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QQQH vs. MLPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQH vs. MLPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) and Neos MLP & Energy Infrastructure High Income ETF (MLPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQH achieves a 7.91% return, which is significantly lower than MLPI's 17.58% return.


QQQH

1D
-0.02%
1M
4.93%
YTD
7.91%
6M
7.82%
1Y
20.09%
3Y*
20.71%
5Y*
9.42%
10Y*

MLPI

1D
0.04%
1M
-3.13%
YTD
17.58%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQH vs. MLPI - Yearly Performance Comparison


Correlation

The correlation between QQQH and MLPI is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 19, 2025

-0.15

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Return for Risk

QQQH vs. MLPI — Risk / Return Rank

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

QQQH
QQQH Risk / Return Rank: 6262
Overall Rank
QQQH Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QQQH Sortino Ratio Rank: 5959
Sortino Ratio Rank
QQQH Omega Ratio Rank: 6363
Omega Ratio Rank
QQQH Calmar Ratio Rank: 5858
Calmar Ratio Rank
QQQH Martin Ratio Rank: 6767
Martin Ratio Rank

MLPI
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.

QQQH vs. MLPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) and Neos MLP & Energy Infrastructure High Income ETF (MLPI). 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.


QQQHMLPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.90

Martin ratioReturn relative to average drawdown

12.60

QQQH vs. MLPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQQHMLPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

3.49

-2.70

Drawdowns

QQQH vs. MLPI - Drawdown Comparison

The maximum QQQH drawdown since its inception was -31.24%, which is greater than MLPI's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for QQQH and MLPI.


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Drawdown Indicators


QQQHMLPIDifference

Max Drawdown

Largest peak-to-trough decline

-31.24%

-5.38%

-25.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.18%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

Current Drawdown

Current decline from peak

-0.02%

-3.84%

+3.82%

Average Drawdown

Average peak-to-trough decline

-8.27%

-1.27%

-7.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

QQQH vs. MLPI - Volatility Comparison


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Volatility by Period


QQQHMLPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

Volatility (1Y)

Calculated over the trailing 1-year period

9.67%

13.05%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.20%

13.05%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.37%

13.05%

+0.32%

QQQH vs. MLPI - Expense Ratio Comparison

Both QQQH and MLPI have an expense ratio of 0.68%.


Dividends

QQQH vs. MLPI - Dividend Comparison

QQQH's dividend yield for the trailing twelve months is around 8.74%, more than MLPI's 6.04% yield.


PositionTTM2025202420232022202120202019
MLPI
Neos MLP & Energy Infrastructure High Income ETF
6.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
8.74%8.86%7.53%7.18%9.05%7.77%7.48%0.65%

Frequently Asked Questions


QQQH and MLPI have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.68% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QQQH and MLPI have the same expense ratio: 0.68% per year.

QQQH has the higher dividend yield at 8.74%, compared with 6.04% for MLPI.

QQQH is categorized as Nasdaq-100, while MLPI is Energy Equities.

Portfolio Optimizer

Find the right allocation for QQQH and MLPI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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