IMMR vs. QDTE
IMMR (Immersion Corporation) is a stock, while QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill. Over the past year, IMMR returned -10.21% vs 34.41% for QDTE. At a 0.47 correlation, their price movements are largely independent.
Performance
IMMR vs. QDTE - Performance Comparison
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Returns By Period
In the year-to-date period, IMMR achieves a 0.39% return, which is significantly lower than QDTE's 12.44% return.
IMMR
- 1D
- 4.71%
- 1M
- -0.15%
- YTD
- 0.39%
- 6M
- -3.03%
- 1Y
- -10.21%
- 3Y*
- -2.01%
- 5Y*
- -3.62%
- 10Y*
- 1.41%
QDTE
- 1D
- 1.85%
- 1M
- 0.70%
- YTD
- 12.44%
- 6M
- 11.71%
- 1Y
- 34.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IMMR vs. QDTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IMMR Immersion Corporation | 0.39% | -18.30% | 33.39% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 12.44% | 19.32% | 16.07% |
Correlation
The correlation between IMMR and QDTE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2024 | 0.47 |
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Return for Risk
IMMR vs. QDTE — Risk / Return Rank
IMMR
QDTE
IMMR vs. QDTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). 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.
| IMMR | QDTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.39 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 3.39 | -3.72 |
| Martin ratioReturn relative to average drawdown | -0.61 | 13.52 | -14.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMMR | QDTE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | 2.20 | -2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 1.17 | -1.21 |
Drawdowns
IMMR vs. QDTE - Drawdown Comparison
The maximum IMMR drawdown since its inception was -98.66%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for IMMR and QDTE.
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Drawdown Indicators
| IMMR | QDTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.66% | -22.86% | -75.80% |
Max Drawdown (1Y)Largest decline over 1 year | -30.86% | -10.20% | -20.66% |
Max Drawdown (3Y)Largest decline over 3 years | -56.90% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -56.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -74.29% | — | — |
Current DrawdownCurrent decline from peak | -89.65% | -3.70% | -85.95% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -3.14% | -85.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.77% | 2.55% | +14.22% |
Volatility
IMMR vs. QDTE - Volatility Comparison
Immersion Corporation (IMMR) has a higher volatility of 12.61% compared to Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) at 6.57%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMMR | QDTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.61% | 6.57% | +6.04% |
Volatility (6M)Calculated over the trailing 6-month period | 27.21% | 12.26% | +14.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.79% | 15.71% | +24.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.83% | 18.72% | +27.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.32% | 18.72% | +32.60% |
Dividends
IMMR vs. QDTE - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 3.60%, less than QDTE's 44.14% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IMMR Immersion Corporation | 3.60% | 5.59% | 2.06% | 3.12% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 44.14% | 49.49% | 32.09% | 0.00% |
Frequently Asked Questions
IMMR and QDTE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (12.61%) compared to QDTE (6.57%). In terms of maximum drawdown, IMMR dropped -98.66% vs QDTE's -22.86%.
QDTE currently has the higher Sharpe Ratio (2.20 vs -0.26), 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.
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