ORC vs. QYLG

In the year-to-date period, ORC achieves a -1.34% return, which is significantly higher than QYLG's -3.14% return.

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This table presents a comparison of risk-adjusted performance metrics for Orchid Island Capital, Inc. (ORC) and Global X Nasdaq 100 Covered Call & Growth ETF (QYLG). 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 ORC Sharpe Ratio is 0.05, which is lower than the QYLG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ORC and QYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ORC's dividend yield for the trailing twelve months is around 19.94%, while QYLG has not paid dividends to shareholders.

The maximum ORC drawdown since its inception was -75.77%, which is greater than QYLG's maximum drawdown of -29.98%. Use the drawdown chart below to compare losses from any high point for ORC and QYLG. For additional features, visit the drawdowns tool.

Orchid Island Capital, Inc. (ORC) has a higher volatility of 8.07% compared to Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) at 6.01%. This indicates that ORC's price experiences larger fluctuations and is considered to be riskier than QYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.