INTA vs. QYLD

Last updated Jul 15, 2026

INTA (Intapp, Inc.) is a stock, while QYLD (Global X NASDAQ 100 Covered Call ETF) is Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Over the past 5 years, INTA returned -0.09%/yr vs 8.57%/yr for QYLD. At a 0.37 correlation, their price movements are largely independent.

Performance

INTA vs. QYLD - Performance Comparison

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

Returns By Period

In the year-to-date period, INTA achieves a -39.46% return, which is significantly lower than QYLD's 10.42% return.

INTA

• 1D: -2.87%
• 1M: 16.07%
• 6M: -32.75%
• YTD: -39.46%
• 1Y: -36.22%
• 3Y*: -10.50%
• 5Y*: -0.09%
• 10Y*: —

QYLD

• 1D: 1.21%
• 1M: 2.57%
• 6M: 9.06%
• YTD: 10.42%
• 1Y: 23.40%
• 3Y*: 13.71%
• 5Y*: 8.57%
• 10Y*: 9.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

INTA vs. QYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
INTA Intapp, Inc.	-39.46%	-28.51%	68.57%	52.45%	-0.87%	-0.36%
QYLD Global X NASDAQ 100 Covered Call ETF	10.42%	9.28%	19.35%	22.77%	-19.08%	5.77%

Correlation

The correlation between INTA and QYLD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.37

Over the past year, the correlation between INTA and QYLD has dropped to 0.11 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Return for Risk

INTA vs. QYLD — Risk / Return Rank

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

INTA

INTA Risk / Return Rank: 20
INTA Sharpe Ratio Rank: 17
INTA Sortino Ratio Rank: 18
INTA Omega Ratio Rank: 19
INTA Calmar Ratio Rank: 23
INTA Martin Ratio Rank: 22

QYLD

QYLD Risk / Return Rank: 90
QYLD Sharpe Ratio Rank: 87
QYLD Sortino Ratio Rank: 87
QYLD Omega Ratio Rank: 91
QYLD Calmar Ratio Rank: 92
QYLD Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INTA vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intapp, Inc. (INTA) 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.

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.

	INTA	QYLD	Difference
Sharpe ratio: Return per unit of total volatility	-0.63	2.22	-2.85
Sortino ratio: Return per unit of downside risk	-0.73	3.12	-3.85
Omega ratio: Gain probability vs. loss probability	0.92	1.47	-0.55
Calmar ratio: Return relative to maximum drawdown	-0.61	4.73	-5.34
Martin ratio: Return relative to average drawdown	-1.05	24.61	-25.65

INTA vs. QYLD - Sharpe Ratio Comparison

The current INTA Sharpe Ratio is -0.63, which is lower than the QYLD Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of INTA and QYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INTA vs. QYLD - Drawdown Comparison

The maximum INTA drawdown since its inception was -74.17%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for INTA and QYLD.

Drawdown Indicators

	INTA	QYLD	Difference
Max Drawdown Largest peak-to-trough decline	-74.17%	-24.75%	-49.42%
Max Drawdown (1Y) Largest decline over 1 year	-59.85%	-4.97%	-54.88%
Max Drawdown (3Y) Largest decline over 3 years	-74.17%	-19.06%	-55.11%
Max Drawdown (5Y) Largest decline over 5 years	-74.17%	-24.61%	-49.56%
Max Drawdown (10Y) Largest decline over 10 years	—	-24.75%	—
Current Drawdown Current decline from peak	-62.56%	-0.49%	-62.07%
Average Drawdown Average peak-to-trough decline	-31.76%	-3.81%	-27.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.63%	0.95%	+33.68%

Volatility

INTA vs. QYLD - Volatility Comparison

Intapp, Inc. (INTA) has a higher volatility of 17.52% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 5.57%. This indicates that INTA'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.

Volatility by Period

	INTA	QYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.52%	5.57%	+11.95%
Volatility (6M) Calculated over the trailing 6-month period	49.63%	9.45%	+40.18%
Volatility (1Y) Calculated over the trailing 1-year period	57.72%	10.61%	+47.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.75%	14.97%	+39.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.84%	15.59%	+39.25%

Dividends

INTA vs. QYLD - Dividend Comparison

INTA has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 11.42%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INTA Intapp, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QYLD Global X NASDAQ 100 Covered Call ETF	11.42%	11.55%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%

Frequently Asked Questions

Can I hold both INTA and QYLD in my portfolio?

INTA and QYLD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INTA or QYLD?

INTA has higher volatility (17.52%) compared to QYLD (5.57%). In terms of maximum drawdown, INTA dropped -74.17% vs QYLD's -24.75%.

Which has better risk-adjusted returns?

QYLD currently has the higher Sharpe Ratio (2.22 vs -0.63), 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.