AMKBY vs. QYLD
Compare and contrast key facts about AP Moeller-Maersk AS (AMKBY) and Global X NASDAQ 100 Covered Call ETF (QYLD).
QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMKBY or QYLD.
Performance
AMKBY vs. QYLD - Performance Comparison
Returns By Period
In the year-to-date period, AMKBY achieves a 4.79% return, which is significantly lower than QYLD's 15.97% return. Over the past 10 years, AMKBY has underperformed QYLD with an annualized return of 7.30%, while QYLD has yielded a comparatively higher 8.45% annualized return.
AMKBY
4.79%
12.88%
3.97%
23.32%
17.30%
7.30%
QYLD
15.97%
0.36%
9.24%
19.42%
7.29%
8.45%
Key characteristics
| AMKBY | QYLD | |
|---|---|---|
| Sharpe Ratio | 0.58 | 1.93 |
| Sortino Ratio | 1.04 | 2.61 |
| Omega Ratio | 1.13 | 1.46 |
| Calmar Ratio | 0.55 | 2.57 |
| Martin Ratio | 1.29 | 13.95 |
| Ulcer Index | 19.50% | 1.43% |
| Daily Std Dev | 43.80% | 10.35% |
| Max Drawdown | -62.68% | -24.75% |
| Current Drawdown | -24.29% | -1.82% |
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Correlation
The correlation between AMKBY and QYLD is 0.21, 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.
Risk-Adjusted Performance
AMKBY vs. QYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AP Moeller-Maersk AS (AMKBY) 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.
Dividends
AMKBY vs. QYLD - Dividend Comparison
AMKBY's dividend yield for the trailing twelve months is around 8.21%, less than QYLD's 11.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMKBY AP Moeller-Maersk AS | 8.21% | 34.37% | 17.16% | 1.48% | 0.98% | 12.57% | 1.96% | 1.24% | 2.84% | 18.43% | 2.56% | 1.92% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.67% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% | 0.00% |
Drawdowns
AMKBY vs. QYLD - Drawdown Comparison
The maximum AMKBY drawdown since its inception was -62.68%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for AMKBY and QYLD. For additional features, visit the drawdowns tool.
Volatility
AMKBY vs. QYLD - Volatility Comparison
AP Moeller-Maersk AS (AMKBY) has a higher volatility of 15.50% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 3.54%. This indicates that AMKBY's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.