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BYD.TO vs. QYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BYD.TO vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Boyd Group Services Inc. (BYD.TO) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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BYD.TO vs. QYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYD.TO
Boyd Group Services Inc.
-18.77%1.14%-21.74%33.82%5.32%-8.85%9.01%79.74%12.48%18.58%
QYLD
Global X NASDAQ 100 Covered Call ETF
1.38%4.27%29.61%20.07%-13.31%9.41%6.88%16.66%5.15%11.22%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, BYD.TO achieves a -18.77% return, which is significantly lower than QYLD's -1.20% return. Both investments have delivered pretty close results over the past 10 years, with BYD.TO having a 9.66% annualized return and QYLD not far behind at 9.34%.


BYD.TO

1D
1.82%
1M
-25.41%
YTD
-18.77%
6M
-24.29%
1Y
-13.98%
3Y*
-5.96%
5Y*
-3.58%
10Y*
9.66%

QYLD

1D
0.00%
1M
-2.12%
YTD
-1.20%
6M
4.27%
1Y
9.59%
3Y*
13.07%
5Y*
8.55%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BYD.TO vs. QYLD — Risk / Return Rank

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

BYD.TO
BYD.TO Risk / Return Rank: 1919
Overall Rank
BYD.TO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BYD.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
BYD.TO Omega Ratio Rank: 2121
Omega Ratio Rank
BYD.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
BYD.TO Martin Ratio Rank: 44
Martin Ratio Rank

QYLD
QYLD Risk / Return Rank: 7272
Overall Rank
QYLD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 6767
Sortino Ratio Rank
QYLD Omega Ratio Rank: 8383
Omega Ratio Rank
QYLD Calmar Ratio Rank: 6565
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8787
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.

BYD.TO vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boyd Group Services Inc. (BYD.TO) 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.


BYD.TOQYLDDifference

Sharpe ratio

Return per unit of total volatility

-0.42

0.60

-1.02

Sortino ratio

Return per unit of downside risk

-0.39

0.95

-1.34

Omega ratio

Gain probability vs. loss probability

0.95

1.17

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.49

0.95

-1.44

Martin ratio

Return relative to average drawdown

-1.77

4.01

-5.78

BYD.TO vs. QYLD - Sharpe Ratio Comparison

The current BYD.TO Sharpe Ratio is -0.42, which is lower than the QYLD Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of BYD.TO and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BYD.TOQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

0.60

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.62

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.63

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.72

-0.44

Correlation

The correlation between BYD.TO and QYLD is 0.20, 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

BYD.TO vs. QYLD - Dividend Comparison

BYD.TO's dividend yield for the trailing twelve months is around 0.26%, less than QYLD's 11.92% yield.


TTM20252024202320222021202020192018201720162015
BYD.TO
Boyd Group Services Inc.
0.26%0.28%0.59%0.44%0.42%0.28%0.25%0.40%0.47%0.51%0.59%0.75%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.92%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Drawdowns

BYD.TO vs. QYLD - Drawdown Comparison

The maximum BYD.TO drawdown since its inception was -86.97%, which is greater than QYLD's maximum drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for BYD.TO and QYLD.


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Drawdown Indicators


BYD.TOQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-86.97%

-24.75%

-62.22%

Max Drawdown (1Y)

Largest decline over 1 year

-29.05%

-10.84%

-18.21%

Max Drawdown (5Y)

Largest decline over 5 years

-53.08%

-24.61%

-28.47%

Max Drawdown (10Y)

Largest decline over 10 years

-53.08%

-24.75%

-28.33%

Current Drawdown

Current decline from peak

-44.37%

-2.41%

-41.96%

Average Drawdown

Average peak-to-trough decline

-23.14%

-3.89%

-19.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.99%

1.64%

+6.35%

Volatility

BYD.TO vs. QYLD - Volatility Comparison

Boyd Group Services Inc. (BYD.TO) has a higher volatility of 16.36% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.08%. This indicates that BYD.TO'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.


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Volatility by Period


BYD.TOQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.36%

4.08%

+12.28%

Volatility (6M)

Calculated over the trailing 6-month period

26.28%

7.50%

+18.78%

Volatility (1Y)

Calculated over the trailing 1-year period

33.29%

16.06%

+17.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.51%

13.83%

+15.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.59%

14.80%

+13.79%