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OCCI vs. QYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OCCI and QYLD is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

OCCI vs. QYLD

Last updated May 31, 2025

Compare and contrast key facts about OFS Credit Company, Inc. (OCCI) 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: OCCI or QYLD.

Performance

OCCI vs. QYLD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

OCCI:

0.06

QYLD:

0.34

Sortino Ratio

OCCI:

0.16

QYLD:

0.56

Omega Ratio

OCCI:

1.02

QYLD:

1.10

Calmar Ratio

OCCI:

-0.01

QYLD:

0.30

Martin Ratio

OCCI:

-0.03

QYLD:

1.01

Ulcer Index

OCCI:

5.12%

QYLD:

5.60%

Daily Std Dev

OCCI:

23.87%

QYLD:

19.16%

Max Drawdown

OCCI:

-66.45%

QYLD:

-24.75%

Current Drawdown

OCCI:

-17.60%

QYLD:

-9.67%

Returns By Period

The year-to-date returns for both stocks are quite close, with OCCI having a -5.49% return and QYLD slightly lower at -5.59%.

OCCI

YTD

-5.49%

1M

-5.74%

6M

-5.68%

1Y

1.48%

3Y*

4.19%

5Y*

11.68%

10Y*

N/A

QYLD

YTD

-5.59%

1M

1.45%

6M

-3.85%

1Y

6.38%

3Y*

9.43%

5Y*

7.91%

10Y*

7.67%

*Annualized

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OFS Credit Company, Inc.

Global X NASDAQ 100 Covered Call ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

OCCI vs. QYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OCCI
The Risk-Adjusted Performance Rank of OCCI is 4646
Overall Rank
The Sharpe Ratio Rank of OCCI is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of OCCI is 4040
Sortino Ratio Rank
The Omega Ratio Rank of OCCI is 4040
Omega Ratio Rank
The Calmar Ratio Rank of OCCI is 4949
Calmar Ratio Rank
The Martin Ratio Rank of OCCI is 4949
Martin Ratio Rank
QYLD
The Risk-Adjusted Performance Rank of QYLD is 3333
Overall Rank
The Sharpe Ratio Rank of QYLD is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 3131
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 3838
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OCCI vs. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OFS Credit Company, Inc. (OCCI) 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.

The current OCCI Sharpe Ratio is 0.06, which is lower than the QYLD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of OCCI and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

OCCI vs. QYLD - Dividend Comparison

OCCI's dividend yield for the trailing twelve months is around 22.01%, more than QYLD's 13.78% yield.

TTM20242023202220212020201920182017201620152014
OCCI
OFS Credit Company, Inc.		22.01%18.14%30.19%27.09%16.28%18.04%13.21%2.93%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF		13.78%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Drawdowns

OCCI vs. QYLD - Drawdown Comparison

The maximum OCCI drawdown since its inception was -66.45%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for OCCI and QYLD.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

OCCI vs. QYLD - Volatility Comparison

OFS Credit Company, Inc. (OCCI) has a higher volatility of 8.23% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.90%. This indicates that OCCI'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.

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