QCAP vs. TTWO
QCAP (FT Vest NASDAQ-100 Conservative Buffer ETF - April) is Nasdaq-100 fund actively managed by FT Vest, while TTWO (Take-Two Interactive Software, Inc.) is a stock. Over the past year, QCAP returned 7.98% vs 10.13% for TTWO. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
QCAP vs. TTWO - Performance Comparison
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Returns By Period
In the year-to-date period, QCAP achieves a 4.16% return, which is significantly higher than TTWO's -5.12% return.
QCAP
- 1D
- 0.37%
- 1M
- -0.24%
- 6M
- 3.70%
- YTD
- 4.16%
- 1Y
- 7.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.82%
TTWO
- 1D
- -1.82%
- 1M
- -4.73%
- 6M
- 10.27%
- YTD
- -5.12%
- 1Y
- 10.13%
- 3Y*
- 16.97%
- 5Y*
- 6.97%
- 10Y*
- 19.72%
- ALL TIME*
- 15.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $301.74K | $289.61K | $395.99K | |
| $418.48M | $439.37M | $590.49M |
QCAP vs. TTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QCAP FT Vest NASDAQ-100 Conservative Buffer ETF - April | 4.16% | 7.13% | 10.87% |
TTWO Take-Two Interactive Software, Inc. | -5.12% | 39.09% | 30.92% |
Correlation
The correlation between QCAP and TTWO is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2024 | 0.32 |
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Return for Risk
QCAP vs. TTWO — Risk / Return Rank
QCAP
TTWO
QCAP vs. TTWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest NASDAQ-100 Conservative Buffer ETF - April (QCAP) and Take-Two Interactive Software, Inc. (TTWO). 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.
| QCAP | TTWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.08 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 0.33 | +2.67 |
| Martin ratioReturn relative to average drawdown | 16.28 | 0.70 | +15.58 |
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Drawdowns
QCAP vs. TTWO - Drawdown Comparison
The maximum QCAP drawdown since its inception was -9.17%, smaller than the maximum TTWO drawdown of -80.85%. Use the drawdown chart below to compare losses from any high point for QCAP and TTWO.
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Drawdown Indicators
| QCAP | TTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.17% | -80.85% | +71.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -27.68% | +25.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -51.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.14% | — |
Current DrawdownCurrent decline from peak | -1.10% | -7.38% | +6.28% |
Average DrawdownAverage peak-to-trough decline | -0.55% | -27.70% | +27.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.48% | 13.00% | -12.52% |
Volatility
QCAP vs. TTWO - Volatility Comparison
The current volatility for FT Vest NASDAQ-100 Conservative Buffer ETF - April (QCAP) is 2.11%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 8.99%. This indicates that QCAP experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCAP | TTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 8.99% | -6.88% |
Volatility (6M)Calculated over the trailing 6-month period | 3.88% | 26.42% | -22.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 31.46% | -27.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.71% | 32.57% | -23.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.71% | 34.13% | -25.42% |
Dividends
QCAP vs. TTWO - Dividend Comparison
Neither QCAP nor TTWO has paid dividends to shareholders.
Frequently Asked Questions
QCAP and TTWO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTWO has higher volatility (8.99%) compared to QCAP (2.11%). In terms of maximum drawdown, QCAP dropped -9.17% vs TTWO's -80.85%.
QCAP currently has the higher Sharpe Ratio (1.85 vs 0.29), 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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