QQC-F.TO vs. BRK-B

Last updated Jun 14, 2026

QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, QQC-F.TO returned 20.16%/yr vs 14.20%/yr for BRK-B. At a 0.35 correlation, their price movements are largely independent.

Performance

QQC-F.TO vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

QQC-F.TO is traded in CAD, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQC-F.TO achieves a 16.04% return, which is significantly higher than BRK-B's -0.69% return. Over the past 10 years, QQC-F.TO has outperformed BRK-B with an annualized return of 20.16%, while BRK-B has yielded a comparatively lower 14.20% annualized return.

QQC-F.TO

• 1D: 0.65%
• 1M: -0.06%
• YTD: 16.04%
• 6M: 16.23%
• 1Y: 34.78%
• 3Y*: 24.55%
• 5Y*: 15.31%
• 10Y*: 20.16%

BRK-B

• 1D: 0.90%
• 1M: 3.19%
• YTD: -0.69%
• 6M: -0.66%
• 1Y: 3.13%
• 3Y*: 15.00%
• 5Y*: 14.53%
• 10Y*: 14.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QQC-F.TO vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged	16.04%	18.79%	24.19%	52.81%	-33.42%	27.15%	45.04%	37.63%	-2.23%	31.94%
BRK-B Berkshire Hathaway Inc.	-0.69%	5.83%	37.85%	12.71%	9.86%	28.89%	-0.06%	6.36%	11.67%	13.39%

Correlation

The correlation between QQC-F.TO and BRK-B is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jan 24, 2012	0.35

The correlation between QQC-F.TO and BRK-B shifts across timeframes, from -0.03 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

QQC-F.TO vs. BRK-B — Risk / Return Rank

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

QQC-F.TO

QQC-F.TO Risk / Return Rank: 64
QQC-F.TO Sharpe Ratio Rank: 69
QQC-F.TO Sortino Ratio Rank: 65
QQC-F.TO Omega Ratio Rank: 66
QQC-F.TO Calmar Ratio Rank: 58
QQC-F.TO Martin Ratio Rank: 59

BRK-B

BRK-B Risk / Return Rank: 39
BRK-B Sharpe Ratio Rank: 42
BRK-B Sortino Ratio Rank: 34
BRK-B Omega Ratio Rank: 33
BRK-B Calmar Ratio Rank: 42
BRK-B Martin Ratio Rank: 42

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QQC-F.TO vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) and Berkshire Hathaway Inc. (BRK-B). 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.

	QQC-F.TO	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.95	0.13	+1.81
Sortino ratio: Return per unit of downside risk	2.58	0.28	+2.29
Omega ratio: Gain probability vs. loss probability	1.34	1.04	+0.31
Calmar ratio: Return relative to maximum drawdown	2.55	0.17	+2.38
Martin ratio: Return relative to average drawdown	9.27	0.36	+8.91

QQC-F.TO vs. BRK-B - Sharpe Ratio Comparison

The current QQC-F.TO Sharpe Ratio is 1.95, which is higher than the BRK-B Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of QQC-F.TO and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QQC-F.TO vs. BRK-B - Drawdown Comparison

The maximum QQC-F.TO drawdown since its inception was -36.03%, smaller than the maximum BRK-B drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for QQC-F.TO and BRK-B.

Drawdown Indicators

	QQC-F.TO	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-36.03%	-41.13%	+5.10%
Max Drawdown (1Y) Largest decline over 1 year	-12.98%	-12.05%	-0.93%
Max Drawdown (3Y) Largest decline over 3 years	-22.76%	-17.69%	-5.07%
Max Drawdown (5Y) Largest decline over 5 years	-36.03%	-23.03%	-13.00%
Max Drawdown (10Y) Largest decline over 10 years	-36.03%	-23.14%	-12.89%
Current Drawdown Current decline from peak	-3.44%	-11.05%	+7.61%
Average Drawdown Average peak-to-trough decline	-5.49%	-9.95%	+4.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	5.68%	-2.11%

Volatility

QQC-F.TO vs. BRK-B - Volatility Comparison

Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a higher volatility of 7.16% compared to Berkshire Hathaway Inc. (BRK-B) at 4.35%. This indicates that QQC-F.TO's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQC-F.TO	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.16%	4.35%	+2.81%
Volatility (6M) Calculated over the trailing 6-month period	13.58%	11.47%	+2.11%
Volatility (1Y) Calculated over the trailing 1-year period	17.01%	15.33%	+1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.60%	18.07%	+4.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.62%	20.44%	+2.18%

Dividends

QQC-F.TO vs. BRK-B - Dividend Comparison

QQC-F.TO's dividend yield for the trailing twelve months is around 0.34%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged	0.34%	0.39%	0.50%	0.57%	0.89%	0.66%	0.49%	0.64%	0.77%	0.66%	0.81%	0.76%

Frequently Asked Questions

Can I hold both QQC-F.TO and BRK-B in my portfolio?

QQC-F.TO and BRK-B have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.