EPM vs. QYLD
EPM (Evolution Petroleum Corporation) is a stock, while QYLD (Global X NASDAQ 100 Covered Call ETF) is Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Over the past 10 years, EPM returned 2.40%/yr vs 9.86%/yr for QYLD. At a 0.19 correlation, their price movements are largely independent.
Performance
EPM vs. QYLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPM achieves a 14.33% return, which is significantly higher than QYLD's 9.09% return. Over the past 10 years, EPM has underperformed QYLD with an annualized return of 2.40%, while QYLD has yielded a comparatively higher 9.86% annualized return.
EPM
- 1D
- 5.51%
- 1M
- -5.20%
- 6M
- 19.39%
- YTD
- 14.33%
- 1Y
- -11.49%
- 3Y*
- -14.04%
- 5Y*
- 4.23%
- 10Y*
- 2.40%
QYLD
- 1D
- -1.68%
- 1M
- 1.35%
- 6M
- 7.69%
- YTD
- 9.09%
- 1Y
- 22.00%
- 3Y*
- 13.25%
- 5Y*
- 8.29%
- 10Y*
- 9.86%
EPM vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPM Evolution Petroleum Corporation | 14.33% | -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 | 9.09% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Correlation
The correlation between EPM and QYLD is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.19 |
The correlation between EPM and QYLD shifts across timeframes, from -0.07 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EPM | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.12 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.44 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 4.45 | -4.75 |
| Martin ratioReturn relative to average drawdown | -0.64 | 23.14 | -23.78 |
Loading charts...
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.
Loading charts...
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% | -4.97% | -33.32% |
Max Drawdown (3Y)Largest decline over 3 years | -59.45% | -19.06% | -40.39% |
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 | -99.87% | -1.68% | -98.19% |
Average DrawdownAverage peak-to-trough decline | -96.49% | -3.81% | -92.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.87% | 0.95% | +16.92% |
Volatility
EPM vs. QYLD - Volatility Comparison
Evolution Petroleum Corporation (EPM) has a higher volatility of 10.49% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 5.77%. 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.
Loading charts...
Volatility by Period
| EPM | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.49% | 5.77% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 30.60% | 9.39% | +21.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.00% | 10.57% | +28.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.49% | 14.96% | +30.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.05% | 15.59% | +34.46% |
Dividends
EPM vs. QYLD - Dividend Comparison
EPM's dividend yield for the trailing twelve months is around 12.53%, more than QYLD's 11.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPM Evolution Petroleum Corporation | 12.53% | 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 | 11.55% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Frequently Asked Questions
EPM and QYLD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPM has higher volatility (10.49%) compared to QYLD (5.77%). In terms of maximum drawdown, EPM dropped -99.99% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (2.09 vs -0.30), 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.
Find the right allocation for EPM and QYLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer