PortfoliosLab logoPortfoliosLab logo
AMZW vs. QRMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMZW vs. QRMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill AMZN WeeklyPay ETF (AMZW) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AMZW vs. QRMI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AMZW achieves a -12.52% return, which is significantly lower than QRMI's -3.23% return.


AMZW

1D
4.56%
1M
-1.29%
YTD
-12.52%
6M
-8.96%
1Y
3Y*
5Y*
10Y*

QRMI

1D
0.82%
1M
-3.01%
YTD
-3.23%
6M
0.78%
1Y
1.99%
3Y*
6.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMZW vs. QRMI - Expense Ratio Comparison

AMZW has a 0.99% expense ratio, which is higher than QRMI's 0.60% expense ratio.


Return for Risk

AMZW vs. QRMI — Risk / Return Rank

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

AMZW

QRMI
QRMI Risk / Return Rank: 1919
Overall Rank
QRMI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QRMI Sortino Ratio Rank: 1717
Sortino Ratio Rank
QRMI Omega Ratio Rank: 1818
Omega Ratio Rank
QRMI Calmar Ratio Rank: 2121
Calmar Ratio Rank
QRMI Martin Ratio Rank: 2121
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.

AMZW vs. QRMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill AMZN WeeklyPay ETF (AMZW) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AMZW vs. QRMI - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


AMZWQRMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.07

-0.28

Correlation

The correlation between AMZW and QRMI is 0.54, 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.


Dividends

AMZW vs. QRMI - Dividend Comparison

AMZW's dividend yield for the trailing twelve months is around 41.30%, more than QRMI's 12.76% yield.


TTM20252024202320222021
AMZW
Roundhill AMZN WeeklyPay ETF
41.30%25.29%0.00%0.00%0.00%0.00%
QRMI
Global X NASDAQ 100 Risk Managed Income ETF
12.76%12.28%11.80%12.44%10.65%3.36%

Drawdowns

AMZW vs. QRMI - Drawdown Comparison

The maximum AMZW drawdown since its inception was -26.79%, which is greater than QRMI's maximum drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for AMZW and QRMI.


Loading graphics...

Drawdown Indicators


AMZWQRMIDifference

Max Drawdown

Largest peak-to-trough decline

-26.79%

-20.95%

-5.84%

Max Drawdown (1Y)

Largest decline over 1 year

-5.04%

Current Drawdown

Current decline from peak

-22.69%

-4.26%

-18.43%

Average Drawdown

Average peak-to-trough decline

-9.61%

-8.25%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

Volatility

AMZW vs. QRMI - Volatility Comparison


Loading graphics...

Volatility by Period


AMZWQRMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

Volatility (6M)

Calculated over the trailing 6-month period

4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

37.58%

7.74%

+29.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.58%

8.46%

+29.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.58%

8.46%

+29.12%