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PBR vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBR and QQQ is 0.34, 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.


-0.50.00.51.00.3

Performance

PBR vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Petróleo Brasileiro S.A. - Petrobras (PBR) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.85%
9.52%
PBR
QQQ

Key characteristics

Sharpe Ratio

PBR:

0.20

QQQ:

1.53

Sortino Ratio

PBR:

0.48

QQQ:

2.07

Omega Ratio

PBR:

1.06

QQQ:

1.27

Calmar Ratio

PBR:

0.16

QQQ:

2.05

Martin Ratio

PBR:

0.50

QQQ:

7.16

Ulcer Index

PBR:

11.87%

QQQ:

3.89%

Daily Std Dev

PBR:

29.98%

QQQ:

18.14%

Max Drawdown

PBR:

-95.30%

QQQ:

-82.98%

Current Drawdown

PBR:

-27.99%

QQQ:

-2.33%

Returns By Period

In the year-to-date period, PBR achieves a 7.39% return, which is significantly higher than QQQ's 2.65% return. Over the past 10 years, PBR has outperformed QQQ with an annualized return of 19.94%, while QQQ has yielded a comparatively lower 18.53% annualized return.


PBR

YTD

7.39%

1M

9.79%

6M

4.85%

1Y

7.04%

5Y*

23.85%

10Y*

19.94%

QQQ

YTD

2.65%

1M

1.35%

6M

9.52%

1Y

25.18%

5Y*

19.35%

10Y*

18.53%

*Annualized

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Risk-Adjusted Performance

PBR vs. QQQ — Risk-Adjusted Performance Rank

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

PBR
The Risk-Adjusted Performance Rank of PBR is 4949
Overall Rank
The Sharpe Ratio Rank of PBR is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PBR is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PBR is 4444
Omega Ratio Rank
The Calmar Ratio Rank of PBR is 5353
Calmar Ratio Rank
The Martin Ratio Rank of PBR is 5151
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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.

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.


Sharpe ratio
The chart of Sharpe ratio for PBR, currently valued at 0.20, compared to the broader market-2.000.002.004.000.201.53
The chart of Sortino ratio for PBR, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.006.000.482.07
The chart of Omega ratio for PBR, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.27
The chart of Calmar ratio for PBR, currently valued at 0.16, compared to the broader market0.002.004.006.000.162.05
The chart of Martin ratio for PBR, currently valued at 0.50, compared to the broader market0.0010.0020.0030.000.507.16
PBR
QQQ

The current PBR Sharpe Ratio is 0.20, which is lower than the QQQ Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of PBR 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.20
1.53
PBR
QQQ

Dividends

PBR vs. QQQ - Dividend Comparison

PBR's dividend yield for the trailing twelve months is around 20.81%, more than QQQ's 0.54% yield.


TTM20242023202220212020201920182017201620152014
PBR
Petróleo Brasileiro S.A. - Petrobras
20.81%22.35%18.40%61.72%18.94%1.57%1.56%1.03%0.00%0.00%0.00%6.08%
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

PBR vs. QQQ - Drawdown Comparison

The maximum PBR drawdown since its inception was -95.30%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-27.99%
-2.33%
PBR
QQQ

Volatility

PBR vs. QQQ - Volatility Comparison

Petróleo Brasileiro S.A. - Petrobras (PBR) has a higher volatility of 7.52% compared to Invesco QQQ (QQQ) at 6.48%. This indicates that PBR'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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.52%
6.48%
PBR
QQQ
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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.

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