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EVC vs. QYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EVC and QYLD is 0.27, 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.


-0.50.00.51.00.3

Performance

EVC vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Entravision Communications Corporation (EVC) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
20.70%
11.67%
EVC
QYLD

Key characteristics

Sharpe Ratio

EVC:

-0.49

QYLD:

1.81

Sortino Ratio

EVC:

-0.19

QYLD:

2.48

Omega Ratio

EVC:

0.97

QYLD:

1.42

Calmar Ratio

EVC:

-0.42

QYLD:

2.50

Martin Ratio

EVC:

-0.84

QYLD:

13.25

Ulcer Index

EVC:

44.59%

QYLD:

1.46%

Daily Std Dev

EVC:

75.47%

QYLD:

10.75%

Max Drawdown

EVC:

-99.26%

QYLD:

-24.75%

Current Drawdown

EVC:

-80.24%

QYLD:

0.00%

Returns By Period

In the year-to-date period, EVC achieves a -3.83% return, which is significantly lower than QYLD's 4.24% return. Over the past 10 years, EVC has underperformed QYLD with an annualized return of -6.70%, while QYLD has yielded a comparatively higher 8.96% annualized return.


EVC

YTD

-3.83%

1M

-4.24%

6M

23.86%

1Y

-37.24%

5Y*

6.34%

10Y*

-6.70%

QYLD

YTD

4.24%

1M

2.22%

6M

11.86%

1Y

19.98%

5Y*

7.58%

10Y*

8.96%

*Annualized

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Risk-Adjusted Performance

EVC vs. QYLD — Risk-Adjusted Performance Rank

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

EVC
The Risk-Adjusted Performance Rank of EVC is 2323
Overall Rank
The Sharpe Ratio Rank of EVC is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of EVC is 2626
Sortino Ratio Rank
The Omega Ratio Rank of EVC is 2525
Omega Ratio Rank
The Calmar Ratio Rank of EVC is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EVC is 2626
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 7878
Overall Rank
The Sharpe Ratio Rank of QYLD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EVC vs. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Entravision Communications Corporation (EVC) 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.


Sharpe ratio
The chart of Sharpe ratio for EVC, currently valued at -0.49, compared to the broader market-2.000.002.004.00-0.491.81
The chart of Sortino ratio for EVC, currently valued at -0.19, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.192.48
The chart of Omega ratio for EVC, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.42
The chart of Calmar ratio for EVC, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.452.50
The chart of Martin ratio for EVC, currently valued at -0.84, compared to the broader market0.0010.0020.0030.00-0.8413.25
EVC
QYLD

The current EVC Sharpe Ratio is -0.49, which is lower than the QYLD Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of EVC and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.49
1.81
EVC
QYLD

Dividends

EVC vs. QYLD - Dividend Comparison

EVC's dividend yield for the trailing twelve months is around 8.85%, less than QYLD's 12.16% yield.


TTM20242023202220212020201920182017201620152014
EVC
Entravision Communications Corporation
8.85%8.51%4.80%2.08%1.47%4.55%7.63%6.87%2.27%1.79%1.38%1.54%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.22%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Drawdowns

EVC vs. QYLD - Drawdown Comparison

The maximum EVC drawdown since its inception was -99.26%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for EVC and QYLD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-70.91%
0
EVC
QYLD

Volatility

EVC vs. QYLD - Volatility Comparison

Entravision Communications Corporation (EVC) has a higher volatility of 13.73% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 2.31%. This indicates that EVC'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.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
13.73%
2.31%
EVC
QYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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