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

Correlation

The correlation between PBR and QQQ is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

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.

400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
1,000.78%
519.05%
PBR
QQQ

Key characteristics

Sharpe Ratio

PBR:

-0.51

QQQ:

0.47

Sortino Ratio

PBR:

-0.55

QQQ:

0.82

Omega Ratio

PBR:

0.93

QQQ:

1.11

Calmar Ratio

PBR:

-0.39

QQQ:

0.52

Martin Ratio

PBR:

-1.25

QQQ:

1.79

Ulcer Index

PBR:

12.80%

QQQ:

6.64%

Daily Std Dev

PBR:

31.20%

QQQ:

25.28%

Max Drawdown

PBR:

-95.28%

QQQ:

-82.98%

Current Drawdown

PBR:

-38.74%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, PBR achieves a -8.75% return, which is significantly lower than QQQ's -7.43% return. Over the past 10 years, PBR has underperformed QQQ with an annualized return of 15.03%, while QQQ has yielded a comparatively higher 16.64% annualized return.


PBR

YTD

-8.75%

1M

-18.11%

6M

-8.35%

1Y

-16.46%

5Y*

45.47%

10Y*

15.03%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*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 2323
Overall Rank
The Sharpe Ratio Rank of PBR is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PBR is 2222
Sortino Ratio Rank
The Omega Ratio Rank of PBR is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PBR is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PBR is 1717
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.


The chart of Sharpe ratio for PBR, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00
PBR: -0.51
QQQ: 0.47
The chart of Sortino ratio for PBR, currently valued at -0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
PBR: -0.55
QQQ: 0.82
The chart of Omega ratio for PBR, currently valued at 0.93, compared to the broader market0.501.001.502.00
PBR: 0.93
QQQ: 1.11
The chart of Calmar ratio for PBR, currently valued at -0.39, compared to the broader market0.001.002.003.004.005.00
PBR: -0.39
QQQ: 0.52
The chart of Martin ratio for PBR, currently valued at -1.25, compared to the broader market-5.000.005.0010.0015.0020.00
PBR: -1.25
QQQ: 1.79

The current PBR Sharpe Ratio is -0.51, which is lower than the QQQ Sharpe Ratio of 0.47. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.51
0.47
PBR
QQQ

Dividends

PBR vs. QQQ - Dividend Comparison

PBR's dividend yield for the trailing twelve months is around 27.22%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
PBR
Petróleo Brasileiro S.A. - Petrobras
27.22%22.35%18.47%60.50%18.59%2.42%1.53%0.98%0.00%0.00%0.00%6.57%
QQQ
Invesco QQQ
0.63%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 -95.28%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.74%
-12.28%
PBR
QQQ

Volatility

PBR vs. QQQ - Volatility Comparison

Petróleo Brasileiro S.A. - Petrobras (PBR) and Invesco QQQ (QQQ) have volatilities of 16.65% and 16.86%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.65%
16.86%
PBR
QQQ