EOS-USD vs. QYLD
Compare and contrast key facts about EOS (EOS-USD) 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: EOS-USD or QYLD.
Key characteristics
| EOS-USD | QYLD | |
|---|---|---|
| YTD Return | -43.75% | 18.06% |
| 1Y Return | -30.28% | 22.66% |
| 3Y Return (Ann) | -55.00% | 5.37% |
| 5Y Return (Ann) | -33.25% | 7.67% |
| Sharpe Ratio | -0.76 | 2.26 |
| Sortino Ratio | -1.06 | 3.10 |
| Omega Ratio | 0.89 | 1.55 |
| Calmar Ratio | 0.01 | 2.93 |
| Martin Ratio | -1.24 | 16.14 |
| Ulcer Index | 49.19% | 1.41% |
| Daily Std Dev | 62.65% | 10.05% |
| Max Drawdown | -98.10% | -24.89% |
| Current Drawdown | -97.80% | 0.00% |
Correlation
The correlation between EOS-USD and QYLD is 0.15, 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
EOS-USD vs. QYLD - Performance Comparison
In the year-to-date period, EOS-USD achieves a -43.75% return, which is significantly lower than QYLD's 18.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EOS-USD vs. QYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EOS (EOS-USD) 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.
Drawdowns
EOS-USD vs. QYLD - Drawdown Comparison
The maximum EOS-USD drawdown since its inception was -98.10%, which is greater than QYLD's maximum drawdown of -24.89%. Use the drawdown chart below to compare losses from any high point for EOS-USD and QYLD. For additional features, visit the drawdowns tool.
Volatility
EOS-USD vs. QYLD - Volatility Comparison
EOS (EOS-USD) has a higher volatility of 15.93% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 2.54%. This indicates that EOS-USD'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.