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QQQI vs. ARCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQI vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Nasdaq-100 High Income ETF (QQQI) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQI achieves a 9.93% return, which is significantly higher than ARCC's -4.69% return.


QQQI

1D
1.27%
1M
-0.05%
YTD
9.93%
6M
9.25%
1Y
25.86%
3Y*
5Y*
10Y*

ARCC

1D
-0.11%
1M
-1.26%
YTD
-4.69%
6M
-6.11%
1Y
-7.10%
3Y*
9.21%
5Y*
8.47%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQI vs. ARCC - Yearly Performance Comparison


2026 (YTD)20252024
QQQI
NEOS Nasdaq-100 High Income ETF
9.93%18.62%19.83%
ARCC
Ares Capital Corporation
-4.69%1.07%16.41%

Correlation

The correlation between QQQI and ARCC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.40

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Return for Risk

QQQI vs. ARCC — Risk / Return Rank

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

QQQI
QQQI Risk / Return Rank: 6464
Overall Rank
QQQI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 5858
Sortino Ratio Rank
QQQI Omega Ratio Rank: 6666
Omega Ratio Rank
QQQI Calmar Ratio Rank: 6060
Calmar Ratio Rank
QQQI Martin Ratio Rank: 7171
Martin Ratio Rank

ARCC
ARCC Risk / Return Rank: 2626
Overall Rank
ARCC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ARCC Sortino Ratio Rank: 2222
Sortino Ratio Rank
ARCC Omega Ratio Rank: 2323
Omega Ratio Rank
ARCC Calmar Ratio Rank: 3030
Calmar Ratio Rank
ARCC Martin Ratio Rank: 3030
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.

QQQI vs. ARCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq-100 High Income ETF (QQQI) and Ares Capital Corporation (ARCC). 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.


QQQIARCCDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.36

0.95

+0.41

Calmar ratioReturn relative to maximum drawdown

2.70

-0.37

+3.07

Martin ratioReturn relative to average drawdown

11.98

-0.67

+12.65

QQQI vs. ARCC - Sharpe Ratio Comparison

The current QQQI Sharpe Ratio is 1.91, which is higher than the ARCC Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of QQQI and ARCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QQQIARCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

-0.39

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.37

+0.84

Drawdowns

QQQI vs. ARCC - Drawdown Comparison

The maximum QQQI drawdown since its inception was -20.00%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for QQQI and ARCC.


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Drawdown Indicators


QQQIARCCDifference

Max Drawdown

Largest peak-to-trough decline

-20.00%

-79.36%

+59.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-19.35%

+9.74%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.76%

Max Drawdown (10Y)

Largest decline over 10 years

-56.77%

Current Drawdown

Current decline from peak

-3.26%

-13.24%

+9.98%

Average Drawdown

Average peak-to-trough decline

-2.20%

-9.10%

+6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

10.58%

-8.42%

Volatility

QQQI vs. ARCC - Volatility Comparison

NEOS Nasdaq-100 High Income ETF (QQQI) has a higher volatility of 5.07% compared to Ares Capital Corporation (ARCC) at 3.82%. This indicates that QQQI's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQIARCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

3.82%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

14.73%

-3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.65%

18.45%

-4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

19.97%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

25.59%

-8.34%

Dividends

QQQI vs. ARCC - Dividend Comparison

QQQI's dividend yield for the trailing twelve months is around 13.61%, more than ARCC's 10.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ARCC
Ares Capital Corporation
10.23%9.49%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%
QQQI
NEOS Nasdaq-100 High Income ETF
13.61%13.82%12.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQQI and ARCC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQI has higher volatility (5.07%) compared to ARCC (3.82%). In terms of maximum drawdown, QQQI dropped -20.00% vs ARCC's -79.36%.

QQQI currently has the higher Sharpe Ratio (1.91 vs -0.39), 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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