RITM vs. QQQI
RITM (Rithm Capital Corp.) is a stock, while QQQI (NEOS Nasdaq-100 High Income ETF) is Nasdaq-100 fund actively managed by Neos. Over the past year, RITM returned -11.88% vs 30.41% for QQQI. At a 0.39 correlation, their price movements are largely independent.
Performance
RITM vs. QQQI - Performance Comparison
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Returns By Period
In the year-to-date period, RITM achieves a -15.04% return, which is significantly lower than QQQI's 13.43% return.
RITM
- 1D
- -2.49%
- 1M
- -6.43%
- YTD
- -15.04%
- 6M
- -17.04%
- 1Y
- -11.88%
- 3Y*
- 11.65%
- 5Y*
- 6.47%
- 10Y*
- 6.32%
QQQI
- 1D
- -0.17%
- 1M
- 6.91%
- YTD
- 13.43%
- 6M
- 12.92%
- 1Y
- 30.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RITM vs. QQQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RITM Rithm Capital Corp. | -15.04% | 10.06% | 8.53% |
QQQI NEOS Nasdaq-100 High Income ETF | 13.43% | 18.62% | 19.83% |
Correlation
The correlation between RITM and QQQI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2024 | 0.39 |
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Return for Risk
RITM vs. QQQI — Risk / Return Rank
RITM
QQQI
RITM vs. QQQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rithm Capital Corp. (RITM) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.
| RITM | QQQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.89 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.43 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 3.18 | -3.62 |
| Martin ratioReturn relative to average drawdown | -0.99 | 14.27 | -15.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RITM | QQQI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | 2.35 | -2.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 1.34 | -1.12 |
Drawdowns
RITM vs. QQQI - Drawdown Comparison
The maximum RITM drawdown since its inception was -81.11%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for RITM and QQQI.
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Drawdown Indicators
| RITM | QQQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.11% | -20.00% | -61.11% |
Max Drawdown (1Y)Largest decline over 1 year | -27.31% | -9.61% | -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 DrawdownCurrent decline from peak | -23.24% | -0.17% | -23.07% |
Average DrawdownAverage peak-to-trough decline | -15.95% | -2.20% | -13.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.04% | 2.14% | +9.90% |
Volatility
RITM vs. QQQI - Volatility Comparison
Rithm Capital Corp. (RITM) has a higher volatility of 7.39% compared to NEOS Nasdaq-100 High Income ETF (QQQI) at 2.68%. This indicates that RITM's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RITM | QQQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 2.68% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 18.84% | 9.85% | +8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.21% | 12.98% | +9.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.47% | 17.07% | +10.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.17% | 17.07% | +23.10% |
Dividends
RITM vs. QQQI - Dividend Comparison
RITM's dividend yield for the trailing twelve months is around 11.09%, less than QQQI's 13.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQI NEOS Nasdaq-100 High Income ETF | 13.19% | 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. | 11.09% | 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
RITM and QQQI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RITM has higher volatility (7.39%) compared to QQQI (2.68%). In terms of maximum drawdown, RITM dropped -81.11% vs QQQI's -20.00%.
QQQI currently has the higher Sharpe Ratio (2.35 vs -0.54), 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.
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