CCL vs. QYLD
Compare and contrast key facts about Carnival Corporation & Plc (CCL) 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.
Performance
CCL vs. QYLD - Performance Comparison
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CCL vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCL Carnival Corporation & Plc | -12.56% | 22.55% | 34.41% | 130.02% | -59.94% | -7.11% | -56.89% | 7.37% | -23.40% | 30.76% |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.61% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Returns By Period
In the year-to-date period, CCL achieves a -12.56% return, which is significantly lower than QYLD's 0.61% return. Over the past 10 years, CCL has underperformed QYLD with an annualized return of -5.36%, while QYLD has yielded a comparatively higher 8.96% annualized return.
CCL
- 1D
- 2.70%
- 1M
- -8.79%
- YTD
- -12.56%
- 6M
- -5.84%
- 1Y
- 37.71%
- 3Y*
- 38.05%
- 5Y*
- -0.12%
- 10Y*
- -5.36%
QYLD
- 1D
- 0.58%
- 1M
- -1.11%
- YTD
- 0.61%
- 6M
- 7.46%
- 1Y
- 16.36%
- 3Y*
- 13.19%
- 5Y*
- 7.01%
- 10Y*
- 8.96%
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Return for Risk
CCL vs. QYLD — Risk / Return Rank
CCL
QYLD
CCL vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carnival Corporation & Plc (CCL) 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.
| CCL | QYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.00 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.61 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.31 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.57 | -0.31 |
Martin ratioReturn relative to average drawdown | 3.15 | 10.32 | -7.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCL | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.00 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.47 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.58 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.56 | -0.39 |
Correlation
The correlation between CCL and QYLD is 0.41, 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
CCL vs. QYLD - Dividend Comparison
CCL's dividend yield for the trailing twelve months is around 0.56%, less than QYLD's 11.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCL Carnival Corporation & Plc | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.31% | 3.93% | 3.96% | 2.41% | 2.59% | 2.02% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.85% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Drawdowns
CCL vs. QYLD - Drawdown Comparison
The maximum CCL drawdown since its inception was -90.37%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for CCL and QYLD.
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Drawdown Indicators
| CCL | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.37% | -24.75% | -65.62% |
Max Drawdown (1Y)Largest decline over 1 year | -29.30% | -10.84% | -18.46% |
Max Drawdown (5Y)Largest decline over 5 years | -79.62% | -24.61% | -55.01% |
Max Drawdown (10Y)Largest decline over 10 years | -90.37% | -24.75% | -65.62% |
Current DrawdownCurrent decline from peak | -59.67% | -1.84% | -57.83% |
Average DrawdownAverage peak-to-trough decline | -28.42% | -3.89% | -24.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.66% | 1.65% | +10.01% |
Volatility
CCL vs. QYLD - Volatility Comparison
Carnival Corporation & Plc (CCL) has a higher volatility of 17.09% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.90%. This indicates that CCL'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
| CCL | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.09% | 4.90% | +12.19% |
Volatility (6M)Calculated over the trailing 6-month period | 34.90% | 7.50% | +27.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.14% | 16.43% | +33.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.01% | 14.84% | +40.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.14% | 15.51% | +41.63% |