CHMI vs. QYLD
Compare and contrast key facts about Cherry Hill Mortgage Investment Corporation (CHMI) 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: CHMI or QYLD.
Correlation
The correlation between CHMI and QYLD is 0.36, 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.
Performance
CHMI vs. QYLD - Performance Comparison
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Key characteristics
CHMI:
0.11
QYLD:
0.30
CHMI:
0.49
QYLD:
0.57
CHMI:
1.07
QYLD:
1.10
CHMI:
0.09
QYLD:
0.30
CHMI:
0.44
QYLD:
1.14
CHMI:
14.36%
QYLD:
5.06%
CHMI:
35.45%
QYLD:
19.08%
CHMI:
-82.38%
QYLD:
-24.75%
CHMI:
-60.47%
QYLD:
-10.36%
Returns By Period
In the year-to-date period, CHMI achieves a 21.99% return, which is significantly higher than QYLD's -6.31% return. Over the past 10 years, CHMI has underperformed QYLD with an annualized return of -4.15%, while QYLD has yielded a comparatively higher 7.59% annualized return.
CHMI
21.99%
25.71%
4.78%
5.39%
0.64%
-4.15%
QYLD
-6.31%
3.62%
-5.29%
5.53%
8.24%
7.59%
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Risk-Adjusted Performance
CHMI vs. QYLD — Risk-Adjusted Performance Rank
CHMI
QYLD
CHMI vs. QYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cherry Hill Mortgage Investment Corporation (CHMI) 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.
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Dividends
CHMI vs. QYLD - Dividend Comparison
CHMI's dividend yield for the trailing twelve months is around 19.48%, more than QYLD's 13.73% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHMI Cherry Hill Mortgage Investment Corporation | 19.48% | 22.73% | 17.82% | 18.62% | 13.06% | 11.05% | 12.20% | 12.03% | 10.89% | 11.60% | 15.23% | 10.98% |
QYLD Global X NASDAQ 100 Covered Call ETF | 13.73% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% |
Drawdowns
CHMI vs. QYLD - Drawdown Comparison
The maximum CHMI drawdown since its inception was -82.38%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for CHMI and QYLD. For additional features, visit the drawdowns tool.
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Volatility
CHMI vs. QYLD - Volatility Comparison
Cherry Hill Mortgage Investment Corporation (CHMI) has a higher volatility of 17.36% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 5.82%. This indicates that CHMI'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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