PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IMBBY vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMBBY and QQQ is 0.22, 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.


-0.50.00.51.00.2

Performance

IMBBY vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imperial Brands PLC (IMBBY) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
34.46%
14.51%
IMBBY
QQQ

Key characteristics

Sharpe Ratio

IMBBY:

3.35

QQQ:

1.18

Sortino Ratio

IMBBY:

4.45

QQQ:

1.64

Omega Ratio

IMBBY:

1.61

QQQ:

1.22

Calmar Ratio

IMBBY:

2.03

QQQ:

1.59

Martin Ratio

IMBBY:

18.28

QQQ:

5.50

Ulcer Index

IMBBY:

3.33%

QQQ:

3.93%

Daily Std Dev

IMBBY:

18.21%

QQQ:

18.32%

Max Drawdown

IMBBY:

-65.18%

QQQ:

-82.98%

Current Drawdown

IMBBY:

0.00%

QQQ:

-1.68%

Returns By Period

In the year-to-date period, IMBBY achieves a 12.85% return, which is significantly higher than QQQ's 3.34% return. Over the past 10 years, IMBBY has underperformed QQQ with an annualized return of 4.45%, while QQQ has yielded a comparatively higher 18.30% annualized return.


IMBBY

YTD

12.85%

1M

15.52%

6M

34.46%

1Y

61.74%

5Y*

17.96%

10Y*

4.45%

QQQ

YTD

3.34%

1M

4.50%

6M

14.51%

1Y

24.01%

5Y*

18.46%

10Y*

18.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IMBBY vs. QQQ — Risk-Adjusted Performance Rank

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

IMBBY
The Risk-Adjusted Performance Rank of IMBBY is 9696
Overall Rank
The Sharpe Ratio Rank of IMBBY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IMBBY is 9797
Sortino Ratio Rank
The Omega Ratio Rank of IMBBY is 9797
Omega Ratio Rank
The Calmar Ratio Rank of IMBBY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IMBBY is 9797
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5050
Overall Rank
The Sharpe Ratio Rank of QQQ is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 4545
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 4848
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 5656
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5353
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.

IMBBY vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (IMBBY) 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.


Sharpe ratio
The chart of Sharpe ratio for IMBBY, currently valued at 3.35, compared to the broader market-2.000.002.004.003.351.18
The chart of Sortino ratio for IMBBY, currently valued at 4.45, compared to the broader market-6.00-4.00-2.000.002.004.004.451.64
The chart of Omega ratio for IMBBY, currently valued at 1.61, compared to the broader market0.501.001.502.001.611.22
The chart of Calmar ratio for IMBBY, currently valued at 2.03, compared to the broader market0.002.004.006.002.031.59
The chart of Martin ratio for IMBBY, currently valued at 18.28, compared to the broader market0.0010.0020.0030.0018.285.50
IMBBY
QQQ

The current IMBBY Sharpe Ratio is 3.35, which is higher than the QQQ Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of IMBBY 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
3.35
1.18
IMBBY
QQQ

Dividends

IMBBY vs. QQQ - Dividend Comparison

IMBBY's dividend yield for the trailing twelve months is around 5.35%, more than QQQ's 0.54% yield.


TTM20242023202220212020201920182017201620152014
IMBBY
Imperial Brands PLC
5.35%6.04%7.61%7.03%8.61%9.98%10.46%7.98%4.86%4.77%5.37%4.45%
QQQ
Invesco QQQ
0.54%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

IMBBY vs. QQQ - Drawdown Comparison

The maximum IMBBY drawdown since its inception was -65.18%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for IMBBY and QQQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-1.68%
IMBBY
QQQ

Volatility

IMBBY vs. QQQ - Volatility Comparison

The current volatility for Imperial Brands PLC (IMBBY) is 3.83%, while Invesco QQQ (QQQ) has a volatility of 5.30%. This indicates that IMBBY experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
3.83%
5.30%
IMBBY
QQQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab