BQ vs. VOO
BQ (Boqii Holding Limited) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, BQ returned -75.77%/yr vs 12.90%/yr for VOO. At a 0.15 correlation, their price movements are largely independent.
Performance
BQ vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, BQ achieves a -59.87% return, which is significantly lower than VOO's 7.53% return.
BQ
- 1D
- -2.19%
- 1M
- 9.96%
- YTD
- -59.87%
- 6M
- -62.11%
- 1Y
- -59.27%
- 3Y*
- -76.10%
- 5Y*
- -75.77%
- 10Y*
- —
VOO
- 1D
- -0.52%
- 1M
- -2.57%
- YTD
- 7.53%
- 6M
- 6.22%
- 1Y
- 20.58%
- 3Y*
- 20.26%
- 5Y*
- 12.90%
- 10Y*
- 15.54%
BQ vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BQ Boqii Holding Limited | -59.87% | -43.61% | -21.99% | -88.56% | -77.13% | -83.07% | -47.90% |
VOO Vanguard S&P 500 ETF | 7.53% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 13.03% |
Correlation
The correlation between BQ and VOO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.15 |
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Return for Risk
BQ vs. VOO — Risk / Return Rank
BQ
VOO
BQ vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boqii Holding Limited (BQ) and Vanguard S&P 500 ETF (VOO). 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.
| BQ | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 2.32 | -2.94 |
| Martin ratioReturn relative to average drawdown | -0.78 | 10.21 | -10.99 |
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Drawdowns
BQ vs. VOO - Drawdown Comparison
The maximum BQ drawdown since its inception was -99.97%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BQ and VOO.
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Drawdown Indicators
| BQ | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -33.99% | -65.98% |
Max Drawdown (1Y)Largest decline over 1 year | -95.95% | -8.90% | -87.05% |
Max Drawdown (3Y)Largest decline over 3 years | -98.81% | -18.69% | -80.12% |
Max Drawdown (5Y)Largest decline over 5 years | -99.93% | -24.52% | -75.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -99.97% | -3.73% | -96.24% |
Average DrawdownAverage peak-to-trough decline | -90.41% | -3.68% | -86.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 76.36% | 2.02% | +74.34% |
Volatility
BQ vs. VOO - Volatility Comparison
Boqii Holding Limited (BQ) has a higher volatility of 43.94% compared to Vanguard S&P 500 ETF (VOO) at 4.76%. This indicates that BQ's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BQ | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.94% | 4.76% | +39.18% |
Volatility (6M)Calculated over the trailing 6-month period | 72.36% | 9.78% | +62.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 312.60% | 12.40% | +300.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 172.12% | 16.90% | +155.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 166.74% | 18.01% | +148.73% |
Dividends
BQ vs. VOO - Dividend Comparison
BQ has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.36% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
BQ and VOO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BQ has higher volatility (43.94%) compared to VOO (4.76%). In terms of maximum drawdown, BQ dropped -99.97% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.67 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.
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