KBR vs. QQQ
KBR (KBR, Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, KBR returned 10.54%/yr vs 20.75%/yr for QQQ. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
KBR vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KBR achieves a -8.80% return, which is significantly lower than QQQ's 17.04% return. Over the past 10 years, KBR has underperformed QQQ with an annualized return of 10.54%, while QQQ has yielded a comparatively higher 20.75% annualized return.
KBR
- 1D
- -3.97%
- 1M
- -2.94%
- 6M
- -14.02%
- YTD
- -8.80%
- 1Y
- -25.63%
- 3Y*
- -15.04%
- 5Y*
- 0.16%
- 10Y*
- 10.54%
- ALL TIME*
- 4.06%
QQQ
- 1D
- -0.90%
- 1M
- -0.76%
- 6M
- 18.69%
- YTD
- 17.04%
- 1Y
- 28.64%
- 3Y*
- 25.18%
- 5Y*
- 14.96%
- 10Y*
- 20.75%
- ALL TIME*
- 10.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
KBR KBR, Inc. | $76.99M | $62.20M | $65.66M |
| $34.07B | $28.96B | $31.85B |
KBR vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KBR KBR, Inc. | -8.80% | -29.66% | 5.58% | 5.94% | 11.93% | 55.64% | 3.23% | 103.61% | -22.05% | 21.16% |
QQQ Invesco QQQ ETF | 17.04% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between KBR and QQQ is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.47 |
Over the past year, the correlation between KBR and QQQ has dropped to 0.14 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KBR vs. QQQ — Risk / Return Rank
KBR
QQQ
KBR vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KBR, Inc. (KBR) 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.
| KBR | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.26 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 2.40 | -3.03 |
| Martin ratioReturn relative to average drawdown | -1.14 | 7.62 | -8.76 |
Loading charts...
Drawdowns
KBR vs. QQQ - Drawdown Comparison
The maximum KBR drawdown since its inception was -77.47%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for KBR and QQQ.
Loading charts...
Drawdown Indicators
| KBR | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.47% | -82.97% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -41.07% | -11.96% | -29.11% |
Max Drawdown (3Y)Largest decline over 3 years | -57.39% | -22.77% | -34.62% |
Max Drawdown (5Y)Largest decline over 5 years | -57.39% | -35.12% | -22.27% |
Max Drawdown (10Y)Largest decline over 10 years | -57.94% | -35.12% | -22.82% |
Current DrawdownCurrent decline from peak | -48.27% | -3.76% | -44.51% |
Average DrawdownAverage peak-to-trough decline | -34.06% | -32.61% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.60% | 3.77% | +18.83% |
Volatility
KBR vs. QQQ - Volatility Comparison
KBR, Inc. (KBR) has a higher volatility of 12.04% compared to Invesco QQQ ETF (QQQ) at 7.44%. This indicates that KBR'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.
Loading charts...
Volatility by Period
| KBR | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.04% | 7.44% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 27.34% | 16.38% | +10.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.71% | 19.56% | +14.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.31% | 22.97% | +6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.69% | 22.53% | +14.16% |
Dividends
KBR vs. QQQ - Dividend Comparison
KBR's dividend yield for the trailing twelve months is around 1.82%, more than QQQ's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KBR KBR, Inc. | 1.82% | 1.64% | 1.04% | 0.97% | 0.91% | 0.92% | 1.29% | 1.05% | 2.11% | 1.61% | 1.92% | 1.89% |
QQQ Invesco QQQ ETF | 0.42% | 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
KBR and QQQ have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KBR has higher volatility (12.04%) compared to QQQ (7.44%). In terms of maximum drawdown, KBR dropped -77.47% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.47 vs -0.77), 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.
Find the right allocation for KBR and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer