EPR vs. QQQI
EPR (EPR Properties) is a stock, while QQQI (NEOS Nasdaq-100 High Income ETF) is Nasdaq-100 fund actively managed by Neos. Over the past year, EPR returned 6.95% vs 24.88% for QQQI. At a 0.10 correlation, their price movements are largely independent.
Performance
EPR vs. QQQI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EPR achieves a 21.91% return, which is significantly higher than QQQI's 9.86% return.
EPR
- 1D
- 1.96%
- 1M
- 1.50%
- YTD
- 21.91%
- 6M
- 23.79%
- 1Y
- 6.95%
- 3Y*
- 18.89%
- 5Y*
- 9.67%
- 10Y*
- 3.41%
QQQI
- 1D
- -2.87%
- 1M
- -0.93%
- YTD
- 9.86%
- 6M
- 8.75%
- 1Y
- 24.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPR vs. QQQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EPR EPR Properties | 21.91% | 20.52% | 4.50% |
QQQI NEOS Nasdaq-100 High Income ETF | 9.86% | 18.62% | 19.44% |
Correlation
The correlation between EPR and QQQI is -0.02, 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 | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024 | 0.10 |
The correlation between EPR and QQQI shifts across timeframes, from -0.02 (1 year) to 0.10 (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
EPR vs. QQQI — Risk / Return Rank
EPR
QQQI
EPR vs. QQQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.
| EPR | QQQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.32 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.60 | -2.24 |
| Martin ratioReturn relative to average drawdown | 0.71 | 11.10 | -10.39 |
Loading charts...
Drawdowns
EPR vs. QQQI - Drawdown Comparison
The maximum EPR drawdown since its inception was -82.02%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for EPR and QQQI.
Loading charts...
Drawdown Indicators
| EPR | QQQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.02% | -20.00% | -62.02% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -9.61% | -9.90% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -82.02% | — | — |
Current DrawdownCurrent decline from peak | -1.12% | -3.32% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -16.57% | -2.20% | -14.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.82% | 2.25% | +7.57% |
Volatility
EPR vs. QQQI - Volatility Comparison
The current volatility for EPR Properties (EPR) is 6.40%, while NEOS Nasdaq-100 High Income ETF (QQQI) has a volatility of 7.63%. This indicates that EPR experiences smaller price fluctuations and is considered to be less risky than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EPR | QQQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 7.63% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.94% | 11.99% | +4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.68% | 14.79% | +7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.14% | 17.53% | +8.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.48% | 17.53% | +24.95% |
Dividends
EPR vs. QQQI - Dividend Comparison
EPR's dividend yield for the trailing twelve months is around 6.06%, less than QQQI's 14.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 6.06% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
QQQI NEOS Nasdaq-100 High Income ETF | 14.97% | 13.82% | 12.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EPR and QQQI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQI has higher volatility (7.63%) compared to EPR (6.40%). In terms of maximum drawdown, EPR dropped -82.02% vs QQQI's -20.00%.
QQQI currently has the higher Sharpe Ratio (1.69 vs 0.31), 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 EPR and QQQI
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