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HBCP vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HBCP vs. QQQ

Last updated Jun 4, 2026

HBCP (Home Bancorp, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, HBCP returned 11.36%/yr vs 21.94%/yr for QQQ. At a 0.29 correlation, their price movements are largely independent.

Performance

HBCP vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Home Bancorp, Inc. (HBCP) 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, HBCP achieves a 10.76% return, which is significantly lower than QQQ's 21.30% return. Over the past 10 years, HBCP has underperformed QQQ with an annualized return of 11.36%, while QQQ has yielded a comparatively higher 21.94% annualized return.

HBCP

1D
-2.18%
1M
-0.31%
YTD
10.76%
6M
11.98%
1Y
29.52%
3Y*
27.64%
5Y*
12.77%
10Y*
11.36%

QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBCP vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HBCP
Home Bancorp, Inc.		10.76%27.88%12.75%8.00%-1.24%52.02%-26.14%13.27%-16.72%13.54%
QQQ
Invesco QQQ ETF		21.30%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Correlation

The correlation between HBCP and QQQ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2008

0.29

Compare stocks, funds, or ETFs

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Home Bancorp, Inc.

Invesco QQQ ETF

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Return for Risk

HBCP vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HBCP
HBCP Risk / Return Rank: 7575
Overall Rank
HBCP Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HBCP Sortino Ratio Rank: 7070
Sortino Ratio Rank
HBCP Omega Ratio Rank: 6767
Omega Ratio Rank
HBCP Calmar Ratio Rank: 7979
Calmar Ratio Rank
HBCP Martin Ratio Rank: 8181
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
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.

HBCP vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Home Bancorp, Inc. (HBCP) 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.

HBCPQQQDifference
Sharpe ratioReturn per unit of total volatility
1.15
2.64

-1.49

Sortino ratioReturn per unit of downside risk
1.75
3.45

-1.69

Omega ratioGain probability vs. loss probability

1.21

1.45

-0.24

Calmar ratioReturn relative to maximum drawdown

2.55

3.51

-0.96

Martin ratioReturn relative to average drawdown

7.09

13.49

-6.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HBCP vs. QQQ - Sharpe Ratio Comparison

The current HBCP Sharpe Ratio is 1.15, which is lower than the QQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of HBCP 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

HBCPQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.64

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.81

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.99

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.41

+0.01

Drawdowns

HBCP vs. QQQ - Drawdown Comparison

The maximum HBCP drawdown since its inception was -58.31%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for HBCP and QQQ.

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Drawdown Indicators

HBCPQQQDifference

Max Drawdown

Largest peak-to-trough decline

-58.31%

-82.97%

+24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-11.96%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-21.74%

-22.77%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.91%

-35.12%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-58.31%

-35.12%

-23.19%

Current Drawdown

Current decline from peak

-3.07%

-0.26%

-2.81%

Average Drawdown

Average peak-to-trough decline

-9.89%

-32.79%

+22.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

3.11%

+1.06%

Volatility

HBCP vs. QQQ - Volatility Comparison

Home Bancorp, Inc. (HBCP) has a higher volatility of 5.16% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that HBCP'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

HBCPQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

4.49%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

17.38%

12.10%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

25.80%

15.94%

+9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.87%

22.38%

+7.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.96%

22.29%

+11.67%

Dividends

HBCP vs. QQQ - Dividend Comparison

HBCP's dividend yield for the trailing twelve months is around 1.92%, more than QQQ's 0.38% yield.

PositionTTM20252024202320222021202020192018201720162015
HBCP
Home Bancorp, Inc.		1.92%1.97%2.19%2.38%2.32%2.19%3.14%2.14%2.01%1.27%1.06%1.15%
QQQ
Invesco QQQ ETF		0.38%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

HBCP and QQQ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBCP has higher volatility (5.16%) compared to QQQ (4.49%). In terms of maximum drawdown, HBCP dropped -58.31% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.64 vs 1.15), 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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