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QQQX vs. SPG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between QQQX and SPG is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

QQQX vs. SPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Nasdaq 100 Dynamic Overwrite Fund (QQQX) and Simon Property Group, Inc. (SPG). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
432.01%
225.32%
QQQX
SPG

Key characteristics

Sharpe Ratio

QQQX:

0.54

SPG:

0.57

Sortino Ratio

QQQX:

0.88

SPG:

0.92

Omega Ratio

QQQX:

1.13

SPG:

1.13

Calmar Ratio

QQQX:

0.52

SPG:

0.63

Martin Ratio

QQQX:

1.96

SPG:

2.47

Ulcer Index

QQQX:

6.03%

SPG:

6.18%

Daily Std Dev

QQQX:

21.95%

SPG:

26.56%

Max Drawdown

QQQX:

-57.24%

SPG:

-77.00%

Current Drawdown

QQQX:

-13.88%

SPG:

-15.78%

Fundamentals

Returns By Period

In the year-to-date period, QQQX achieves a -11.59% return, which is significantly lower than SPG's -8.17% return. Over the past 10 years, QQQX has outperformed SPG with an annualized return of 9.57%, while SPG has yielded a comparatively lower 3.08% annualized return.


QQQX

YTD

-11.59%

1M

-5.50%

6M

-3.45%

1Y

10.50%

5Y*

9.63%

10Y*

9.57%

SPG

YTD

-8.17%

1M

-5.77%

6M

-7.75%

1Y

14.92%

5Y*

32.23%

10Y*

3.08%

*Annualized

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Risk-Adjusted Performance

QQQX vs. SPG — Risk-Adjusted Performance Rank

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

QQQX
The Risk-Adjusted Performance Rank of QQQX is 7070
Overall Rank
The Sharpe Ratio Rank of QQQX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of QQQX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of QQQX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QQQX is 7373
Martin Ratio Rank

SPG
The Risk-Adjusted Performance Rank of SPG is 7272
Overall Rank
The Sharpe Ratio Rank of SPG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SPG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SPG is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQQX vs. SPG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Nasdaq 100 Dynamic Overwrite Fund (QQQX) and Simon Property Group, Inc. (SPG). 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.


The chart of Sharpe ratio for QQQX, currently valued at 0.54, compared to the broader market-2.00-1.000.001.002.003.00
QQQX: 0.54
SPG: 0.57
The chart of Sortino ratio for QQQX, currently valued at 0.88, compared to the broader market-6.00-4.00-2.000.002.004.00
QQQX: 0.88
SPG: 0.92
The chart of Omega ratio for QQQX, currently valued at 1.13, compared to the broader market0.501.001.502.00
QQQX: 1.13
SPG: 1.13
The chart of Calmar ratio for QQQX, currently valued at 0.52, compared to the broader market0.001.002.003.004.005.00
QQQX: 0.52
SPG: 0.63
The chart of Martin ratio for QQQX, currently valued at 1.96, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
QQQX: 1.96
SPG: 2.47

The current QQQX Sharpe Ratio is 0.54, which is comparable to the SPG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of QQQX and SPG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.54
0.57
QQQX
SPG

Dividends

QQQX vs. SPG - Dividend Comparison

QQQX's dividend yield for the trailing twelve months is around 8.39%, more than SPG's 5.28% yield.


TTM20242023202220212020201920182017201620152014
QQQX
Nuveen Nasdaq 100 Dynamic Overwrite Fund
8.39%6.73%7.26%9.65%5.86%6.00%6.49%8.40%5.95%7.54%7.23%7.07%
SPG
Simon Property Group, Inc.
5.28%4.70%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%

Drawdowns

QQQX vs. SPG - Drawdown Comparison

The maximum QQQX drawdown since its inception was -57.24%, smaller than the maximum SPG drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for QQQX and SPG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.88%
-15.78%
QQQX
SPG

Volatility

QQQX vs. SPG - Volatility Comparison

Nuveen Nasdaq 100 Dynamic Overwrite Fund (QQQX) and Simon Property Group, Inc. (SPG) have volatilities of 16.18% and 16.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.18%
16.72%
QQQX
SPG

Financials

QQQX vs. SPG - Financials Comparison

This section allows you to compare key financial metrics between Nuveen Nasdaq 100 Dynamic Overwrite Fund and Simon Property Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items