AI.TO vs. QQQI

Last updated Apr 1, 2026

Compare and contrast key facts about Atrium Mortgage Investment Corporation (AI.TO) and NEOS Nasdaq-100 High Income ETF (QQQI).

QQQI is an actively managed fund by Neos. It was launched on Jan 29, 2024.

Performance

AI.TO vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Atrium Mortgage Investment Corporation (AI.TO) and NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

AI.TO vs. QQQI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AI.TO Atrium Mortgage Investment Corporation	0.98%	15.34%	6.02%
QQQI NEOS Nasdaq-100 High Income ETF	-3.12%	13.18%	28.63%

Different Trading Currencies

AI.TO is traded in CAD, while QQQI is traded in USD. To make them comparable, the QQQI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AI.TO achieves a 0.98% return, which is significantly higher than QQQI's -3.12% return.

AI.TO

• 1D: 0.44%
• 1M: -2.78%
• YTD: 0.98%
• 6M: 2.27%
• 1Y: 17.31%
• 3Y*: 6.95%
• 5Y*: 5.17%
• 10Y*: 7.78%

QQQI

• 1D: 3.15%
• 1M: -2.22%
• YTD: -3.12%
• 6M: -1.70%
• 1Y: 16.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

AI.TO vs. QQQI — Risk / Return Rank

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

AI.TO

AI.TO Risk / Return Rank: 84
AI.TO Sharpe Ratio Rank: 84
AI.TO Sortino Ratio Rank: 80
AI.TO Omega Ratio Rank: 81
AI.TO Calmar Ratio Rank: 87
AI.TO Martin Ratio Rank: 88

QQQI

QQQI Risk / Return Rank: 72
QQQI Sharpe Ratio Rank: 64
QQQI Sortino Ratio Rank: 69
QQQI Omega Ratio Rank: 71
QQQI Calmar Ratio Rank: 75
QQQI Martin Ratio Rank: 81

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.

AI.TO vs. QQQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atrium Mortgage Investment Corporation (AI.TO) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.

	AI.TO	QQQI	Difference
Sharpe ratio Return per unit of total volatility	1.48	0.87	+0.60
Sortino ratio Return per unit of downside risk	2.05	1.33	+0.71
Omega ratio Gain probability vs. loss probability	1.29	1.20	+0.09
Calmar ratio Return relative to maximum drawdown	3.20	1.55	+1.66
Martin ratio Return relative to average drawdown	9.28	5.51	+3.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AI.TO vs. QQQI - Sharpe Ratio Comparison

The current AI.TO Sharpe Ratio is 1.48, which is higher than the QQQI Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of AI.TO and QQQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AI.TO	QQQI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	0.87	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	1.01	-0.59

Correlation

The correlation between AI.TO and QQQI is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AI.TO vs. QQQI - Dividend Comparison

AI.TO's dividend yield for the trailing twelve months is around 7.44%, less than QQQI's 15.05% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AI.TO Atrium Mortgage Investment Corporation	7.44%	8.08%	8.28%	8.56%	8.39%	6.41%	7.11%	6.21%	7.15%	6.99%	7.11%	7.37%
QQQI NEOS Nasdaq-100 High Income ETF	15.05%	13.82%	12.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AI.TO vs. QQQI - Drawdown Comparison

The maximum AI.TO drawdown since its inception was -53.30%, which is greater than QQQI's maximum drawdown of -19.81%. Use the drawdown chart below to compare losses from any high point for AI.TO and QQQI.

Drawdown Indicators

	AI.TO	QQQI	Difference
Max Drawdown Largest peak-to-trough decline	-53.30%	-20.00%	-33.30%
Max Drawdown (1Y) Largest decline over 1 year	-5.29%	-11.46%	+6.17%
Max Drawdown (5Y) Largest decline over 5 years	-25.87%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-53.30%	—	—
Current Drawdown Current decline from peak	-3.28%	-6.66%	+3.38%
Average Drawdown Average peak-to-trough decline	-6.11%	-2.31%	-3.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	2.52%	-0.69%

Volatility

AI.TO vs. QQQI - Volatility Comparison

The current volatility for Atrium Mortgage Investment Corporation (AI.TO) is 4.42%, while NEOS Nasdaq-100 High Income ETF (QQQI) has a volatility of 6.00%. This indicates that AI.TO experiences smaller price fluctuations and is considered to be less risky than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AI.TO	QQQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	6.00%	-1.58%
Volatility (6M) Calculated over the trailing 6-month period	7.58%	11.13%	-3.55%
Volatility (1Y) Calculated over the trailing 1-year period	11.79%	19.41%	-7.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.32%	17.12%	-0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.54%	17.12%	+3.42%