EPR vs. QQQY

Last updated Jun 4, 2026

EPR (EPR Properties) is a stock, while QQQY (Defiance Nasdaq 100 Enhanced Options Income ETF) is Nasdaq-100 fund actively managed by Defiance. Over the past year, EPR returned 6.73% vs 36.38% for QQQY. At a 0.17 correlation, their price movements are largely independent.

Performance

EPR vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EPR Properties (EPR) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPR achieves a 16.06% return, which is significantly lower than QQQY's 19.07% return.

EPR

• 1D: -0.21%
• 1M: 2.52%
• YTD: 16.06%
• 6M: 11.09%
• 1Y: 6.73%
• 3Y*: 16.78%
• 5Y*: 8.98%
• 10Y*: 3.54%

QQQY

• 1D: -0.36%
• 1M: 9.64%
• YTD: 19.07%
• 6M: 19.11%
• 1Y: 36.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPR vs. QQQY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EPR EPR Properties	16.06%	20.52%	-1.25%	15.68%
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF	19.07%	14.96%	7.70%	7.22%

Correlation

The correlation between EPR and QQQY is 0.06, 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	0.06
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.17

The correlation between EPR and QQQY shifts across timeframes, from 0.06 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Return for Risk

EPR vs. QQQY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPR

EPR Risk / Return Rank: 47
EPR Sharpe Ratio Rank: 51
EPR Sortino Ratio Rank: 43
EPR Omega Ratio Rank: 42
EPR Calmar Ratio Rank: 48
EPR Martin Ratio Rank: 48

QQQY

QQQY Risk / Return Rank: 74
QQQY Sharpe Ratio Rank: 81
QQQY Sortino Ratio Rank: 73
QQQY Omega Ratio Rank: 80
QQQY Calmar Ratio Rank: 65
QQQY Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPR vs. QQQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.

	EPR	QQQY	Difference
Sharpe ratio: Return per unit of total volatility	0.30	2.68	-2.37
Sortino ratio: Return per unit of downside risk	0.57	3.37	-2.81
Omega ratio: Gain probability vs. loss probability	1.07	1.49	-0.42
Calmar ratio: Return relative to maximum drawdown	0.35	3.28	-2.93
Martin ratio: Return relative to average drawdown	0.69	13.95	-13.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPR vs. QQQY - Sharpe Ratio Comparison

The current EPR Sharpe Ratio is 0.30, which is lower than the QQQY Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of EPR and QQQY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EPR	QQQY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	2.68	-2.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	1.25	-0.95

Drawdowns

EPR vs. QQQY - Drawdown Comparison

The maximum EPR drawdown since its inception was -82.02%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for EPR and QQQY.

Drawdown Indicators

	EPR	QQQY	Difference
Max Drawdown Largest peak-to-trough decline	-82.02%	-19.05%	-62.97%
Max Drawdown (1Y) Largest decline over 1 year	-19.51%	-11.14%	-8.37%
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 Drawdown Current decline from peak	-5.28%	-0.36%	-4.92%
Average Drawdown Average peak-to-trough decline	-16.60%	-2.91%	-13.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.80%	2.61%	+7.19%

Volatility

EPR vs. QQQY - Volatility Comparison

EPR Properties (EPR) has a higher volatility of 5.07% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 4.21%. This indicates that EPR's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPR	QQQY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	4.21%	+0.86%
Volatility (6M) Calculated over the trailing 6-month period	16.34%	11.30%	+5.04%
Volatility (1Y) Calculated over the trailing 1-year period	22.25%	13.67%	+8.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.16%	14.75%	+11.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.44%	14.75%	+27.69%

Dividends

EPR vs. QQQY - Dividend Comparison

EPR's dividend yield for the trailing twelve months is around 6.36%, less than QQQY's 34.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPR EPR Properties	6.36%	7.05%	7.68%	6.81%	8.62%	3.16%	4.66%	6.37%	5.62%	6.23%	5.35%	6.21%
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF	34.34%	45.34%	83.34%	20.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EPR and QQQY in my portfolio?

EPR and QQQY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPR or QQQY?

EPR has higher volatility (5.07%) compared to QQQY (4.21%). In terms of maximum drawdown, EPR dropped -82.02% vs QQQY's -19.05%.

Which has better risk-adjusted returns?

QQQY currently has the higher Sharpe Ratio (2.68 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.