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RYSE vs. QQQY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYSE and QQQY is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

RYSE vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.84%
19.05%
RYSE
QQQY

Key characteristics

Sharpe Ratio

RYSE:

0.76

QQQY:

1.03

Sortino Ratio

RYSE:

1.19

QQQY:

1.25

Omega Ratio

RYSE:

1.14

QQQY:

1.19

Calmar Ratio

RYSE:

0.56

QQQY:

1.26

Martin Ratio

RYSE:

1.42

QQQY:

4.43

Ulcer Index

RYSE:

7.71%

QQQY:

2.87%

Daily Std Dev

RYSE:

14.52%

QQQY:

12.29%

Max Drawdown

RYSE:

-19.70%

QQQY:

-10.07%

Current Drawdown

RYSE:

-7.98%

QQQY:

-3.37%

Returns By Period

The year-to-date returns for both stocks are quite close, with RYSE having a 11.55% return and QQQY slightly lower at 11.04%.


RYSE

YTD

11.55%

1M

2.36%

6M

1.25%

1Y

10.95%

5Y*

N/A

10Y*

N/A

QQQY

YTD

11.04%

1M

-0.08%

6M

1.26%

1Y

12.09%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RYSE vs. QQQY - Expense Ratio Comparison

RYSE has a 0.85% expense ratio, which is lower than QQQY's 0.99% expense ratio.


QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
Expense ratio chart for QQQY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for RYSE: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

RYSE vs. QQQY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.


Sharpe ratio
The chart of Sharpe ratio for RYSE, currently valued at 0.76, compared to the broader market0.002.004.000.761.03
The chart of Sortino ratio for RYSE, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.0010.001.191.25
The chart of Omega ratio for RYSE, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.19
The chart of Calmar ratio for RYSE, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.561.26
The chart of Martin ratio for RYSE, currently valued at 1.42, compared to the broader market0.0020.0040.0060.0080.00100.001.424.43
RYSE
QQQY

The current RYSE Sharpe Ratio is 0.76, which is comparable to the QQQY Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of RYSE and QQQY, 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 Ratio-1.00-0.500.000.501.001.502.002.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.76
1.03
RYSE
QQQY

Dividends

RYSE vs. QQQY - Dividend Comparison

RYSE's dividend yield for the trailing twelve months is around 22.58%, less than QQQY's 85.25% yield.


TTM2023
RYSE
Cboe Vest 10 Year Interest Rate Hedge ETF
22.58%24.91%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
85.25%20.64%

Drawdowns

RYSE vs. QQQY - Drawdown Comparison

The maximum RYSE drawdown since its inception was -19.70%, which is greater than QQQY's maximum drawdown of -10.07%. Use the drawdown chart below to compare losses from any high point for RYSE and QQQY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.98%
-3.37%
RYSE
QQQY

Volatility

RYSE vs. QQQY - Volatility Comparison

The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 3.55%, while Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) has a volatility of 4.07%. This indicates that RYSE experiences smaller price fluctuations and is considered to be less risky than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
4.07%
RYSE
QQQY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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