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 -23.67% vs 20.66% for QYLD. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
SDHC vs. QYLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SDHC achieves a -11.57% return, which is significantly lower than QYLD's 7.67% return.
SDHC
- 1D
- -0.80%
- 1M
- -6.79%
- 6M
- -17.79%
- YTD
- -11.57%
- 1Y
- -23.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -16.51%
QYLD
- 1D
- 0.65%
- 1M
- -0.98%
- 6M
- 5.88%
- YTD
- 7.67%
- 1Y
- 20.66%
- 3Y*
- 12.32%
- 5Y*
- 7.83%
- 10Y*
- 9.59%
- ALL TIME*
- 8.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $83.30M | $78.68M | $98.28M | |
| $595.41K | $799.28K | $1.05M |
SDHC vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SDHC Smith Douglas Homes Corp | -11.57% | -34.59% | 9.11% |
QYLD Global X NASDAQ 100 Covered Call ETF | 7.67% | 9.28% | 18.81% |
Correlation
The correlation between SDHC and QYLD is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.21 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.35 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 3.38 | -3.80 |
| Martin ratioReturn relative to average drawdown | -0.77 | 15.70 | -16.47 |
Loading charts...
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.
Loading charts...
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 | -51.08% | -5.78% | -45.30% |
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 | -61.67% | -2.96% | -58.71% |
Average DrawdownAverage peak-to-trough decline | -37.19% | -3.81% | -33.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.86% | 1.24% | +26.62% |
Volatility
SDHC vs. QYLD - Volatility Comparison
Smith Douglas Homes Corp (SDHC) has a higher volatility of 12.63% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 5.19%. 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.
Loading charts...
Volatility by Period
| SDHC | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.63% | 5.19% | +7.44% |
Volatility (6M)Calculated over the trailing 6-month period | 41.39% | 10.04% | +31.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.30% | 11.26% | +47.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.25% | 15.04% | +39.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.25% | 15.63% | +38.62% |
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 11.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QYLD Global X NASDAQ 100 Covered Call ETF | 11.89% | 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 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDHC has higher volatility (12.63%) compared to QYLD (5.19%). In terms of maximum drawdown, SDHC dropped -71.98% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (1.73 vs -0.37), 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.
Find the right allocation for SDHC and QYLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer