IBKR vs. QQQM
Compare and contrast key facts about Interactive Brokers Group, Inc. (IBKR) and Invesco NASDAQ 100 ETF (QQQM).
QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBKR or QQQM.
Performance
IBKR vs. QQQM - Performance Comparison
Returns By Period
In the year-to-date period, IBKR achieves a 121.35% return, which is significantly higher than QQQM's 22.73% return.
IBKR
121.35%
22.71%
46.02%
132.02%
31.99%
22.10%
QQQM
22.73%
1.12%
10.28%
30.52%
N/A
N/A
Key characteristics
| IBKR | QQQM | |
|---|---|---|
| Sharpe Ratio | 5.07 | 1.76 |
| Sortino Ratio | 5.69 | 2.35 |
| Omega Ratio | 1.79 | 1.32 |
| Calmar Ratio | 7.01 | 2.25 |
| Martin Ratio | 37.94 | 8.21 |
| Ulcer Index | 3.53% | 3.72% |
| Daily Std Dev | 26.50% | 17.41% |
| Max Drawdown | -63.66% | -35.05% |
| Current Drawdown | 0.00% | -2.75% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between IBKR and QQQM is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IBKR vs. QQQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and Invesco NASDAQ 100 ETF (QQQM). 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.
Dividends
IBKR vs. QQQM - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.38%, less than QQQM's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.38% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
QQQM Invesco NASDAQ 100 ETF | 0.65% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IBKR vs. QQQM - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for IBKR and QQQM. For additional features, visit the drawdowns tool.
Volatility
IBKR vs. QQQM - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 12.39% compared to Invesco NASDAQ 100 ETF (QQQM) at 5.62%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.