EPM vs. QYLD
Compare and contrast key facts about Evolution Petroleum Corporation (EPM) 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.
Performance
EPM vs. QYLD - Performance Comparison
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EPM vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPM Evolution Petroleum Corporation | 26.69% | -25.17% | -2.04% | -17.30% | 58.73% | 86.00% | -44.78% | -14.47% | 4.19% | -28.70% |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.61% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Returns By Period
In the year-to-date period, EPM achieves a 26.69% return, which is significantly higher than QYLD's 0.61% return. Over the past 10 years, EPM has underperformed QYLD with an annualized return of 5.66%, while QYLD has yielded a comparatively higher 8.96% annualized return.
EPM
- 1D
- -4.59%
- 1M
- -1.65%
- YTD
- 26.69%
- 6M
- -5.32%
- 1Y
- -5.48%
- 3Y*
- -3.43%
- 5Y*
- 12.43%
- 10Y*
- 5.66%
QYLD
- 1D
- 0.58%
- 1M
- -1.11%
- YTD
- 0.61%
- 6M
- 7.46%
- 1Y
- 16.36%
- 3Y*
- 13.19%
- 5Y*
- 7.01%
- 10Y*
- 8.96%
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Return for Risk
EPM vs. QYLD — Risk / Return Rank
EPM
QYLD
EPM vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evolution Petroleum Corporation (EPM) 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.
| EPM | QYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 1.00 | -1.16 |
Sortino ratioReturn per unit of downside risk | 0.03 | 1.61 | -1.59 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.57 | -1.74 |
Martin ratioReturn relative to average drawdown | -0.39 | 10.32 | -10.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPM | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 1.00 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.47 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.58 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.56 | -0.67 |
Correlation
The correlation between EPM and QYLD is 0.20, 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.
Dividends
EPM vs. QYLD - Dividend Comparison
EPM's dividend yield for the trailing twelve months is around 10.98%, less than QYLD's 11.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPM Evolution Petroleum Corporation | 10.98% | 13.56% | 9.18% | 8.26% | 5.83% | 4.55% | 6.14% | 7.31% | 5.87% | 4.23% | 2.15% | 4.16% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.85% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Drawdowns
EPM vs. QYLD - Drawdown Comparison
The maximum EPM drawdown since its inception was -99.99%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for EPM and QYLD.
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Drawdown Indicators
| EPM | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -24.75% | -75.24% |
Max Drawdown (1Y)Largest decline over 1 year | -38.29% | -10.84% | -27.45% |
Max Drawdown (5Y)Largest decline over 5 years | -59.45% | -24.61% | -34.84% |
Max Drawdown (10Y)Largest decline over 10 years | -80.49% | -24.75% | -55.74% |
Current DrawdownCurrent decline from peak | -99.85% | -1.84% | -98.01% |
Average DrawdownAverage peak-to-trough decline | -96.47% | -3.89% | -92.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.02% | 1.65% | +15.37% |
Volatility
EPM vs. QYLD - Volatility Comparison
Evolution Petroleum Corporation (EPM) has a higher volatility of 8.60% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.90%. This indicates that EPM'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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Volatility by Period
| EPM | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 4.90% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 7.50% | +17.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 16.43% | +19.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.64% | 14.84% | +30.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.93% | 15.51% | +34.42% |