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TDAQ vs. EGGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDAQ vs. EGGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TappAlpha Innovation 100 Growth & Daily Income ETF (TDAQ) and NestYield Dynamic Income ETF (EGGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TDAQ achieves a 20.13% return, which is significantly lower than EGGY's 38.58% return.


TDAQ

1D
-0.48%
1M
10.56%
YTD
20.13%
6M
19.09%
1Y
3Y*
5Y*
10Y*

EGGY

1D
-1.34%
1M
12.89%
YTD
38.58%
6M
36.91%
1Y
50.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDAQ vs. EGGY - Yearly Performance Comparison


Correlation

The correlation between TDAQ and EGGY is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 5, 2025

0.70

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Return for Risk

TDAQ vs. EGGY — Risk / Return Rank

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

TDAQ

EGGY
EGGY Risk / Return Rank: 4848
Overall Rank
EGGY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EGGY Sortino Ratio Rank: 4242
Sortino Ratio Rank
EGGY Omega Ratio Rank: 4949
Omega Ratio Rank
EGGY Calmar Ratio Rank: 5555
Calmar Ratio Rank
EGGY Martin Ratio Rank: 4242
Martin Ratio Rank
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.

TDAQ vs. EGGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TappAlpha Innovation 100 Growth & Daily Income ETF (TDAQ) and NestYield Dynamic Income ETF (EGGY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDAQ vs. EGGY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAQEGGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

2.55

1.36

+1.19

Drawdowns

TDAQ vs. EGGY - Drawdown Comparison

The maximum TDAQ drawdown since its inception was -11.31%, smaller than the maximum EGGY drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for TDAQ and EGGY.


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Drawdown Indicators


TDAQEGGYDifference

Max Drawdown

Largest peak-to-trough decline

-11.31%

-18.34%

+7.03%

Max Drawdown (1Y)

Largest decline over 1 year

-18.34%

Current Drawdown

Current decline from peak

-0.48%

-1.34%

+0.86%

Average Drawdown

Average peak-to-trough decline

-2.25%

-5.25%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.26%

Volatility

TDAQ vs. EGGY - Volatility Comparison


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Volatility by Period


TDAQEGGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.26%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

29.07%

-11.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

28.64%

-11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

28.64%

-11.50%

TDAQ vs. EGGY - Expense Ratio Comparison

TDAQ has a 0.68% expense ratio, which is lower than EGGY's 0.95% expense ratio.


Dividends

TDAQ vs. EGGY - Dividend Comparison

TDAQ's dividend yield for the trailing twelve months is around 10.10%, less than EGGY's 25.74% yield.


Frequently Asked Questions


TDAQ and EGGY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDAQ is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDAQ is cheaper with a 0.68% expense ratio, compared with 0.95% for EGGY.

EGGY has the higher dividend yield at 25.74%, compared with 10.10% for TDAQ.

They also come from different issuers: TappAlpha and NestYield. Their fees differ too: 0.68% for TDAQ and 0.95% for EGGY.

Portfolio Optimizer

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