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 -14.13% vs 24.69% for QDTE. At a 0.45 correlation, their price movements are largely independent.
Performance
IMMR vs. QDTE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IMMR achieves a -2.12% return, which is significantly lower than QDTE's 11.03% return.
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
QDTE
- 1D
- 0.31%
- 1M
- -4.51%
- 6M
- 9.76%
- YTD
- 11.03%
- 1Y
- 24.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.39%
IMMR vs. QDTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IMMR Immersion Corporation | -2.12% | -18.30% | 33.59% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 11.03% | 19.32% | 17.13% |
Correlation
The correlation between IMMR and QDTE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.45 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IMMR | QDTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.25 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 2.43 | -2.99 |
| Martin ratioReturn relative to average drawdown | -1.22 | 8.94 | -10.16 |
Loading charts...
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.
Loading charts...
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 | -25.48% | -10.20% | -15.28% |
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 | -89.91% | -4.91% | -85.00% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -3.13% | -85.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.11% | 2.77% | +12.34% |
Volatility
IMMR vs. QDTE - Volatility Comparison
Immersion Corporation (IMMR) has a higher volatility of 11.39% compared to Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) at 7.01%. 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.
Loading charts...
Volatility by Period
| IMMR | QDTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.39% | 7.01% | +4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 14.25% | +13.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.69% | 17.46% | +23.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.82% | 19.06% | +26.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.93% | 19.06% | +31.87% |
Dividends
IMMR vs. QDTE - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 4.90%, less than QDTE's 45.99% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 45.99% | 49.49% | 32.09% | 0.00% |
Frequently Asked Questions
IMMR and QDTE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to QDTE (7.01%). In terms of maximum drawdown, IMMR dropped -98.66% vs QDTE's -22.86%.
QDTE currently has the higher Sharpe Ratio (1.42 vs -0.35), 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.
Find the right allocation for IMMR and QDTE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer