BTU vs. QQQ

Last updated Jun 24, 2026

BTU (Peabody Energy Corporation) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, BTU returned 24.56%/yr vs 16.01%/yr for QQQ. At a 0.17 correlation, their price movements are largely independent.

Performance

BTU vs. QQQ - Performance Comparison

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

Returns By Period

In the year-to-date period, BTU achieves a -17.94% return, which is significantly lower than QQQ's 16.45% return.

BTU

• 1D: 0.50%
• 1M: -1.26%
• YTD: -17.94%
• 6M: -21.91%
• 1Y: 83.76%
• 3Y*: 6.88%
• 5Y*: 24.56%
• 10Y*: —

QQQ

• 1D: -3.29%
• 1M: -0.43%
• YTD: 16.45%
• 6M: 14.99%
• 1Y: 34.88%
• 3Y*: 26.05%
• 5Y*: 16.01%
• 10Y*: 22.07%

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

BTU vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BTU Peabody Energy Corporation	-17.94%	44.18%	-12.80%	-7.03%	162.36%	317.84%	-73.57%	-67.32%	-21.62%	31.10%
QQQ Invesco QQQ ETF	16.45%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	18.49%

Correlation

The correlation between BTU and QQQ is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Apr 3, 2017	0.17

The correlation between BTU and QQQ shifts across timeframes, from 0.06 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BTU vs. QQQ — Risk / Return Rank

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

BTU

BTU Risk / Return Rank: 76
BTU Sharpe Ratio Rank: 80
BTU Sortino Ratio Rank: 77
BTU Omega Ratio Rank: 73
BTU Calmar Ratio Rank: 77
BTU Martin Ratio Rank: 75

QQQ

QQQ Risk / Return Rank: 59
QQQ Sharpe Ratio Rank: 61
QQQ Sortino Ratio Rank: 55
QQQ Omega Ratio Rank: 58
QQQ Calmar Ratio Rank: 61
QQQ Martin Ratio Rank: 62

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.

BTU vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Peabody Energy Corporation (BTU) 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.

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.

	BTU	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	1.39	1.95	-0.56
Sortino ratio: Return per unit of downside risk	2.07	2.57	-0.49
Omega ratio: Gain probability vs. loss probability	1.24	1.35	-0.11
Calmar ratio: Return relative to maximum drawdown	2.07	2.93	-0.86
Martin ratio: Return relative to average drawdown	4.60	10.86	-6.27

BTU vs. QQQ - Sharpe Ratio Comparison

The current BTU Sharpe Ratio is 1.39, which is comparable to the QQQ Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BTU 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.

Drawdowns

BTU vs. QQQ - Drawdown Comparison

The maximum BTU drawdown since its inception was -98.07%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BTU and QQQ.

Drawdown Indicators

	BTU	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-98.07%	-82.97%	-15.10%
Max Drawdown (1Y) Largest decline over 1 year	-40.67%	-11.96%	-28.71%
Max Drawdown (3Y) Largest decline over 3 years	-65.14%	-22.77%	-42.37%
Max Drawdown (5Y) Largest decline over 5 years	-67.44%	-35.12%	-32.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.12%	—
Current Drawdown Current decline from peak	-41.29%	-4.25%	-37.04%
Average Drawdown Average peak-to-trough decline	-48.04%	-32.73%	-15.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.28%	3.22%	+15.06%

Volatility

BTU vs. QQQ - Volatility Comparison

Peabody Energy Corporation (BTU) has a higher volatility of 21.90% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that BTU'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

	BTU	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.90%	9.17%	+12.73%
Volatility (6M) Calculated over the trailing 6-month period	41.72%	14.57%	+27.15%
Volatility (1Y) Calculated over the trailing 1-year period	60.53%	17.96%	+42.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.24%	22.69%	+43.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	77.71%	22.42%	+55.29%

Dividends

BTU vs. QQQ - Dividend Comparison

BTU's dividend yield for the trailing twelve months is around 1.24%, more than QQQ's 0.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BTU Peabody Energy Corporation	1.24%	1.01%	1.43%	0.93%	0.00%	0.00%	0.00%	26.43%	1.59%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.43%	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

Can I hold both BTU and QQQ in my portfolio?

BTU and QQQ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BTU or QQQ?

BTU has higher volatility (21.90%) compared to QQQ (9.17%). In terms of maximum drawdown, BTU dropped -98.07% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (1.95 vs 1.39), 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.