BRBR vs. QQQ
Compare and contrast key facts about BellRing Brands, Inc. (BRBR) and Invesco QQQ (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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRBR or QQQ.
Performance
BRBR vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, BRBR achieves a 41.80% return, which is significantly higher than QQQ's 24.04% return.
BRBR
41.80%
20.79%
34.68%
57.36%
31.44%
N/A
QQQ
24.04%
3.57%
10.78%
30.56%
20.99%
18.03%
Key characteristics
| BRBR | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.07 | 1.76 |
| Sortino Ratio | 2.62 | 2.35 |
| Omega Ratio | 1.34 | 1.32 |
| Calmar Ratio | 2.71 | 2.25 |
| Martin Ratio | 7.67 | 8.18 |
| Ulcer Index | 7.17% | 3.74% |
| Daily Std Dev | 26.54% | 17.36% |
| Max Drawdown | -39.96% | -82.98% |
| Current Drawdown | 0.00% | -1.62% |
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Correlation
The correlation between BRBR and QQQ is 0.34, 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.
Risk-Adjusted Performance
BRBR vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BellRing Brands, Inc. (BRBR) 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.
Dividends
BRBR vs. QQQ - Dividend Comparison
BRBR has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRBR BellRing Brands, Inc. | 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 | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
BRBR vs. QQQ - Drawdown Comparison
The maximum BRBR drawdown since its inception was -39.96%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BRBR and QQQ. For additional features, visit the drawdowns tool.
Volatility
BRBR vs. QQQ - Volatility Comparison
BellRing Brands, Inc. (BRBR) and Invesco QQQ (QQQ) have volatilities of 5.12% and 5.36%, 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.