QYLG vs. ORC

In the year-to-date period, QYLG achieves a -7.93% return, which is significantly lower than ORC's -6.85% return.

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This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and Orchid Island Capital, Inc. (ORC). 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 current QYLG Sharpe Ratio is 0.45, which is higher than the ORC Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of QYLG and ORC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QYLG's dividend yield for the trailing twelve months is around 28.48%, more than ORC's 20.78% yield.

The maximum QYLG drawdown since its inception was -29.98%, smaller than the maximum ORC drawdown of -75.77%. Use the drawdown chart below to compare losses from any high point for QYLG and ORC. For additional features, visit the drawdowns tool.

Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and Orchid Island Capital, Inc. (ORC) have volatilities of 14.89% and 15.48%, 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.