SEAT vs. QYLD

Last updated Jun 4, 2026

SEAT (Vivid Seats Inc.) 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 5 years, SEAT returned -46.38%/yr vs 8.43%/yr for QYLD. At a 0.28 correlation, their price movements are largely independent.

Performance

SEAT vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vivid Seats Inc. (SEAT) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEAT achieves a 20.94% return, which is significantly higher than QYLD's 7.88% return.

SEAT

• 1D: -7.33%
• 1M: 35.61%
• YTD: 20.94%
• 6M: 15.50%
• 1Y: -71.32%
• 3Y*: -61.11%
• 5Y*: -46.38%
• 10Y*: —

QYLD

• 1D: -0.06%
• 1M: 1.62%
• YTD: 7.88%
• 6M: 9.97%
• 1Y: 23.93%
• 3Y*: 13.80%
• 5Y*: 8.43%
• 10Y*: 9.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SEAT vs. QYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SEAT Vivid Seats Inc.	20.94%	-92.21%	-26.74%	-13.42%	-32.90%	10.43%	0.20%
QYLD Global X NASDAQ 100 Covered Call ETF	7.88%	9.28%	19.35%	22.77%	-19.08%	10.41%	7.98%

Correlation

The correlation between SEAT and QYLD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020	0.28

The correlation between SEAT and QYLD shifts across timeframes, from 0.16 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SEAT vs. QYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEAT

SEAT Risk / Return Rank: 12
SEAT Sharpe Ratio Rank: 10
SEAT Sortino Ratio Rank: 10
SEAT Omega Ratio Rank: 11
SEAT Calmar Ratio Rank: 9
SEAT Martin Ratio Rank: 20

QYLD

QYLD Risk / Return Rank: 88
QYLD Sharpe Ratio Rank: 84
QYLD Sortino Ratio Rank: 85
QYLD Omega Ratio Rank: 92
QYLD Calmar Ratio Rank: 86
QYLD Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEAT vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vivid Seats Inc. (SEAT) 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.

	SEAT	QYLD	Difference
Sharpe ratio: Return per unit of total volatility	-0.74	2.80	-3.54
Sortino ratio: Return per unit of downside risk	-1.06	3.92	-4.98
Omega ratio: Gain probability vs. loss probability	0.87	1.63	-0.76
Calmar ratio: Return relative to maximum drawdown	-0.83	4.84	-5.66
Martin ratio: Return relative to average drawdown	-1.03	28.36	-29.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEAT vs. QYLD - Sharpe Ratio Comparison

The current SEAT Sharpe Ratio is -0.74, which is lower than the QYLD Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of SEAT and QYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SEAT	QYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.74	2.80	-3.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.68	0.58	-1.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.66	0.59	-1.25

Drawdowns

SEAT vs. QYLD - Drawdown Comparison

The maximum SEAT drawdown since its inception was -98.06%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for SEAT and QYLD.

Drawdown Indicators

	SEAT	QYLD	Difference
Max Drawdown Largest peak-to-trough decline	-98.06%	-24.75%	-73.31%
Max Drawdown (1Y) Largest decline over 1 year	-86.55%	-4.97%	-81.58%
Max Drawdown (3Y) Largest decline over 3 years	-96.89%	-19.06%	-77.83%
Max Drawdown (5Y) Largest decline over 5 years	-98.06%	-24.61%	-73.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-24.75%	—
Current Drawdown Current decline from peak	-96.81%	-0.06%	-96.75%
Average Drawdown Average peak-to-trough decline	-49.62%	-3.84%	-45.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	69.32%	0.85%	+68.47%

Volatility

SEAT vs. QYLD - Volatility Comparison

Vivid Seats Inc. (SEAT) has a higher volatility of 30.15% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.85%. This indicates that SEAT'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.

Volatility by Period

	SEAT	QYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.15%	1.85%	+28.30%
Volatility (6M) Calculated over the trailing 6-month period	66.20%	7.12%	+59.08%
Volatility (1Y) Calculated over the trailing 1-year period	97.01%	8.58%	+88.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.53%	14.70%	+53.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.70%	15.49%	+49.21%

Dividends

SEAT vs. QYLD - Dividend Comparison

SEAT has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 11.46%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QYLD Global X NASDAQ 100 Covered Call ETF	11.46%	11.55%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%
SEAT Vivid Seats Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	2.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SEAT and QYLD in my portfolio?

SEAT and QYLD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEAT or QYLD?

SEAT has higher volatility (30.15%) compared to QYLD (1.85%). In terms of maximum drawdown, SEAT dropped -98.06% vs QYLD's -24.75%.

Which has better risk-adjusted returns?

QYLD currently has the higher Sharpe Ratio (2.80 vs -0.74), 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.