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CPLP vs. QYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CPLP and QYLD is 0.25, 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.


-0.50.00.51.00.2

Performance

CPLP vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Product Partners L.P. (CPLP) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February0
10.06%
CPLP
QYLD

Key characteristics

Returns By Period


CPLP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QYLD

YTD

2.74%

1M

-0.11%

6M

10.07%

1Y

17.21%

5Y*

7.63%

10Y*

8.79%

*Annualized

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Risk-Adjusted Performance

CPLP vs. QYLD — Risk-Adjusted Performance Rank

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

CPLP
The Risk-Adjusted Performance Rank of CPLP is 6161
Overall Rank
The Sharpe Ratio Rank of CPLP is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of CPLP is 5656
Sortino Ratio Rank
The Omega Ratio Rank of CPLP is 5353
Omega Ratio Rank
The Calmar Ratio Rank of CPLP is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CPLP is 6262
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 7878
Overall Rank
The Sharpe Ratio Rank of QYLD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CPLP vs. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Product Partners L.P. (CPLP) 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.


Sharpe ratio
The chart of Sharpe ratio for CPLP, currently valued at -0.25, compared to the broader market-2.000.002.00-0.251.74
The chart of Sortino ratio for CPLP, currently valued at -0.20, compared to the broader market-4.00-2.000.002.004.006.00-0.202.37
The chart of Omega ratio for CPLP, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.40
The chart of Calmar ratio for CPLP, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.372.43
The chart of Martin ratio for CPLP, currently valued at -0.64, compared to the broader market-10.000.0010.0020.0030.00-0.6412.86
CPLP
QYLD


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.25
1.74
CPLP
QYLD

Dividends

CPLP vs. QYLD - Dividend Comparison

CPLP has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 11.38%.


TTM20242023202220212020201920182017201620152014
CPLP
Capital Product Partners L.P.
1.79%2.68%4.23%4.40%2.48%11.08%9.38%27.30%16.98%25.99%30.43%20.73%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.38%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Drawdowns

CPLP vs. QYLD - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.29%
-1.70%
CPLP
QYLD

Volatility

CPLP vs. QYLD - Volatility Comparison

The current volatility for Capital Product Partners L.P. (CPLP) is 0.00%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 2.85%. This indicates that CPLP experiences smaller price fluctuations and is considered to be less risky than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
2.85%
CPLP
QYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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