SDHC vs. QYLD
SDHC (Smith Douglas Homes Corp) is a stock, while QYLD (Global X NASDAQ 100 Covered Call ETF) is Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Over the past year, SDHC returned -28.04% vs 22.55% for QYLD. At a 0.23 correlation, their price movements are largely independent.
Performance
SDHC vs. QYLD - Performance Comparison
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Returns By Period
In the year-to-date period, SDHC achieves a -21.05% return, which is significantly lower than QYLD's 7.89% return.
SDHC
- 1D
- -0.53%
- 1M
- 13.26%
- YTD
- -21.05%
- 6M
- -26.69%
- 1Y
- -28.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QYLD
- 1D
- -1.97%
- 1M
- 1.41%
- YTD
- 7.89%
- 6M
- 7.59%
- 1Y
- 22.55%
- 3Y*
- 13.99%
- 5Y*
- 8.26%
- 10Y*
- 9.99%
SDHC vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SDHC Smith Douglas Homes Corp | -21.05% | -34.59% | 9.11% |
QYLD Global X NASDAQ 100 Covered Call ETF | 7.89% | 9.28% | 18.81% |
Correlation
The correlation between SDHC and QYLD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.23 |
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Return for Risk
SDHC vs. QYLD — Risk / Return Rank
SDHC
QYLD
SDHC vs. QYLD - Risk-Adjusted Trends Comparison
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.
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.
| SDHC | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.81 | ||
| Sortino ratioReturn per unit of downside risk | -3.66 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.52 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 4.56 | -5.10 |
| Martin ratioReturn relative to average drawdown | -1.00 | 25.38 | -26.39 |
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Drawdowns
SDHC vs. QYLD - Drawdown Comparison
The maximum SDHC drawdown since its inception was -71.98%, 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.
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Drawdown Indicators
| SDHC | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.98% | -24.75% | -47.23% |
Max Drawdown (1Y)Largest decline over 1 year | -52.01% | -4.97% | -47.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.06% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.75% | — |
Current DrawdownCurrent decline from peak | -65.78% | -2.10% | -63.68% |
Average DrawdownAverage peak-to-trough decline | -36.15% | -3.82% | -32.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.96% | 0.89% | +27.07% |
Volatility
SDHC vs. QYLD - Volatility Comparison
Smith Douglas Homes Corp (SDHC) has a higher volatility of 15.67% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.78%. 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.
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Volatility by Period
| SDHC | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.67% | 4.78% | +10.89% |
Volatility (6M)Calculated over the trailing 6-month period | 43.85% | 8.50% | +35.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.46% | 9.70% | +49.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.50% | 14.84% | +39.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.50% | 15.56% | +38.94% |
Dividends
SDHC vs. QYLD - Dividend Comparison
SDHC has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 11.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QYLD Global X NASDAQ 100 Covered Call ETF | 11.68% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
SDHC Smith Douglas Homes Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDHC and QYLD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDHC has higher volatility (15.67%) compared to QYLD (4.78%). In terms of maximum drawdown, SDHC dropped -71.98% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (2.34 vs -0.47), 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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