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

Correlation

The correlation between HASI 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.


Performance

HASI vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HASI:

-0.31

QYLD:

0.26

Sortino Ratio

HASI:

-0.14

QYLD:

0.53

Omega Ratio

HASI:

0.98

QYLD:

1.09

Calmar Ratio

HASI:

-0.18

QYLD:

0.27

Martin Ratio

HASI:

-0.66

QYLD:

0.96

Ulcer Index

HASI:

16.07%

QYLD:

5.38%

Daily Std Dev

HASI:

38.20%

QYLD:

19.09%

Max Drawdown

HASI:

-76.94%

QYLD:

-24.75%

Current Drawdown

HASI:

-52.89%

QYLD:

-10.77%

Returns By Period

In the year-to-date period, HASI achieves a 1.81% return, which is significantly higher than QYLD's -6.75% return. Over the past 10 years, HASI has outperformed QYLD with an annualized return of 8.70%, while QYLD has yielded a comparatively lower 7.55% annualized return.


HASI

YTD

1.81%

1M

14.75%

6M

-1.12%

1Y

-11.83%

3Y*

-5.61%

5Y*

2.84%

10Y*

8.70%

QYLD

YTD

-6.75%

1M

4.44%

6M

-3.92%

1Y

4.84%

3Y*

9.96%

5Y*

7.77%

10Y*

7.55%

*Annualized

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Risk-Adjusted Performance

HASI vs. QYLD — Risk-Adjusted Performance Rank

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

HASI
The Risk-Adjusted Performance Rank of HASI is 3434
Overall Rank
The Sharpe Ratio Rank of HASI is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of HASI is 3232
Sortino Ratio Rank
The Omega Ratio Rank of HASI is 3131
Omega Ratio Rank
The Calmar Ratio Rank of HASI is 3939
Calmar Ratio Rank
The Martin Ratio Rank of HASI is 3636
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 3333
Overall Rank
The Sharpe Ratio Rank of QYLD is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 3838
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 3333
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.

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.


The current HASI Sharpe Ratio is -0.31, which is lower than the QYLD Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of HASI 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.


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Dividends

HASI vs. QYLD - Dividend Comparison

HASI's dividend yield for the trailing twelve months is around 6.18%, less than QYLD's 13.95% yield.


TTM20242023202220212020201920182017201620152014
HASI
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
6.18%6.19%5.73%5.18%2.64%2.14%4.16%6.93%6.86%6.48%5.71%6.44%
QYLD
Global X NASDAQ 100 Covered Call ETF
13.95%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

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 -24.75%. Use the drawdown chart below to compare losses from any high point for HASI and QYLD. For additional features, visit the drawdowns tool.


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Volatility

HASI vs. QYLD - Volatility Comparison

Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) has a higher volatility of 9.13% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.62%. 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.


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