INTA vs. QYLD
Compare and contrast key facts about Intapp, Inc. (INTA) 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: INTA or QYLD.
Key characteristics
| INTA | QYLD | |
|---|---|---|
| YTD Return | 49.71% | 17.87% |
| 1Y Return | 46.93% | 22.18% |
| 3Y Return (Ann) | 27.08% | 5.26% |
| Sharpe Ratio | 0.92 | 2.21 |
| Sortino Ratio | 1.55 | 3.03 |
| Omega Ratio | 1.20 | 1.54 |
| Calmar Ratio | 1.07 | 2.86 |
| Martin Ratio | 2.37 | 15.74 |
| Ulcer Index | 16.72% | 1.41% |
| Daily Std Dev | 43.13% | 10.06% |
| Max Drawdown | -65.72% | -24.89% |
| Current Drawdown | -5.23% | -0.22% |
Correlation
The correlation between INTA and QYLD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
INTA vs. QYLD - Performance Comparison
In the year-to-date period, INTA achieves a 49.71% return, which is significantly higher than QYLD's 17.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
INTA vs. QYLD - Risk-Adjusted Performance 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.
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 11.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.27% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% |
Drawdowns
INTA vs. QYLD - Drawdown Comparison
The maximum INTA drawdown since its inception was -65.72%, which is greater than QYLD's maximum drawdown of -24.89%. Use the drawdown chart below to compare losses from any high point for INTA and QYLD. For additional features, visit the drawdowns tool.
Volatility
INTA vs. QYLD - Volatility Comparison
Intapp, Inc. (INTA) has a higher volatility of 16.16% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 2.56%. 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.