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QQQY vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQY vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQY achieves a 15.43% return, which is significantly higher than O's 13.70% return.


QQQY

1D
0.55%
1M
0.32%
YTD
15.43%
6M
15.99%
1Y
29.70%
3Y*
5Y*
10Y*

O

1D
1.31%
1M
2.40%
YTD
13.70%
6M
11.57%
1Y
14.25%
3Y*
6.59%
5Y*
3.49%
10Y*
4.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQY vs. O - Yearly Performance Comparison


2026 (YTD)202520242023
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
15.43%14.96%7.70%7.19%
O
Realty Income Corporation
13.70%12.20%-2.11%6.38%

Correlation

The correlation between QQQY and O is -0.12, 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 (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

-0.01

The correlation between QQQY and O shifts across timeframes, from -0.12 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QQQY vs. O — Risk / Return Rank

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

QQQY
QQQY Risk / Return Rank: 6868
Overall Rank
QQQY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QQQY Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQY Omega Ratio Rank: 7474
Omega Ratio Rank
QQQY Calmar Ratio Rank: 6161
Calmar Ratio Rank
QQQY Martin Ratio Rank: 6969
Martin Ratio Rank

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
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.

QQQY vs. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) and Realty Income Corporation (O). 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.


QQQYODifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.38

1.15

+0.22

Calmar ratioReturn relative to maximum drawdown

2.68

1.29

+1.39

Martin ratioReturn relative to average drawdown

10.96

3.12

+7.84

QQQY vs. O - Sharpe Ratio Comparison

The current QQQY Sharpe Ratio is 2.00, which is higher than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of QQQY and O, 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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Drawdowns

QQQY vs. O - Drawdown Comparison

The maximum QQQY drawdown since its inception was -19.05%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for QQQY and O.


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Drawdown Indicators


QQQYODifference

Max Drawdown

Largest peak-to-trough decline

-19.05%

-48.45%

+29.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-11.10%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-26.49%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-3.41%

-5.94%

+2.53%

Average Drawdown

Average peak-to-trough decline

-2.92%

-9.20%

+6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

4.58%

-1.86%

Volatility

QQQY vs. O - Volatility Comparison

Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) has a higher volatility of 7.00% compared to Realty Income Corporation (O) at 5.29%. This indicates that QQQY's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQYODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

5.29%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

11.98%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

16.21%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

18.92%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

25.64%

-10.52%

Dividends

QQQY vs. O - Dividend Comparison

QQQY's dividend yield for the trailing twelve months is around 35.39%, more than O's 5.16% yield.


PositionTTM20252024202320222021202020192018201720162015
O
Realty Income Corporation
5.16%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
35.39%45.34%83.34%20.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQQY and O have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQY has higher volatility (7.00%) compared to O (5.29%). In terms of maximum drawdown, QQQY dropped -19.05% vs O's -48.45%.

QQQY currently has the higher Sharpe Ratio (2.00 vs 0.88), 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

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