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TIMB vs. QQQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIMB vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIM S.A. (TIMB) and NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with TIMB having a 13.70% return and QQQI slightly lower at 13.43%.


TIMB

1D
-0.45%
1M
-15.10%
YTD
13.70%
6M
6.82%
1Y
37.26%
3Y*
24.24%
5Y*
19.59%
10Y*

QQQI

1D
-0.17%
1M
6.91%
YTD
13.43%
6M
12.92%
1Y
30.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIMB vs. QQQI - Yearly Performance Comparison


2026 (YTD)20252024
TIMB
TIM S.A.
13.70%86.96%-29.38%
QQQI
NEOS Nasdaq-100 High Income ETF
13.43%18.62%19.83%

Correlation

The correlation between TIMB and QQQI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.19

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Return for Risk

TIMB vs. QQQI — Risk / Return Rank

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

TIMB
TIMB Risk / Return Rank: 7171
Overall Rank
TIMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TIMB Sortino Ratio Rank: 6969
Sortino Ratio Rank
TIMB Omega Ratio Rank: 6767
Omega Ratio Rank
TIMB Calmar Ratio Rank: 7171
Calmar Ratio Rank
TIMB Martin Ratio Rank: 7474
Martin Ratio Rank

QQQI
QQQI Risk / Return Rank: 6868
Overall Rank
QQQI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 6666
Sortino Ratio Rank
QQQI Omega Ratio Rank: 7070
Omega Ratio Rank
QQQI Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQQI Martin Ratio Rank: 7474
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.

TIMB vs. QQQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIM S.A. (TIMB) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.


TIMBQQQIDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.21

1.43

-0.22

Calmar ratioReturn relative to maximum drawdown

1.71

3.18

-1.47

Martin ratioReturn relative to average drawdown

4.76

14.27

-9.52

TIMB vs. QQQI - Sharpe Ratio Comparison

The current TIMB Sharpe Ratio is 1.18, which is lower than the QQQI Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of TIMB and QQQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TIMBQQQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

2.35

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.34

-0.73

Drawdowns

TIMB vs. QQQI - Drawdown Comparison

The maximum TIMB drawdown since its inception was -37.08%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for TIMB and QQQI.


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Drawdown Indicators


TIMBQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-37.08%

-20.00%

-17.08%

Max Drawdown (1Y)

Largest decline over 1 year

-21.92%

-9.61%

-12.31%

Max Drawdown (3Y)

Largest decline over 3 years

-37.08%

Max Drawdown (5Y)

Largest decline over 5 years

-37.08%

Current Drawdown

Current decline from peak

-21.39%

-0.17%

-21.22%

Average Drawdown

Average peak-to-trough decline

-12.10%

-2.20%

-9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.85%

2.14%

+5.71%

Volatility

TIMB vs. QQQI - Volatility Comparison

TIM S.A. (TIMB) has a higher volatility of 12.36% compared to NEOS Nasdaq-100 High Income ETF (QQQI) at 2.68%. This indicates that TIMB's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIMBQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.36%

2.68%

+9.68%

Volatility (6M)

Calculated over the trailing 6-month period

25.83%

9.85%

+15.98%

Volatility (1Y)

Calculated over the trailing 1-year period

31.74%

12.98%

+18.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.61%

17.07%

+14.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.14%

17.07%

+15.07%

Dividends

TIMB vs. QQQI - Dividend Comparison

TIMB's dividend yield for the trailing twelve months is around 8.29%, less than QQQI's 13.19% yield.


PositionTTM202520242023202220212020
QQQI
NEOS Nasdaq-100 High Income ETF
13.19%13.82%12.85%0.00%0.00%0.00%0.00%
TIMB
TIM S.A.
8.29%11.67%6.03%4.98%4.05%3.43%3.05%

Frequently Asked Questions


TIMB and QQQI 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.

TIMB has higher volatility (12.36%) compared to QQQI (2.68%). In terms of maximum drawdown, TIMB dropped -37.08% vs QQQI's -20.00%.

QQQI currently has the higher Sharpe Ratio (2.35 vs 1.18), 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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