UL vs. QQQY
UL (Unilever PLC) is a stock, while QQQY (Defiance Nasdaq 100 Enhanced Options Income ETF) is Nasdaq-100 fund actively managed by Defiance. Over the past year, UL returned -4.46% vs 24.09% for QQQY. At a correlation of -0.02, they often move in opposite directions.
Performance
UL vs. QQQY - Performance Comparison
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Returns By Period
In the year-to-date period, UL achieves a -2.45% return, which is significantly lower than QQQY's 14.37% return.
UL
- 1D
- 2.05%
- 1M
- 6.25%
- 6M
- -0.65%
- YTD
- -2.45%
- 1Y
- -4.46%
- 3Y*
- 5.58%
- 5Y*
- 2.00%
- 10Y*
- 5.06%
QQQY
- 1D
- -1.64%
- 1M
- -2.35%
- 6M
- 12.95%
- YTD
- 14.37%
- 1Y
- 24.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UL vs. QQQY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UL Unilever PLC | -2.45% | 5.96% | 20.90% | -2.99% |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 14.37% | 14.96% | 7.70% | 7.19% |
Correlation
The correlation between UL and QQQY is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | -0.02 |
The correlation between UL and QQQY shifts across timeframes, from -0.15 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UL vs. QQQY — Risk / Return Rank
UL
QQQY
UL vs. QQQY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unilever PLC (UL) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UL | QQQY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.17 | -2.35 |
| Martin ratioReturn relative to average drawdown | -0.34 | 8.48 | -8.82 |
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Drawdowns
UL vs. QQQY - Drawdown Comparison
The maximum UL drawdown since its inception was -53.55%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for UL and QQQY.
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Drawdown Indicators
| UL | QQQY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.55% | -19.05% | -34.50% |
Max Drawdown (1Y)Largest decline over 1 year | -25.09% | -11.14% | -13.95% |
Max Drawdown (3Y)Largest decline over 3 years | -25.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.13% | — | — |
Current DrawdownCurrent decline from peak | -14.47% | -4.30% | -10.17% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -2.91% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.13% | 2.85% | +10.28% |
Volatility
UL vs. QQQY - Volatility Comparison
Unilever PLC (UL) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) have volatilities of 6.86% and 7.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UL | QQQY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 7.19% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 17.37% | 14.62% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.18% | 16.67% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 15.58% | +5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 15.58% | +5.94% |
Dividends
UL vs. QQQY - Dividend Comparison
UL's dividend yield for the trailing twelve months is around 3.64%, less than QQQY's 37.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 37.71% | 45.34% | 83.34% | 20.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UL Unilever PLC | 3.64% | 3.51% | 3.29% | 3.83% | 3.57% | 3.77% | 3.07% | 3.18% | 3.49% | 2.80% | 3.42% | 3.02% |
Frequently Asked Questions
UL and QQQY have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQY has higher volatility (7.19%) compared to UL (6.86%). In terms of maximum drawdown, UL dropped -53.55% vs QQQY's -19.05%.
QQQY currently has the higher Sharpe Ratio (1.45 vs -0.20), 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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