PBR vs. QYLD
Compare and contrast key facts about Petróleo Brasileiro S.A. - Petrobras (PBR) 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: PBR or QYLD.
Performance
PBR vs. QYLD - Performance Comparison
Returns By Period
In the year-to-date period, PBR achieves a 1.00% return, which is significantly lower than QYLD's 15.85% return. Over the past 10 years, PBR has outperformed QYLD with an annualized return of 14.71%, while QYLD has yielded a comparatively lower 8.43% annualized return.
PBR
1.00%
2.29%
0.69%
5.40%
22.28%
14.71%
QYLD
15.85%
0.23%
9.06%
19.50%
7.28%
8.43%
Key characteristics
| PBR | QYLD | |
|---|---|---|
| Sharpe Ratio | 0.13 | 1.86 |
| Sortino Ratio | 0.38 | 2.54 |
| Omega Ratio | 1.05 | 1.45 |
| Calmar Ratio | 0.10 | 2.49 |
| Martin Ratio | 0.35 | 13.46 |
| Ulcer Index | 10.65% | 1.43% |
| Daily Std Dev | 29.46% | 10.35% |
| Max Drawdown | -95.28% | -24.75% |
| Current Drawdown | -30.64% | -1.93% |
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Correlation
The correlation between PBR and QYLD is 0.23, 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.
Risk-Adjusted Performance
PBR vs. QYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Petróleo Brasileiro S.A. - Petrobras (PBR) 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
PBR vs. QYLD - Dividend Comparison
PBR's dividend yield for the trailing twelve months is around 16.95%, more than QYLD's 11.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBR Petróleo Brasileiro S.A. - Petrobras | 13.12% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.69% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% | 0.00% |
Drawdowns
PBR vs. QYLD - Drawdown Comparison
The maximum PBR drawdown since its inception was -95.28%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for PBR and QYLD. For additional features, visit the drawdowns tool.
Volatility
PBR vs. QYLD - Volatility Comparison
Petróleo Brasileiro S.A. - Petrobras (PBR) has a higher volatility of 5.51% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 3.54%. This indicates that PBR'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.