PortfoliosLab logoPortfoliosLab logo
QQQI vs. RITM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQI vs. RITM - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, QQQI achieves a 10.58% return, which is significantly higher than RITM's -12.31% return.


QQQI

1D
0.70%
1M
-0.22%
YTD
10.58%
6M
11.20%
1Y
27.00%
3Y*
5Y*
10Y*

RITM

1D
0.76%
1M
1.97%
YTD
-12.31%
6M
-11.98%
1Y
-9.45%
3Y*
10.36%
5Y*
6.69%
10Y*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQI vs. RITM - Yearly Performance Comparison


2026 (YTD)20252024
QQQI
NEOS Nasdaq-100 High Income ETF
10.58%18.62%19.44%
RITM
Rithm Capital Corp.
-12.31%10.06%7.84%

Correlation

The correlation between QQQI and RITM is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

0.39

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

QQQI vs. RITM — Risk / Return Rank

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

QQQI
QQQI Risk / Return Rank: 6565
Overall Rank
QQQI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 5959
Sortino Ratio Rank
QQQI Omega Ratio Rank: 6767
Omega Ratio Rank
QQQI Calmar Ratio Rank: 6262
Calmar Ratio Rank
QQQI Martin Ratio Rank: 7272
Martin Ratio Rank

RITM
RITM Risk / Return Rank: 2424
Overall Rank
RITM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 2121
Sortino Ratio Rank
RITM Omega Ratio Rank: 2121
Omega Ratio Rank
RITM Calmar Ratio Rank: 3030
Calmar Ratio Rank
RITM Martin Ratio Rank: 2626
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. RITM - Risk-Adjusted Trends Comparison

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


QQQIRITMDifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+2.95

Omega ratioGain probability vs. loss probability

1.34

0.93

+0.41

Calmar ratioReturn relative to maximum drawdown

2.70

-0.39

+3.10

Martin ratioReturn relative to average drawdown

11.63

-0.85

+12.48

QQQI vs. RITM - Sharpe Ratio Comparison

The current QQQI Sharpe Ratio is 1.84, which is higher than the RITM Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of QQQI and RITM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QQQI vs. RITM - Drawdown Comparison

The maximum QQQI drawdown since its inception was -20.00%, smaller than the maximum RITM drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for QQQI and RITM.


Loading charts...

Drawdown Indicators


QQQIRITMDifference

Max Drawdown

Largest peak-to-trough decline

-20.00%

-81.11%

+61.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-27.31%

+17.70%

Max Drawdown (3Y)

Largest decline over 3 years

-27.31%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

Max Drawdown (10Y)

Largest decline over 10 years

-81.11%

Current Drawdown

Current decline from peak

-2.69%

-20.77%

+18.08%

Average Drawdown

Average peak-to-trough decline

-2.21%

-15.96%

+13.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

12.58%

-10.35%

Volatility

QQQI vs. RITM - Volatility Comparison

The current volatility for NEOS Nasdaq-100 High Income ETF (QQQI) is 6.10%, while Rithm Capital Corp. (RITM) has a volatility of 7.23%. This indicates that QQQI experiences smaller price fluctuations and is considered to be less risky than RITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QQQIRITMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

7.23%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

19.11%

-7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

22.51%

-8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

27.49%

-10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

40.17%

-22.83%

Dividends

QQQI vs. RITM - Dividend Comparison

QQQI's dividend yield for the trailing twelve months is around 13.53%, more than RITM's 10.74% yield.


PositionTTM20252024202320222021202020192018201720162015
QQQI
NEOS Nasdaq-100 High Income ETF
13.53%13.82%12.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RITM
Rithm Capital Corp.
10.74%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%

Frequently Asked Questions


QQQI and RITM have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RITM has higher volatility (7.23%) compared to QQQI (6.10%). In terms of maximum drawdown, QQQI dropped -20.00% vs RITM's -81.11%.

QQQI currently has the higher Sharpe Ratio (1.84 vs -0.48), 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.

Portfolio Optimizer

Find the right allocation for QQQI and RITM

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