VITL vs. QDTE

Last updated Jun 4, 2026

VITL (Vital Farms, Inc.) is a stock, while QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill. Over the past year, VITL returned -68.47% vs 40.36% for QDTE. At a 0.16 correlation, their price movements are largely independent.

Performance

VITL vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vital Farms, Inc. (VITL) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VITL achieves a -69.10% return, which is significantly lower than QDTE's 16.58% return.

VITL

• 1D: 0.71%
• 1M: -24.08%
• YTD: -69.10%
• 6M: -67.66%
• 1Y: -68.47%
• 3Y*: -12.45%
• 5Y*: -14.55%
• 10Y*: —

QDTE

• 1D: -0.16%
• 1M: 8.99%
• YTD: 16.58%
• 6M: 16.20%
• 1Y: 40.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VITL vs. QDTE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
VITL Vital Farms, Inc.	-69.10%	-15.26%	89.40%
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF	16.58%	19.32%	16.07%

Correlation

The correlation between VITL and QDTE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Mar 8, 2024	0.16

The correlation between VITL and QDTE shifts across timeframes, from -0.02 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VITL vs. QDTE — Risk / Return Rank

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

VITL

VITL Risk / Return Rank: 5
VITL Sharpe Ratio Rank: 3
VITL Sortino Ratio Rank: 2
VITL Omega Ratio Rank: 3
VITL Calmar Ratio Rank: 10
VITL Martin Ratio Rank: 6

QDTE

QDTE Risk / Return Rank: 78
QDTE Sharpe Ratio Rank: 82
QDTE Sortino Ratio Rank: 76
QDTE Omega Ratio Rank: 78
QDTE Calmar Ratio Rank: 77
QDTE Martin Ratio Rank: 80

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.

VITL vs. QDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vital Farms, Inc. (VITL) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). 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.

	VITL	QDTE	Difference
Sharpe ratio: Return per unit of total volatility	-1.12	2.74	-3.86
Sortino ratio: Return per unit of downside risk	-2.13	3.49	-5.62
Omega ratio: Gain probability vs. loss probability	0.75	1.47	-0.72
Calmar ratio: Return relative to maximum drawdown	-0.81	3.98	-4.79
Martin ratio: Return relative to average drawdown	-1.48	16.08	-17.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VITL vs. QDTE - Sharpe Ratio Comparison

The current VITL Sharpe Ratio is -1.12, which is lower than the QDTE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of VITL and QDTE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VITL	QDTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.12	2.74	-3.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.37	1.30	-1.67

Drawdowns

VITL vs. QDTE - Drawdown Comparison

The maximum VITL drawdown since its inception was -84.20%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for VITL and QDTE.

Drawdown Indicators

	VITL	QDTE	Difference
Max Drawdown Largest peak-to-trough decline	-84.20%	-22.86%	-61.34%
Max Drawdown (1Y) Largest decline over 1 year	-84.20%	-10.20%	-74.00%
Max Drawdown (3Y) Largest decline over 3 years	-84.20%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-84.20%	—	—
Current Drawdown Current decline from peak	-81.17%	-0.16%	-81.01%
Average Drawdown Average peak-to-trough decline	-47.21%	-3.14%	-44.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.28%	2.52%	+43.76%

Volatility

VITL vs. QDTE - Volatility Comparison

Vital Farms, Inc. (VITL) has a higher volatility of 30.14% compared to Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) at 3.75%. This indicates that VITL's price experiences larger fluctuations and is considered to be riskier than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VITL	QDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.14%	3.75%	+26.39%
Volatility (6M) Calculated over the trailing 6-month period	48.39%	11.01%	+37.38%
Volatility (1Y) Calculated over the trailing 1-year period	61.36%	14.81%	+46.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.20%	18.43%	+35.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.78%	18.43%	+35.35%

Dividends

VITL vs. QDTE - Dividend Comparison

VITL has not paid dividends to shareholders, while QDTE's dividend yield for the trailing twelve months is around 42.16%.

Position	TTM	2025	2024
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF	42.16%	49.49%	32.09%
VITL Vital Farms, Inc.	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VITL and QDTE in my portfolio?

VITL and QDTE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VITL or QDTE?

VITL has higher volatility (30.14%) compared to QDTE (3.75%). In terms of maximum drawdown, VITL dropped -84.20% vs QDTE's -22.86%.

Which has better risk-adjusted returns?

QDTE currently has the higher Sharpe Ratio (2.74 vs -1.12), 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.