QQMG vs. BRK-A

Last updated Jun 5, 2026

QQMG (Invesco ESG NASDAQ 100 ETF) is Nasdaq-100 fund tracking the Nasdaq-100 ESG Total Return Index, while BRK-A (Berkshire Hathaway Inc.) is a stock. Over the past 3 years, QQMG returned 29.47%/yr vs 12.92%/yr for BRK-A. At a 0.33 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, QQMG achieves a 21.45% return, which is significantly higher than BRK-A's -4.82% return.

QQMG

• 1D: -0.34%
• 1M: 9.97%
• YTD: 21.45%
• 6M: 20.28%
• 1Y: 43.12%
• 3Y*: 29.47%
• 5Y*: —
• 10Y*: —

BRK-A

• 1D: 0.66%
• 1M: 2.64%
• YTD: -4.82%
• 6M: -4.81%
• 1Y: -2.63%
• 3Y*: 12.92%
• 5Y*: 10.35%
• 10Y*: 12.93%

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

QQMG vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QQMG Invesco ESG NASDAQ 100 ETF	21.45%	22.16%	25.66%	55.00%	-31.56%	5.01%
BRK-A Berkshire Hathaway Inc.	-4.82%	10.85%	25.49%	15.77%	4.00%	3.30%

Correlation

The correlation between QQMG and BRK-A is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021	0.33

The correlation between QQMG and BRK-A shifts across timeframes, from -0.04 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Return for Risk

QQMG vs. BRK-A — Risk / Return Rank

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

QQMG

QQMG Risk / Return Rank: 74
QQMG Sharpe Ratio Rank: 81
QQMG Sortino Ratio Rank: 76
QQMG Omega Ratio Rank: 74
QQMG Calmar Ratio Rank: 69
QQMG Martin Ratio Rank: 69

BRK-A

BRK-A Risk / Return Rank: 30
BRK-A Sharpe Ratio Rank: 34
BRK-A Sortino Ratio Rank: 27
BRK-A Omega Ratio Rank: 27
BRK-A Calmar Ratio Rank: 32
BRK-A Martin Ratio Rank: 31

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.

QQMG vs. BRK-A - Risk-Adjusted Trends 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.

	QQMG	BRK-A	Difference
Sharpe ratio: Return per unit of total volatility	2.58	-0.19	+2.77
Sortino ratio: Return per unit of downside risk	3.35	-0.17	+3.52
Omega ratio: Gain probability vs. loss probability	1.43	0.98	+0.45
Calmar ratio: Return relative to maximum drawdown	3.42	-0.29	+3.71
Martin ratio: Return relative to average drawdown	12.72	-0.60	+13.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQMG vs. BRK-A - Sharpe Ratio Comparison

The current QQMG Sharpe Ratio is 2.58, which is higher than the BRK-A Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of QQMG and BRK-A, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QQMG	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	-0.19	+2.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.82	-0.09

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.

Drawdown Indicators

	QQMG	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-35.43%	-51.47%	+16.04%
Max Drawdown (1Y) Largest decline over 1 year	-12.67%	-9.12%	-3.55%
Max Drawdown (3Y) Largest decline over 3 years	-22.79%	-14.43%	-8.36%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.98%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.43%	—
Current Drawdown Current decline from peak	-0.75%	-11.23%	+10.48%
Average Drawdown Average peak-to-trough decline	-9.60%	-9.52%	-0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	4.39%	-0.99%

Volatility

QQMG vs. BRK-A - Volatility Comparison

Invesco ESG NASDAQ 100 ETF (QQMG) has a higher volatility of 4.80% compared to Berkshire Hathaway Inc. (BRK-A) at 3.58%. 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.

Volatility by Period

	QQMG	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	3.58%	+1.22%
Volatility (6M) Calculated over the trailing 6-month period	12.88%	10.42%	+2.46%
Volatility (1Y) Calculated over the trailing 1-year period	16.77%	13.84%	+2.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.59%	17.15%	+6.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.59%	18.97%	+4.62%

Dividends

QQMG vs. BRK-A - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021
BRK-A Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQMG Invesco ESG NASDAQ 100 ETF	0.34%	0.41%	0.50%	0.60%	0.82%	0.08%

Frequently Asked Questions

Can I hold both QQMG and BRK-A in my portfolio?

QQMG and BRK-A have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QQMG or BRK-A?

QQMG has higher volatility (4.80%) compared to BRK-A (3.58%). In terms of maximum drawdown, QQMG dropped -35.43% vs BRK-A's -51.47%.

Which has better risk-adjusted returns?

QQMG currently has the higher Sharpe Ratio (2.58 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.