SLRC vs. QYLD

In the year-to-date period, SLRC achieves a 0.20% return, which is significantly higher than QYLD's -6.31% return. Both investments have delivered pretty close results over the past 10 years, with SLRC having a 7.80% annualized return and QYLD not far behind at 7.67%.

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This table presents a comparison of risk-adjusted performance metrics for SLR Investment Corp. (SLRC) 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 SLRC Sharpe Ratio is 0.49, which is higher than the QYLD Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SLRC 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.

SLRC's dividend yield for the trailing twelve months is around 10.38%, less than QYLD's 13.73% yield.

The maximum SLRC drawdown since its inception was -63.06%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for SLRC and QYLD. For additional features, visit the drawdowns tool.