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QQQX vs. UMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQX vs. UMH - Performance Comparison

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

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QQQX vs. UMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-0.51%14.87%25.61%21.68%-27.39%25.32%15.75%28.83%-11.68%39.19%
UMH
UMH Properties, Inc.
-6.80%-11.02%29.59%0.21%-38.67%91.34%-0.73%40.13%-16.21%3.70%

Fundamentals

Market Cap

QQQX:

$1.39B

UMH:

$1.25B

EPS

QQQX:

$7.57

UMH:

$0.06

PE Ratio

QQQX:

3.75

UMH:

229.80

PEG Ratio

QQQX:

0.43

UMH:

3.18

PS Ratio

QQQX:

8.63

UMH:

6.40

PB Ratio

QQQX:

1.01

UMH:

2.14

Total Revenue (TTM)

QQQX:

$160.60M

UMH:

$194.79M

Gross Profit (TTM)

QQQX:

$152.14M

UMH:

$106.45M

EBITDA (TTM)

QQQX:

$369.75M

UMH:

$92.14M

Returns By Period

In the year-to-date period, QQQX achieves a -0.51% return, which is significantly higher than UMH's -6.80% return. Over the past 10 years, QQQX has outperformed UMH with an annualized return of 11.87%, while UMH has yielded a comparatively lower 9.28% annualized return.


QQQX

1D
4.05%
1M
1.77%
YTD
-0.51%
6M
4.98%
1Y
26.55%
3Y*
13.53%
5Y*
8.16%
10Y*
11.87%

UMH

1D
1.32%
1M
-3.75%
YTD
-6.80%
6M
2.32%
1Y
-17.24%
3Y*
5.04%
5Y*
-1.08%
10Y*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QQQX vs. UMH — Risk / Return Rank

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

QQQX
QQQX Risk / Return Rank: 7878
Overall Rank
QQQX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 7373
Sortino Ratio Rank
QQQX Omega Ratio Rank: 7575
Omega Ratio Rank
QQQX Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQQX Martin Ratio Rank: 9191
Martin Ratio Rank

UMH
UMH Risk / Return Rank: 1212
Overall Rank
UMH Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UMH Sortino Ratio Rank: 1010
Sortino Ratio Rank
UMH Omega Ratio Rank: 1111
Omega Ratio Rank
UMH Calmar Ratio Rank: 1414
Calmar Ratio Rank
UMH Martin Ratio Rank: 1717
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.

QQQX vs. UMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) and UMH Properties, Inc. (UMH). 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.


QQQXUMHDifference

Sharpe ratio

Return per unit of total volatility

1.26

-0.83

+2.09

Sortino ratio

Return per unit of downside risk

1.87

-1.05

+2.92

Omega ratio

Gain probability vs. loss probability

1.29

0.87

+0.42

Calmar ratio

Return relative to maximum drawdown

2.10

-0.75

+2.85

Martin ratio

Return relative to average drawdown

10.38

-1.23

+11.62

QQQX vs. UMH - Sharpe Ratio Comparison

The current QQQX Sharpe Ratio is 1.26, which is higher than the UMH Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of QQQX and UMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQQXUMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

-0.83

+2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.04

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.31

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.32

+0.13

Correlation

The correlation between QQQX and UMH is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QQQX vs. UMH - Dividend Comparison

QQQX's dividend yield for the trailing twelve months is around 8.27%, more than UMH's 6.16% yield.


TTM20252024202320222021202020192018201720162015
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.27%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%
UMH
UMH Properties, Inc.
6.16%5.59%4.50%5.35%4.97%2.78%4.86%4.58%6.08%4.83%4.78%7.11%

Drawdowns

QQQX vs. UMH - Drawdown Comparison

The maximum QQQX drawdown since its inception was -57.25%, smaller than the maximum UMH drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for QQQX and UMH.


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Drawdown Indicators


QQQXUMHDifference

Max Drawdown

Largest peak-to-trough decline

-57.25%

-62.46%

+5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.93%

-22.89%

+9.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.33%

-46.98%

+17.65%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

-46.98%

+11.02%

Current Drawdown

Current decline from peak

-0.86%

-33.95%

+33.09%

Average Drawdown

Average peak-to-trough decline

-8.09%

-14.46%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

14.03%

-11.42%

Volatility

QQQX vs. UMH - Volatility Comparison

Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) has a higher volatility of 8.15% compared to UMH Properties, Inc. (UMH) at 4.20%. This indicates that QQQX's price experiences larger fluctuations and is considered to be riskier than UMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQXUMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

4.20%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

13.45%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

21.13%

20.83%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

25.28%

-5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.05%

29.88%

-8.83%