SDHC vs. QYLD

In the year-to-date period, SDHC achieves a -26.76% return, which is significantly lower than QYLD's -5.59% return.

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This table presents a comparison of risk-adjusted performance metrics for Smith Douglas Homes Corp (SDHC) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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 SDHC Sharpe Ratio is -0.55, which is lower than the QYLD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SDHC and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SDHC has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 13.78%.

The maximum SDHC drawdown since its inception was -57.04%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for SDHC and QYLD.

Smith Douglas Homes Corp (SDHC) has a higher volatility of 20.45% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.90%. This indicates that SDHC's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.