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QQHG vs. YMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQHG vs. YMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ Hedged Advantage ETF (QQHG) and YieldMax Universe Fund of Option Income ETFs (YMAX). The values are adjusted to include any dividend payments, if applicable.

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QQHG vs. YMAX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QQHG achieves a -2.53% return, which is significantly higher than YMAX's -13.13% return.


QQHG

1D
1.90%
1M
-2.70%
YTD
-2.53%
6M
-0.29%
1Y
3Y*
5Y*
10Y*

YMAX

1D
4.26%
1M
-6.12%
YTD
-13.13%
6M
-20.13%
1Y
2.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQHG vs. YMAX - Expense Ratio Comparison

QQHG has a 0.45% expense ratio, which is lower than YMAX's 1.28% expense ratio.


Return for Risk

QQHG vs. YMAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQHG

YMAX
YMAX Risk / Return Rank: 1515
Overall Rank
YMAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
YMAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YMAX Omega Ratio Rank: 1616
Omega Ratio Rank
YMAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
YMAX Martin Ratio Rank: 1414
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.

QQHG vs. YMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Hedged Advantage ETF (QQHG) and YieldMax Universe Fund of Option Income ETFs (YMAX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QQHG vs. YMAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQHGYMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

2.07

0.31

+1.76

Correlation

The correlation between QQHG and YMAX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QQHG vs. YMAX - Dividend Comparison

QQHG's dividend yield for the trailing twelve months is around 0.23%, less than YMAX's 86.03% yield.


TTM20252024
QQHG
Invesco QQQ Hedged Advantage ETF
0.23%0.17%0.00%
YMAX
YieldMax Universe Fund of Option Income ETFs
86.03%78.70%44.20%

Drawdowns

QQHG vs. YMAX - Drawdown Comparison

The maximum QQHG drawdown since its inception was -6.18%, smaller than the maximum YMAX drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for QQHG and YMAX.


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Drawdown Indicators


QQHGYMAXDifference

Max Drawdown

Largest peak-to-trough decline

-6.18%

-26.13%

+19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

Current Drawdown

Current decline from peak

-4.40%

-22.99%

+18.59%

Average Drawdown

Average peak-to-trough decline

-1.05%

-5.84%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.61%

Volatility

QQHG vs. YMAX - Volatility Comparison


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Volatility by Period


QQHGYMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

Volatility (1Y)

Calculated over the trailing 1-year period

9.59%

25.35%

-15.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.59%

23.02%

-13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.59%

23.02%

-13.43%