Correlation
The correlation between EPM and QYLD is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPM or QYLD.
Performance
EPM vs. QYLD - Performance Comparison
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Key characteristics
EPM:
-0.36
QYLD:
0.34
EPM:
-0.33
QYLD:
0.56
EPM:
0.96
QYLD:
1.10
EPM:
-0.14
QYLD:
0.30
EPM:
-1.03
QYLD:
1.01
EPM:
13.70%
QYLD:
5.60%
EPM:
37.22%
QYLD:
19.16%
EPM:
-100.00%
QYLD:
-24.75%
EPM:
-99.96%
QYLD:
-9.67%
Returns By Period
In the year-to-date period, EPM achieves a -12.05% return, which is significantly lower than QYLD's -5.59% return. Over the past 10 years, EPM has underperformed QYLD with an annualized return of 0.41%, while QYLD has yielded a comparatively higher 7.67% annualized return.
EPM
-12.05%
7.16%
-19.80%
-13.16%
-8.40%
20.37%
0.41%
QYLD
-5.59%
1.45%
-3.85%
6.38%
9.43%
7.91%
7.67%
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Risk-Adjusted Performance
EPM vs. QYLD — Risk-Adjusted Performance Rank
EPM
QYLD
EPM vs. QYLD - Risk-Adjusted Performance 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.
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Dividends
EPM vs. QYLD - Dividend Comparison
EPM's dividend yield for the trailing twelve months is around 10.69%, less than QYLD's 13.78% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPM Evolution Petroleum Corporation | 10.69% | 9.18% | 8.26% | 5.83% | 4.55% | 6.14% | 7.31% | 5.87% | 4.23% | 2.15% | 4.16% | 5.38% |
QYLD Global X NASDAQ 100 Covered Call ETF | 13.78% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% |
Drawdowns
EPM vs. QYLD - Drawdown Comparison
The maximum EPM drawdown since its inception was -100.00%, 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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Volatility
EPM vs. QYLD - Volatility Comparison
Evolution Petroleum Corporation (EPM) has a higher volatility of 8.14% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.90%. 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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