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QQQ vs. BALQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. BALQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and iShares Nasdaq Premium Income Active ETF (BALQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQ achieves a 21.30% return, which is significantly lower than BALQ's 22.89% return.


QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%

BALQ

1D
-0.21%
1M
11.15%
YTD
22.89%
6M
22.29%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. BALQ - Yearly Performance Comparison


2026 (YTD)2025
QQQ
Invesco QQQ ETF
21.30%-1.35%
BALQ
iShares Nasdaq Premium Income Active ETF
22.89%-0.49%

Correlation

The correlation between QQQ and BALQ is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 4, 2025

0.99

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Return for Risk

QQQ vs. BALQ — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
Martin Ratio Rank

BALQ
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.

QQQ vs. BALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and iShares Nasdaq Premium Income Active ETF (BALQ). 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.


QQQBALQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

3.51

Martin ratioReturn relative to average drawdown

13.49

QQQ vs. BALQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQQBALQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

2.81

-2.40

Drawdowns

QQQ vs. BALQ - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than BALQ's maximum drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for QQQ and BALQ.


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Drawdown Indicators


QQQBALQDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-11.79%

-71.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-0.26%

-0.21%

-0.05%

Average Drawdown

Average peak-to-trough decline

-32.79%

-2.37%

-30.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

QQQ vs. BALQ - Volatility Comparison


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Volatility by Period


QQQBALQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

18.03%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.38%

18.03%

+4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

18.03%

+4.26%

QQQ vs. BALQ - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than BALQ's 0.35% expense ratio.


Dividends

QQQ vs. BALQ - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.38%, less than BALQ's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
BALQ
iShares Nasdaq Premium Income Active ETF
4.59%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF
0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions


With a correlation of 0.99, QQQ and BALQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.35% for BALQ.

BALQ has the higher dividend yield at 4.59%, compared with 0.38% for QQQ.

They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for QQQ and 0.35% for BALQ.

Portfolio Optimizer

Find the right allocation for QQQ and BALQ

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