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

Correlation

The correlation between QQMG and BRK-A is 0.42, 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.


-0.50.00.51.00.4

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%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
41.65%
56.45%
QQMG
BRK-A

Key characteristics

Sharpe Ratio

QQMG:

1.53

BRK-A:

1.71

Sortino Ratio

QQMG:

2.06

BRK-A:

2.45

Omega Ratio

QQMG:

1.27

BRK-A:

1.31

Calmar Ratio

QQMG:

2.04

BRK-A:

3.34

Martin Ratio

QQMG:

6.98

BRK-A:

8.36

Ulcer Index

QQMG:

4.13%

BRK-A:

3.05%

Daily Std Dev

QQMG:

18.90%

BRK-A:

14.92%

Max Drawdown

QQMG:

-35.44%

BRK-A:

-51.47%

Current Drawdown

QQMG:

-3.31%

BRK-A:

-5.74%

Returns By Period

In the year-to-date period, QQMG achieves a 27.16% return, which is significantly higher than BRK-A's 25.78% return.


QQMG

YTD

27.16%

1M

2.65%

6M

6.61%

1Y

27.42%

5Y*

N/A

10Y*

N/A

BRK-A

YTD

25.78%

1M

-2.96%

6M

10.98%

1Y

26.16%

5Y*

14.99%

10Y*

11.63%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for QQMG, currently valued at 1.53, compared to the broader market0.002.004.001.531.71
The chart of Sortino ratio for QQMG, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.002.062.45
The chart of Omega ratio for QQMG, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.31
The chart of Calmar ratio for QQMG, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.043.34
The chart of Martin ratio for QQMG, currently valued at 6.98, compared to the broader market0.0020.0040.0060.0080.00100.006.988.36
QQMG
BRK-A

The current QQMG Sharpe Ratio is 1.53, which is comparable to the BRK-A Sharpe Ratio of 1.71. 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.53
1.71
QQMG
BRK-A

Dividends

QQMG vs. BRK-A - Dividend Comparison

QQMG's dividend yield for the trailing twelve months is around 0.37%, while BRK-A has not paid dividends to shareholders.


TTM202320222021
QQMG
Invesco ESG NASDAQ 100 ETF
0.37%0.60%0.83%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.31%
-5.74%
QQMG
BRK-A

Volatility

QQMG vs. BRK-A - Volatility Comparison

Invesco ESG NASDAQ 100 ETF (QQMG) has a higher volatility of 5.36% compared to Berkshire Hathaway Inc (BRK-A) at 3.80%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.36%
3.80%
QQMG
BRK-A
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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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