PFE vs. QDTE
PFE (Pfizer Inc.) is a stock, while QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill. Over the past year, PFE returned 8.21% vs 24.69% for QDTE. At a 0.05 correlation, their price movements are largely independent.
Performance
PFE vs. QDTE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PFE achieves a 2.73% return, which is significantly lower than QDTE's 11.03% return.
PFE
- 1D
- -1.20%
- 1M
- -1.82%
- 6M
- -0.27%
- YTD
- 2.73%
- 1Y
- 8.21%
- 3Y*
- -7.26%
- 5Y*
- -4.86%
- 10Y*
- 1.03%
- ALL TIME*
- 9.04%
QDTE
- 1D
- 0.31%
- 1M
- -4.51%
- 6M
- 9.76%
- YTD
- 11.03%
- 1Y
- 24.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.39%
PFE vs. QDTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PFE Pfizer Inc. | 2.73% | 0.65% | 2.00% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 11.03% | 19.32% | 17.13% |
Correlation
The correlation between PFE and QDTE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PFE vs. QDTE — Risk / Return Rank
PFE
QDTE
PFE vs. QDTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). 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.
| PFE | QDTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 2.43 | -1.91 |
| Martin ratioReturn relative to average drawdown | 1.21 | 8.94 | -7.73 |
Loading charts...
Drawdowns
PFE vs. QDTE - Drawdown Comparison
The maximum PFE drawdown since its inception was -69.24%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for PFE and QDTE.
Loading charts...
Drawdown Indicators
| PFE | QDTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -22.86% | -46.38% |
Max Drawdown (1Y)Largest decline over 1 year | -15.72% | -10.20% | -5.52% |
Max Drawdown (3Y)Largest decline over 3 years | -36.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -58.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.96% | — | — |
Current DrawdownCurrent decline from peak | -48.71% | -4.91% | -43.80% |
Average DrawdownAverage peak-to-trough decline | -22.95% | -3.13% | -19.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.80% | 2.77% | +4.03% |
Volatility
PFE vs. QDTE - Volatility Comparison
Pfizer Inc. (PFE) has a higher volatility of 7.38% compared to Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) at 7.01%. This indicates that PFE's price experiences larger fluctuations and is considered to be riskier than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PFE | QDTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 7.01% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 15.35% | 14.25% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.30% | 17.46% | +6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.63% | 19.06% | +6.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.97% | 19.06% | +4.91% |
Dividends
PFE vs. QDTE - Dividend Comparison
PFE's dividend yield for the trailing twelve months is around 6.95%, less than QDTE's 45.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFE Pfizer Inc. | 6.95% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 45.99% | 49.49% | 32.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PFE and QDTE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFE has higher volatility (7.38%) compared to QDTE (7.01%). In terms of maximum drawdown, PFE dropped -69.24% vs QDTE's -22.86%.
QDTE currently has the higher Sharpe Ratio (1.42 vs 0.34), 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.
Find the right allocation for PFE and QDTE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer