QQMG vs. BRK-A
Compare and contrast key facts about Invesco ESG NASDAQ 100 ETF (QQMG) and Berkshire Hathaway Inc (BRK-A).
QQMG is a passively managed fund by Invesco that tracks the performance of the Nasdaq-100 ESG Total Return Index. It was launched on Oct 27, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QQMG or BRK-A.
Key characteristics
| QQMG | BRK-A | |
|---|---|---|
| YTD Return | 19.99% | 24.95% |
| 1Y Return | 33.97% | 27.01% |
| 3Y Return (Ann) | 8.83% | 16.21% |
| Sharpe Ratio | 2.06 | 2.14 |
| Sortino Ratio | 2.71 | 2.88 |
| Omega Ratio | 1.36 | 1.36 |
| Calmar Ratio | 2.68 | 3.86 |
| Martin Ratio | 9.31 | 10.64 |
| Ulcer Index | 4.07% | 2.77% |
| Daily Std Dev | 18.38% | 13.74% |
| Max Drawdown | -35.44% | -51.47% |
| Current Drawdown | -4.18% | -5.30% |
Correlation
The correlation between QQMG and BRK-A is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QQMG vs. BRK-A - Performance Comparison
In the year-to-date period, QQMG achieves a 19.99% return, which is significantly lower than BRK-A's 24.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
QQMG vs. BRK-A - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ 100 ETF (QQMG) and Berkshire Hathaway Inc (BRK-A). 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
QQMG vs. BRK-A - Dividend Comparison
QQMG's dividend yield for the trailing twelve months is around 0.55%, while BRK-A has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
QQMG Invesco ESG NASDAQ 100 ETF | 0.55% | 0.60% | 0.82% | 0.08% |
BRK-A Berkshire Hathaway Inc | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QQMG vs. BRK-A - Drawdown Comparison
The maximum QQMG drawdown since its inception was -35.44%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for QQMG and BRK-A. For additional features, visit the drawdowns tool.
Volatility
QQMG vs. BRK-A - Volatility Comparison
Invesco ESG NASDAQ 100 ETF (QQMG) has a higher volatility of 4.63% compared to Berkshire Hathaway Inc (BRK-A) at 4.40%. This indicates that QQMG's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.