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

Key characteristics


QQMGBRK-A
YTD Return24.80%29.56%
1Y Return37.31%33.83%
3Y Return (Ann)10.20%17.49%
Sharpe Ratio2.092.27
Sortino Ratio2.763.19
Omega Ratio1.371.40
Calmar Ratio2.744.39
Martin Ratio9.4811.83
Ulcer Index4.09%2.84%
Daily Std Dev18.51%14.76%
Max Drawdown-35.44%-51.47%
Current Drawdown-0.34%-1.80%

Correlation

-0.50.00.51.00.4

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 24.80% return, which is significantly lower than BRK-A's 29.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.74%
14.85%
QQMG
BRK-A

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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.


QQMG
Sharpe ratio
The chart of Sharpe ratio for QQMG, currently valued at 2.09, compared to the broader market-2.000.002.004.002.09
Sortino ratio
The chart of Sortino ratio for QQMG, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Omega ratio
The chart of Omega ratio for QQMG, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for QQMG, currently valued at 2.74, compared to the broader market0.005.0010.0015.002.74
Martin ratio
The chart of Martin ratio for QQMG, currently valued at 9.48, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.48
BRK-A
Sharpe ratio
The chart of Sharpe ratio for BRK-A, currently valued at 2.27, compared to the broader market-2.000.002.004.002.27
Sortino ratio
The chart of Sortino ratio for BRK-A, currently valued at 3.19, compared to the broader market0.005.0010.003.19
Omega ratio
The chart of Omega ratio for BRK-A, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for BRK-A, currently valued at 4.39, compared to the broader market0.005.0010.0015.004.39
Martin ratio
The chart of Martin ratio for BRK-A, currently valued at 11.83, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.83

QQMG vs. BRK-A - Sharpe Ratio Comparison

The current QQMG Sharpe Ratio is 2.09, which is comparable to the BRK-A Sharpe Ratio of 2.27. 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.09
2.27
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.


TTM202320222021
QQMG
Invesco ESG NASDAQ 100 ETF
0.53%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%JuneJulyAugustSeptemberOctoberNovember
-0.34%
-1.80%
QQMG
BRK-A

Volatility

QQMG vs. BRK-A - Volatility Comparison

The current volatility for Invesco ESG NASDAQ 100 ETF (QQMG) is 5.09%, while Berkshire Hathaway Inc (BRK-A) has a volatility of 6.55%. This indicates that QQMG experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
5.09%
6.55%
QQMG
BRK-A