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

Correlation

The correlation between BUL and QQQ is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BUL vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Cash Cows Growth ETF (BUL) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUL:

0.47

QQQ:

0.52

Sortino Ratio

BUL:

0.90

QQQ:

0.95

Omega Ratio

BUL:

1.12

QQQ:

1.13

Calmar Ratio

BUL:

0.54

QQQ:

0.63

Martin Ratio

BUL:

1.83

QQQ:

2.04

Ulcer Index

BUL:

6.94%

QQQ:

7.00%

Daily Std Dev

BUL:

24.85%

QQQ:

25.49%

Max Drawdown

BUL:

-37.08%

QQQ:

-82.98%

Current Drawdown

BUL:

-5.74%

QQQ:

-4.77%

Returns By Period

In the year-to-date period, BUL achieves a 2.71% return, which is significantly higher than QQQ's 0.50% return.


BUL

YTD

2.71%

1M

17.17%

6M

0.14%

1Y

11.55%

3Y*

12.62%

5Y*

15.60%

10Y*

N/A

QQQ

YTD

0.50%

1M

18.45%

6M

2.28%

1Y

13.25%

3Y*

21.95%

5Y*

18.18%

10Y*

17.51%

*Annualized

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Pacer US Cash Cows Growth ETF

Invesco QQQ

BUL vs. QQQ - Expense Ratio Comparison

BUL has a 0.60% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

BUL vs. QQQ — Risk-Adjusted Performance Rank

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

BUL
The Risk-Adjusted Performance Rank of BUL is 5353
Overall Rank
The Sharpe Ratio Rank of BUL is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of BUL is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BUL is 5151
Omega Ratio Rank
The Calmar Ratio Rank of BUL is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BUL is 5353
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5656
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.

BUL vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Cash Cows Growth ETF (BUL) 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 BUL Sharpe Ratio is 0.47, which is comparable to the QQQ Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of BUL 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

BUL vs. QQQ - Dividend Comparison

BUL's dividend yield for the trailing twelve months is around 0.20%, less than QQQ's 0.58% yield.


TTM20242023202220212020201920182017201620152014
BUL
Pacer US Cash Cows Growth ETF
0.20%0.30%2.11%0.66%0.08%0.69%0.81%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

BUL vs. QQQ - Drawdown Comparison

The maximum BUL drawdown since its inception was -37.08%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BUL and QQQ. For additional features, visit the drawdowns tool.


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Volatility

BUL vs. QQQ - Volatility Comparison

Pacer US Cash Cows Growth ETF (BUL) has a higher volatility of 6.90% compared to Invesco QQQ (QQQ) at 5.77%. This indicates that BUL'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.


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