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AB vs. QYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AB vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianceBernstein Holding L.P. (AB) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AB achieves a -2.75% return, which is significantly lower than QYLD's 7.89% return. Over the past 10 years, AB has outperformed QYLD with an annualized return of 14.22%, while QYLD has yielded a comparatively lower 9.99% annualized return.


AB

1D
-0.50%
1M
-5.67%
YTD
-2.75%
6M
-3.65%
1Y
-2.34%
3Y*
13.55%
5Y*
3.45%
10Y*
14.22%

QYLD

1D
-1.97%
1M
1.41%
YTD
7.89%
6M
7.59%
1Y
22.55%
3Y*
13.99%
5Y*
8.26%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AB vs. QYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AB
AllianceBernstein Holding L.P.
-2.75%13.36%30.40%-2.29%-23.46%56.27%23.00%19.85%21.04%16.76%
QYLD
Global X NASDAQ 100 Covered Call ETF
7.89%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%

Correlation

The correlation between AB and QYLD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2013

0.39

The correlation between AB and QYLD shifts across timeframes, from 0.23 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AB vs. QYLD — Risk / Return Rank

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

AB
AB Risk / Return Rank: 3535
Overall Rank
AB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AB Sortino Ratio Rank: 3232
Sortino Ratio Rank
AB Omega Ratio Rank: 3232
Omega Ratio Rank
AB Calmar Ratio Rank: 3838
Calmar Ratio Rank
AB Martin Ratio Rank: 3737
Martin Ratio Rank

QYLD
QYLD Risk / Return Rank: 8484
Overall Rank
QYLD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 7777
Sortino Ratio Rank
QYLD Omega Ratio Rank: 8787
Omega Ratio Rank
QYLD Calmar Ratio Rank: 8585
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9494
Martin Ratio Rank
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.

AB vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Holding L.P. (AB) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABQYLDDifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-3.27

Omega ratioGain probability vs. loss probability

1.00

1.52

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.16

4.56

-4.72

Martin ratioReturn relative to average drawdown

-0.33

25.38

-25.71

AB vs. QYLD - Sharpe Ratio Comparison

The current AB Sharpe Ratio is -0.11, which is lower than the QYLD Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of AB and QYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AB vs. QYLD - Drawdown Comparison

The maximum AB drawdown since its inception was -87.65%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for AB and QYLD.


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Drawdown Indicators


ABQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-87.65%

-24.75%

-62.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-4.97%

-9.71%

Max Drawdown (3Y)

Largest decline over 3 years

-20.59%

-19.06%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-45.76%

-24.61%

-21.15%

Max Drawdown (10Y)

Largest decline over 10 years

-58.08%

-24.75%

-33.33%

Current Drawdown

Current decline from peak

-12.57%

-2.10%

-10.47%

Average Drawdown

Average peak-to-trough decline

-26.19%

-3.82%

-22.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.03%

0.89%

+6.14%

Volatility

AB vs. QYLD - Volatility Comparison

The current volatility for AllianceBernstein Holding L.P. (AB) is 3.69%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 4.78%. This indicates that AB experiences smaller price fluctuations and is considered to be less risky than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

4.78%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

17.88%

8.50%

+9.38%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

9.70%

+12.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.19%

14.84%

+13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.38%

15.56%

+16.82%

Dividends

AB vs. QYLD - Dividend Comparison

AB's dividend yield for the trailing twelve months is around 9.53%, less than QYLD's 11.68% yield.


PositionTTM20252024202320222021202020192018201720162015
AB
AllianceBernstein Holding L.P.
9.53%9.02%8.03%8.44%10.30%7.33%8.26%7.67%10.54%8.50%7.46%8.09%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.68%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Frequently Asked Questions


AB and QYLD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QYLD has higher volatility (4.78%) compared to AB (3.69%). In terms of maximum drawdown, AB dropped -87.65% vs QYLD's -24.75%.

QYLD currently has the higher Sharpe Ratio (2.34 vs -0.11), 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.

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