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MNTK vs. XYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNTK vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Montauk Renewables, Inc. (MNTK) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MNTK achieves a -6.59% return, which is significantly lower than XYLD's 4.54% return.


MNTK

1D
2.63%
1M
0.65%
YTD
-6.59%
6M
-12.85%
1Y
-25.00%
3Y*
-39.52%
5Y*
-28.74%
10Y*

XYLD

1D
-0.89%
1M
0.36%
YTD
4.54%
6M
4.43%
1Y
16.08%
3Y*
11.33%
5Y*
7.32%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNTK vs. XYLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MNTK
Montauk Renewables, Inc.
-6.59%-58.04%-55.33%-19.22%7.61%-21.15%
XYLD
Global X S&P 500 Covered Call ETF
4.54%8.02%19.49%11.10%-12.05%17.09%

Correlation

The correlation between MNTK and XYLD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2021

0.28

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Return for Risk

MNTK vs. XYLD — Risk / Return Rank

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

MNTK
MNTK Risk / Return Rank: 3030
Overall Rank
MNTK Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MNTK Sortino Ratio Rank: 3232
Sortino Ratio Rank
MNTK Omega Ratio Rank: 3232
Omega Ratio Rank
MNTK Calmar Ratio Rank: 2828
Calmar Ratio Rank
MNTK Martin Ratio Rank: 2929
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 7878
Overall Rank
XYLD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 7979
Sortino Ratio Rank
XYLD Omega Ratio Rank: 8989
Omega Ratio Rank
XYLD Calmar Ratio Rank: 6464
Calmar Ratio Rank
XYLD Martin Ratio Rank: 8282
Martin Ratio Rank
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.

MNTK vs. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Montauk Renewables, Inc. (MNTK) and Global X S&P 500 Covered Call ETF (XYLD). 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.


MNTKXYLDDifference
Sharpe ratioReturn per unit of total volatility

-2.68

Sortino ratioReturn per unit of downside risk

-3.33

Omega ratioGain probability vs. loss probability

1.00

1.54

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.43

3.05

-3.48

Martin ratioReturn relative to average drawdown

-0.69

15.99

-16.68

MNTK vs. XYLD - Sharpe Ratio Comparison

The current MNTK Sharpe Ratio is -0.33, which is lower than the XYLD Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of MNTK and XYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MNTK vs. XYLD - Drawdown Comparison

The maximum MNTK drawdown since its inception was -94.49%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for MNTK and XYLD.


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Drawdown Indicators


MNTKXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-94.49%

-33.46%

-61.03%

Max Drawdown (1Y)

Largest decline over 1 year

-58.67%

-5.29%

-53.38%

Max Drawdown (3Y)

Largest decline over 3 years

-89.61%

-15.53%

-74.08%

Max Drawdown (5Y)

Largest decline over 5 years

-94.49%

-18.66%

-75.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-92.32%

-0.93%

-91.39%

Average Drawdown

Average peak-to-trough decline

-57.63%

-3.70%

-53.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.35%

1.01%

+35.34%

Volatility

MNTK vs. XYLD - Volatility Comparison

Montauk Renewables, Inc. (MNTK) has a higher volatility of 17.12% compared to Global X S&P 500 Covered Call ETF (XYLD) at 2.36%. This indicates that MNTK's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNTKXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.12%

2.36%

+14.76%

Volatility (6M)

Calculated over the trailing 6-month period

50.28%

5.83%

+44.45%

Volatility (1Y)

Calculated over the trailing 1-year period

77.22%

6.86%

+70.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.92%

11.26%

+61.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.29%

14.19%

+59.10%

Dividends

MNTK vs. XYLD - Dividend Comparison

MNTK has not paid dividends to shareholders, while XYLD's dividend yield for the trailing twelve months is around 10.53%.


PositionTTM20252024202320222021202020192018201720162015
MNTK
Montauk Renewables, 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%
XYLD
Global X S&P 500 Covered Call ETF
10.53%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Frequently Asked Questions


MNTK and XYLD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNTK has higher volatility (17.12%) compared to XYLD (2.36%). In terms of maximum drawdown, MNTK dropped -94.49% vs XYLD's -33.46%.

XYLD currently has the higher Sharpe Ratio (2.36 vs -0.33), 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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