BX vs. QQQ
BX (Blackstone Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, BX returned 22.48%/yr vs 20.44%/yr for QQQ. Their 0.54 correlation means they have sometimes moved together and sometimes differently.
Performance
BX vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, BX achieves a -15.38% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, BX has outperformed QQQ with an annualized return of 22.48%, while QQQ has yielded a comparatively lower 20.44% annualized return.
BX
- 1D
- -0.25%
- 1M
- 6.86%
- 6M
- -8.42%
- YTD
- -15.38%
- 1Y
- -23.46%
- 3Y*
- 9.46%
- 5Y*
- 5.49%
- 10Y*
- 22.48%
- ALL TIME*
- 12.61%
QQQ
- 1D
- 0.65%
- 1M
- -5.13%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 22.35%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $746.59M | $603.17M | $618.74M | |
| $30.32B | $28.40B | $31.45B |
BX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | -15.38% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 19.78% | 96.33% | 0.10% | 27.34% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between BX and QQQ is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2007 | 0.54 |
Over the past year, the correlation between BX and QQQ has dropped to 0.33 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
BX vs. QQQ — Risk / Return Rank
BX
QQQ
BX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) 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.
| BX | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.21 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.88 | -2.40 |
| Martin ratioReturn relative to average drawdown | -0.87 | 6.00 | -6.87 |
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Drawdowns
BX vs. QQQ - Drawdown Comparison
The maximum BX drawdown since its inception was -88.09%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BX and QQQ.
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Drawdown Indicators
| BX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -82.97% | -5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -44.76% | -11.96% | -32.80% |
Max Drawdown (3Y)Largest decline over 3 years | -46.50% | -22.77% | -23.73% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | -35.12% | -14.17% |
Max Drawdown (10Y)Largest decline over 10 years | -49.29% | -35.12% | -14.17% |
Current DrawdownCurrent decline from peak | -32.45% | -7.69% | -24.76% |
Average DrawdownAverage peak-to-trough decline | -26.44% | -32.62% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.92% | 3.74% | +23.18% |
Volatility
BX vs. QQQ - Volatility Comparison
Blackstone Inc. (BX) has a higher volatility of 9.31% compared to Invesco QQQ ETF (QQQ) at 6.87%. This indicates that BX'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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Volatility by Period
| BX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.31% | 6.87% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 28.89% | 16.08% | +12.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.16% | 19.38% | +15.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.56% | 22.90% | +16.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.77% | 22.50% | +13.27% |
Dividends
BX vs. QQQ - Dividend Comparison
BX's dividend yield for the trailing twelve months is around 3.89%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | 3.89% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
QQQ Invesco QQQ ETF | 0.44% | 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
BX and QQQ have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (9.31%) compared to QQQ (6.87%). In terms of maximum drawdown, BX dropped -88.09% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.67), 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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