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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.

60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
73.54%
140.08%
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

19.32%

1M

3.00%

6M

10.81%

1Y

19.98%

5Y*

7.37%

10Y*

8.52%

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Risk-Adjusted Performance

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 0.97, compared to the broader market-4.00-2.000.002.000.971.97
The chart of Sortino ratio for CPLP, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.582.69
The chart of Omega ratio for CPLP, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.48
The chart of Calmar ratio for CPLP, currently valued at 1.20, compared to the broader market0.002.004.006.001.202.65
The chart of Martin ratio for CPLP, currently valued at 3.13, compared to the broader market-5.000.005.0010.0015.0020.0025.003.1314.19
CPLP
QYLD


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.97
1.97
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 11.35%.


TTM20232022202120202019201820172016201520142013
CPLP
Capital Product Partners L.P.
2.68%4.23%4.40%2.48%11.08%9.38%27.30%16.98%25.99%30.43%20.73%15.84%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.35%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%0.00%

Drawdowns

CPLP vs. QYLD - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.29%
0
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 1.64%. 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%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember0
1.64%
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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