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OCCI vs. QYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

OCCI vs. QYLD

Last updated Jun 5, 2026

OCCI (OFS Credit Company, 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, OCCI returned -10.22%/yr vs 8.43%/yr for QYLD. At a 0.21 correlation, their price movements are largely independent.

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.

Loading charts...

Returns By Period

In the year-to-date period, OCCI achieves a -24.74% return, which is significantly lower than QYLD's 7.88% return.

OCCI

1D
1.23%
1M
0.17%
YTD
-24.74%
6M
-26.55%
1Y
-30.12%
3Y*
-13.42%
5Y*
-10.22%
10Y*
—

QYLD

1D
0.00%
1M
1.40%
YTD
7.88%
6M
9.91%
1Y
23.70%
3Y*
13.76%
5Y*
8.43%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCCI vs. QYLD - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
OCCI
OFS Credit Company, Inc.		-24.74%-14.38%31.45%-1.33%-25.82%24.37%0.01%12.04%-16.55%
QYLD
Global X NASDAQ 100 Covered Call ETF		7.88%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-11.45%

Correlation

The correlation between OCCI and QYLD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.24

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

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2018

0.21

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

OFS Credit Company, Inc.

Global X NASDAQ 100 Covered Call ETF

Often compared with OCCI:
OCCI vs. OXLCOCCI vs. ECCCOCCI vs. VOCOCCI vs. ARCCOCCI vs. JEPQOCCI vs. QQQXOCCI vs. SPHY
Often compared with QYLD:
QYLD vs. JEPQQYLD vs. JEPIQYLD vs. QQQQYLD vs. XYLDQYLD vs. RYLDQYLD vs. SCHDQYLD vs. QYLG

Return for Risk

OCCI vs. QYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OCCI
OCCI Risk / Return Rank: 1313
Overall Rank
OCCI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
OCCI Sortino Ratio Rank: 1111
Sortino Ratio Rank
OCCI Omega Ratio Rank: 1111
Omega Ratio Rank
OCCI Calmar Ratio Rank: 1919
Calmar Ratio Rank
OCCI Martin Ratio Rank: 1414
Martin Ratio Rank
QYLD
QYLD Risk / Return Rank: 8989
Overall Rank
QYLD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 8787
Sortino Ratio Rank
QYLD Omega Ratio Rank: 9292
Omega Ratio Rank
QYLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9494
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.

OCCI vs. QYLD - Risk-Adjusted Trends 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.

OCCIQYLDDifference
Sharpe ratioReturn per unit of total volatility
-0.83
2.78

-3.60

Sortino ratioReturn per unit of downside risk
-1.02
3.89

-4.90

Omega ratioGain probability vs. loss probability

0.87

1.63

-0.76

Calmar ratioReturn relative to maximum drawdown

-0.62

4.79

-5.42

Martin ratioReturn relative to average drawdown

-1.23

28.10

-29.33

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OCCI vs. QYLD - Sharpe Ratio Comparison

The current OCCI Sharpe Ratio is -0.83, which is lower than the QYLD Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of OCCI 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.

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Sharpe Ratios by Period

OCCIQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

2.78

-3.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.58

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.63

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.59

-0.69

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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Drawdown Indicators

OCCIQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-66.45%

-24.75%

-41.70%

Max Drawdown (1Y)

Largest decline over 1 year

-48.46%

-4.97%

-43.49%

Max Drawdown (3Y)

Largest decline over 3 years

-51.18%

-19.06%

-32.12%

Max Drawdown (5Y)

Largest decline over 5 years

-54.12%

-24.61%

-29.51%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.75%

—

Current Drawdown

Current decline from peak

-44.74%

-0.06%

-44.68%

Average Drawdown

Average peak-to-trough decline

-20.77%

-3.84%

-16.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.57%

0.85%

+23.72%

Volatility

OCCI vs. QYLD - Volatility Comparison

OFS Credit Company, Inc. (OCCI) has a higher volatility of 10.05% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.84%. 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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Volatility by Period

OCCIQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

1.84%

+8.21%

Volatility (6M)

Calculated over the trailing 6-month period

30.84%

7.12%

+23.72%

Volatility (1Y)

Calculated over the trailing 1-year period

36.62%

8.57%

+28.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.77%

14.70%

+15.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.16%

15.49%

+25.67%

Dividends

OCCI vs. QYLD - Dividend Comparison

OCCI's dividend yield for the trailing twelve months is around 35.91%, more than QYLD's 11.46% yield.

PositionTTM20252024202320222021202020192018201720162015
OCCI
OFS Credit Company, Inc.		35.91%28.51%18.14%28.64%27.09%16.28%18.04%13.21%2.93%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF		11.46%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

OCCI and QYLD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OCCI has higher volatility (10.05%) compared to QYLD (1.84%). In terms of maximum drawdown, OCCI dropped -66.45% vs QYLD's -24.75%.

QYLD currently has the higher Sharpe Ratio (2.78 vs -0.83), 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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