Sharpe Ratio Rank of BQ is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of BQ is 4545
Sortino Ratio Rank
The Omega Ratio Rank of BQ is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BQ is 2727
Calmar Ratio Rank
The Martin Ratio Rank of BQ is 3333
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5656
Overall Rank
The Sharpe Ratio Rank of QQQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BQ vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boqii Holding Limited (BQ) and Invesco QQQ (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.


The current BQ Sharpe Ratio is -0.31, which is lower than the QQQ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of BQ and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BQ vs. QQQ - Dividend Comparison

BQ has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
BQ
Boqii Holding Limited
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
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

BQ vs. QQQ - Drawdown Comparison

The maximum BQ drawdown since its inception was -99.93%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BQ and QQQ. For additional features, visit the drawdowns tool.


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Volatility

BQ vs. QQQ - Volatility Comparison


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