PBR vs. QQQ
Compare and contrast key facts about Petróleo Brasileiro S.A. - Petrobras (PBR) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBR or QQQ.
Performance
PBR vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, PBR achieves a 0.08% return, which is significantly lower than QQQ's 23.84% return. Over the past 10 years, PBR has underperformed QQQ with an annualized return of 14.97%, while QQQ has yielded a comparatively higher 18.03% annualized return.
PBR
0.08%
1.95%
0.51%
4.46%
22.04%
14.97%
QQQ
23.84%
1.82%
11.65%
30.35%
20.97%
18.03%
Key characteristics
| PBR | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.15 | 1.78 |
| Sortino Ratio | 0.41 | 2.37 |
| Omega Ratio | 1.05 | 1.32 |
| Calmar Ratio | 0.12 | 2.28 |
| Martin Ratio | 0.42 | 8.27 |
| Ulcer Index | 10.68% | 3.73% |
| Daily Std Dev | 29.43% | 17.37% |
| Max Drawdown | -95.28% | -82.98% |
| Current Drawdown | -31.27% | -1.78% |
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Correlation
The correlation between PBR and QQQ is 0.35, 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
PBR vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Petróleo Brasileiro S.A. - Petrobras (PBR) 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.
Dividends
PBR vs. QQQ - Dividend Comparison
PBR's dividend yield for the trailing twelve months is around 13.27%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBR Petróleo Brasileiro S.A. - Petrobras | 13.27% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
PBR vs. QQQ - Drawdown Comparison
The maximum PBR drawdown since its inception was -95.28%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for PBR and QQQ. For additional features, visit the drawdowns tool.
Volatility
PBR vs. QQQ - Volatility Comparison
Petróleo Brasileiro S.A. - Petrobras (PBR) and Invesco QQQ (QQQ) have volatilities of 5.30% and 5.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.