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QQMG vs. BRK-A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQMG and BRK-A is 0.58, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ 100 ETF (QQMG) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
33.46%
76.28%
QQMG
BRK-A

Key characteristics

Sharpe Ratio

QQMG:

0.43

BRK-A:

1.30

Sortino Ratio

QQMG:

0.75

BRK-A:

1.86

Omega Ratio

QQMG:

1.10

BRK-A:

1.26

Calmar Ratio

QQMG:

0.47

BRK-A:

3.05

Martin Ratio

QQMG:

1.52

BRK-A:

7.61

Ulcer Index

QQMG:

7.10%

BRK-A:

3.46%

Daily Std Dev

QQMG:

25.93%

BRK-A:

19.84%

Max Drawdown

QQMG:

-35.43%

BRK-A:

-51.47%

Current Drawdown

QQMG:

-9.35%

BRK-A:

-4.99%

Returns By Period

In the year-to-date period, QQMG achieves a -4.66% return, which is significantly lower than BRK-A's 12.94% return.


QQMG

YTD

-4.66%

1M

17.41%

6M

-5.63%

1Y

11.11%

5Y*

N/A

10Y*

N/A

BRK-A

YTD

12.94%

1M

4.05%

6M

11.73%

1Y

25.63%

5Y*

23.81%

10Y*

13.39%

*Annualized

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Risk-Adjusted Performance

QQMG vs. BRK-A — Risk-Adjusted Performance Rank

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

QQMG
The Risk-Adjusted Performance Rank of QQMG is 5454
Overall Rank
The Sharpe Ratio Rank of QQMG is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of QQMG is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QQMG is 5353
Omega Ratio Rank
The Calmar Ratio Rank of QQMG is 5959
Calmar Ratio Rank
The Martin Ratio Rank of QQMG is 5252
Martin Ratio Rank

BRK-A
The Risk-Adjusted Performance Rank of BRK-A is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-A is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-A is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BRK-A is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BRK-A is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-A is 9292
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.

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.


The current QQMG Sharpe Ratio is 0.43, which is lower than the BRK-A Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of QQMG and BRK-A, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.43
1.30
QQMG
BRK-A

Dividends

QQMG vs. BRK-A - Dividend Comparison

QQMG's dividend yield for the trailing twelve months is around 0.53%, while BRK-A has not paid dividends to shareholders.


TTM2024202320222021
QQMG
Invesco ESG NASDAQ 100 ETF
0.53%0.50%0.60%0.83%0.08%
BRK-A
Berkshire Hathaway Inc
0.00%0.00%0.00%0.00%0.00%

Drawdowns

QQMG vs. BRK-A - Drawdown Comparison

The maximum QQMG drawdown since its inception was -35.43%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.35%
-4.99%
QQMG
BRK-A

Volatility

QQMG vs. BRK-A - Volatility Comparison

Invesco ESG NASDAQ 100 ETF (QQMG) has a higher volatility of 13.91% compared to Berkshire Hathaway Inc (BRK-A) at 9.26%. 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.91%
9.26%
QQMG
BRK-A