HASI vs. QYLD
Compare and contrast key facts about Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) 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: HASI or QYLD.
Performance
HASI vs. QYLD - Performance Comparison
Returns By Period
In the year-to-date period, HASI achieves a 2.89% return, which is significantly lower than QYLD's 14.56% return. Over the past 10 years, HASI has outperformed QYLD with an annualized return of 13.25%, while QYLD has yielded a comparatively lower 8.27% annualized return.
HASI
2.89%
-22.50%
-11.98%
23.30%
3.26%
13.25%
QYLD
14.56%
-0.86%
7.98%
18.47%
6.91%
8.27%
Key characteristics
| HASI | QYLD | |
|---|---|---|
| Sharpe Ratio | 0.59 | 1.79 |
| Sortino Ratio | 1.15 | 2.44 |
| Omega Ratio | 1.15 | 1.43 |
| Calmar Ratio | 0.42 | 2.39 |
| Martin Ratio | 2.84 | 12.96 |
| Ulcer Index | 9.46% | 1.43% |
| Daily Std Dev | 45.44% | 10.38% |
| Max Drawdown | -76.94% | -24.89% |
| Current Drawdown | -53.78% | -3.02% |
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Correlation
The correlation between HASI and QYLD is 0.36, 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.
Risk-Adjusted Performance
HASI vs. QYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) 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.
Dividends
HASI vs. QYLD - Dividend Comparison
HASI's dividend yield for the trailing twelve months is around 6.03%, less than QYLD's 11.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 6.03% | 5.73% | 5.18% | 2.64% | 2.14% | 4.16% | 6.93% | 6.86% | 6.48% | 5.71% | 6.47% | 3.01% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.59% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% | 0.00% |
Drawdowns
HASI vs. QYLD - Drawdown Comparison
The maximum HASI drawdown since its inception was -76.94%, which is greater than QYLD's maximum drawdown of -24.89%. Use the drawdown chart below to compare losses from any high point for HASI and QYLD. For additional features, visit the drawdowns tool.
Volatility
HASI vs. QYLD - Volatility Comparison
Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) has a higher volatility of 17.41% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 3.53%. This indicates that HASI'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.