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UHT vs. QYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UHT and QYLD is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

UHT vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Health Realty Income Trust (UHT) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
63.93%
122.66%
UHT
QYLD

Key characteristics

Sharpe Ratio

UHT:

0.93

QYLD:

0.32

Sortino Ratio

UHT:

1.42

QYLD:

0.60

Omega Ratio

UHT:

1.17

QYLD:

1.10

Calmar Ratio

UHT:

0.32

QYLD:

0.32

Martin Ratio

UHT:

2.08

QYLD:

1.33

Ulcer Index

UHT:

10.27%

QYLD:

4.59%

Daily Std Dev

UHT:

22.93%

QYLD:

19.11%

Max Drawdown

UHT:

-69.20%

QYLD:

-24.75%

Current Drawdown

UHT:

-60.87%

QYLD:

-11.29%

Returns By Period

In the year-to-date period, UHT achieves a 4.82% return, which is significantly higher than QYLD's -7.28% return. Over the past 10 years, UHT has underperformed QYLD with an annualized return of 1.50%, while QYLD has yielded a comparatively higher 7.51% annualized return.


UHT

YTD

4.82%

1M

-3.91%

6M

-1.56%

1Y

20.43%

5Y*

-11.58%

10Y*

1.50%

QYLD

YTD

-7.28%

1M

-2.68%

6M

-4.25%

1Y

6.25%

5Y*

8.71%

10Y*

7.51%

*Annualized

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Risk-Adjusted Performance

UHT vs. QYLD — Risk-Adjusted Performance Rank

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

UHT
The Risk-Adjusted Performance Rank of UHT is 7474
Overall Rank
The Sharpe Ratio Rank of UHT is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of UHT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of UHT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of UHT is 6767
Calmar Ratio Rank
The Martin Ratio Rank of UHT is 7474
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 4646
Overall Rank
The Sharpe Ratio Rank of QYLD is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 5252
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 4747
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UHT vs. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Health Realty Income Trust (UHT) 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 chart of Sharpe ratio for UHT, currently valued at 0.93, compared to the broader market-2.00-1.000.001.002.003.00
UHT: 0.93
QYLD: 0.32
The chart of Sortino ratio for UHT, currently valued at 1.42, compared to the broader market-6.00-4.00-2.000.002.004.00
UHT: 1.42
QYLD: 0.60
The chart of Omega ratio for UHT, currently valued at 1.17, compared to the broader market0.501.001.502.00
UHT: 1.17
QYLD: 1.10
The chart of Calmar ratio for UHT, currently valued at 0.32, compared to the broader market0.001.002.003.004.005.00
UHT: 0.32
QYLD: 0.32
The chart of Martin ratio for UHT, currently valued at 2.08, compared to the broader market-5.000.005.0010.0015.0020.00
UHT: 2.08
QYLD: 1.33

The current UHT Sharpe Ratio is 0.93, which is higher than the QYLD Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of UHT 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.93
0.32
UHT
QYLD

Dividends

UHT vs. QYLD - Dividend Comparison

UHT's dividend yield for the trailing twelve months is around 7.65%, less than QYLD's 13.87% yield.


TTM20242023202220212020201920182017201620152014
UHT
Universal Health Realty Income Trust
7.65%7.85%6.66%5.95%4.71%4.29%2.32%4.37%3.51%3.96%5.12%5.24%
QYLD
Global X NASDAQ 100 Covered Call ETF
13.87%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Drawdowns

UHT vs. QYLD - Drawdown Comparison

The maximum UHT drawdown since its inception was -69.20%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for UHT and QYLD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-60.87%
-11.29%
UHT
QYLD

Volatility

UHT vs. QYLD - Volatility Comparison

The current volatility for Universal Health Realty Income Trust (UHT) is 8.37%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 14.23%. This indicates that UHT experiences smaller price fluctuations and is considered to be less risky than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.37%
14.23%
UHT
QYLD