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CBLL vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBLL vs. QQQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, CBLL achieves a -16.78% return, which is significantly lower than QQQ's 14.92% return.


CBLL

1D
-2.67%
1M
-9.43%
YTD
-16.78%
6M
-7.45%
1Y
4.29%
3Y*
5Y*
10Y*

QQQ

1D
-4.80%
1M
1.34%
YTD
14.92%
6M
13.01%
1Y
35.00%
3Y*
26.46%
5Y*
16.70%
10Y*
21.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBLL vs. QQQ - Yearly Performance Comparison


2026 (YTD)20252024
CBLL
CeriBell, Inc
-16.78%-15.26%3.52%
QQQ
Invesco QQQ ETF
14.92%20.77%3.79%

Correlation

The correlation between CBLL and QQQ is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2024

0.27

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CeriBell, Inc

Invesco QQQ ETF

Return for Risk

CBLL vs. QQQ — Risk / Return Rank

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

CBLL
CBLL Risk / Return Rank: 4444
Overall Rank
CBLL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CBLL Sortino Ratio Rank: 4343
Sortino Ratio Rank
CBLL Omega Ratio Rank: 4343
Omega Ratio Rank
CBLL Calmar Ratio Rank: 4444
Calmar Ratio Rank
CBLL Martin Ratio Rank: 4444
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6262
Overall Rank
QQQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 5858
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6262
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6060
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6363
Martin Ratio Rank
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.

CBLL vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CeriBell, Inc (CBLL) 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.


CBLLQQQDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.06

1.37

-0.31

Calmar ratioReturn relative to maximum drawdown

0.10

2.94

-2.84

Martin ratioReturn relative to average drawdown

0.17

11.22

-11.05

CBLL vs. QQQ - Sharpe Ratio Comparison

The current CBLL Sharpe Ratio is 0.08, which is lower than the QQQ Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of CBLL 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.


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Sharpe Ratios by Period


CBLLQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.11

-2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.40

-0.66

Drawdowns

CBLL vs. QQQ - Drawdown Comparison

The maximum CBLL drawdown since its inception was -63.89%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for CBLL and QQQ.


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Drawdown Indicators


CBLLQQQDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-82.97%

+19.08%

Max Drawdown (1Y)

Largest decline over 1 year

-44.43%

-11.96%

-32.47%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-39.65%

-5.51%

-34.14%

Average Drawdown

Average peak-to-trough decline

-36.32%

-32.78%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.88%

3.13%

+21.75%

Volatility

CBLL vs. QQQ - Volatility Comparison

CeriBell, Inc (CBLL) has a higher volatility of 25.38% compared to Invesco QQQ ETF (QQQ) at 6.68%. This indicates that CBLL'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


CBLLQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.38%

6.68%

+18.70%

Volatility (6M)

Calculated over the trailing 6-month period

36.44%

13.12%

+23.32%

Volatility (1Y)

Calculated over the trailing 1-year period

55.03%

16.69%

+38.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.18%

22.47%

+46.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.18%

22.34%

+46.84%

Dividends

CBLL vs. QQQ - Dividend Comparison

CBLL has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.40%.


PositionTTM20252024202320222021202020192018201720162015
CBLL
CeriBell, 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 ETF
0.40%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


CBLL and QQQ have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBLL has higher volatility (25.38%) compared to QQQ (6.68%). In terms of maximum drawdown, CBLL dropped -63.89% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.11 vs 0.08), 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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