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CRVO vs. QQQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRVO vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CervoMed Inc. (CRVO) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRVO achieves a -60.51% return, which is significantly lower than QQQY's 18.85% return.


CRVO

1D
5.05%
1M
-16.35%
YTD
-60.51%
6M
-65.56%
1Y
-58.29%
3Y*
-17.32%
5Y*
-43.49%
10Y*
-55.42%

QQQY

1D
-0.19%
1M
7.95%
YTD
18.85%
6M
18.67%
1Y
35.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRVO vs. QQQY - Yearly Performance Comparison


2026 (YTD)202520242023
CRVO
CervoMed Inc.
-60.51%237.61%-69.33%55.71%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
18.85%14.96%7.70%7.22%

Correlation

The correlation between CRVO and QQQY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.19

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Return for Risk

CRVO vs. QQQY — Risk / Return Rank

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

CRVO
CRVO Risk / Return Rank: 99
Overall Rank
CRVO Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CRVO Sortino Ratio Rank: 88
Sortino Ratio Rank
CRVO Omega Ratio Rank: 1111
Omega Ratio Rank
CRVO Calmar Ratio Rank: 1111
Calmar Ratio Rank
CRVO Martin Ratio Rank: 77
Martin Ratio Rank

QQQY
QQQY Risk / Return Rank: 7575
Overall Rank
QQQY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QQQY Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQY Omega Ratio Rank: 8181
Omega Ratio Rank
QQQY Calmar Ratio Rank: 6565
Calmar Ratio Rank
QQQY Martin Ratio Rank: 7474
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.

CRVO vs. QQQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CervoMed Inc. (CRVO) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.


CRVOQQQYDifference
Sharpe ratioReturn per unit of total volatility

-3.44

Sortino ratioReturn per unit of downside risk

-4.54

Omega ratioGain probability vs. loss probability

0.86

1.48

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.80

3.21

-4.01

Martin ratioReturn relative to average drawdown

-1.42

13.65

-15.08

CRVO vs. QQQY - Sharpe Ratio Comparison

The current CRVO Sharpe Ratio is -0.82, which is lower than the QQQY Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of CRVO and QQQY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CRVOQQQYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

2.62

-3.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

1.25

-1.63

Drawdowns

CRVO vs. QQQY - Drawdown Comparison

The maximum CRVO drawdown since its inception was -99.99%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for CRVO and QQQY.


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Drawdown Indicators


CRVOQQQYDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-19.05%

-80.94%

Max Drawdown (1Y)

Largest decline over 1 year

-72.97%

-11.14%

-61.83%

Max Drawdown (3Y)

Largest decline over 3 years

-92.67%

Max Drawdown (5Y)

Largest decline over 5 years

-96.90%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-99.98%

-0.55%

-99.43%

Average Drawdown

Average peak-to-trough decline

-94.35%

-2.91%

-91.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.96%

2.61%

+38.35%

Volatility

CRVO vs. QQQY - Volatility Comparison

CervoMed Inc. (CRVO) has a higher volatility of 22.62% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 4.14%. This indicates that CRVO's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRVOQQQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.62%

4.14%

+18.48%

Volatility (6M)

Calculated over the trailing 6-month period

51.20%

11.30%

+39.90%

Volatility (1Y)

Calculated over the trailing 1-year period

71.07%

13.66%

+57.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

122.13%

14.74%

+107.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.51%

14.74%

+129.77%

Dividends

CRVO vs. QQQY - Dividend Comparison

CRVO has not paid dividends to shareholders, while QQQY's dividend yield for the trailing twelve months is around 35.18%.


PositionTTM202520242023
CRVO
CervoMed Inc.
0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
35.18%45.34%83.34%20.64%

Frequently Asked Questions


CRVO and QQQY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRVO has higher volatility (22.62%) compared to QQQY (4.14%). In terms of maximum drawdown, CRVO dropped -99.99% vs QQQY's -19.05%.

QQQY currently has the higher Sharpe Ratio (2.62 vs -0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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