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WASH vs. QYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WASH vs. QYLD - Performance Comparison

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

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WASH vs. QYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WASH
Washington Trust Bancorp, Inc.
15.42%1.69%2.68%-26.09%-12.49%30.86%-11.78%17.70%-7.75%-2.21%
QYLD
Global X NASDAQ 100 Covered Call ETF
0.02%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%

Returns By Period

In the year-to-date period, WASH achieves a 15.42% return, which is significantly higher than QYLD's 0.02% return. Over the past 10 years, WASH has underperformed QYLD with an annualized return of 3.95%, while QYLD has yielded a comparatively higher 8.89% annualized return.


WASH

1D
1.67%
1M
-0.68%
YTD
15.42%
6M
20.35%
1Y
17.11%
3Y*
6.06%
5Y*
-2.74%
10Y*
3.95%

QYLD

1D
2.69%
1M
-1.52%
YTD
0.02%
6M
7.09%
1Y
16.31%
3Y*
12.97%
5Y*
6.88%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WASH vs. QYLD — Risk / Return Rank

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

WASH
WASH Risk / Return Rank: 6161
Overall Rank
WASH Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WASH Sortino Ratio Rank: 5656
Sortino Ratio Rank
WASH Omega Ratio Rank: 5555
Omega Ratio Rank
WASH Calmar Ratio Rank: 6666
Calmar Ratio Rank
WASH Martin Ratio Rank: 6464
Martin Ratio Rank

QYLD
QYLD Risk / Return Rank: 7272
Overall Rank
QYLD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 6767
Sortino Ratio Rank
QYLD Omega Ratio Rank: 8383
Omega Ratio Rank
QYLD Calmar Ratio Rank: 6565
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8787
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.

WASH vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Trust Bancorp, Inc. (WASH) 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.


WASHQYLDDifference

Sharpe ratio

Return per unit of total volatility

0.54

1.00

-0.45

Sortino ratio

Return per unit of downside risk

1.02

1.61

-0.59

Omega ratio

Gain probability vs. loss probability

1.13

1.31

-0.18

Calmar ratio

Return relative to maximum drawdown

1.15

1.51

-0.36

Martin ratio

Return relative to average drawdown

2.49

9.98

-7.49

WASH vs. QYLD - Sharpe Ratio Comparison

The current WASH Sharpe Ratio is 0.54, which is lower than the QYLD Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of WASH 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.


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Sharpe Ratios by Period


WASHQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.00

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.47

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.58

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.55

-0.31

Correlation

The correlation between WASH and QYLD is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WASH vs. QYLD - Dividend Comparison

WASH's dividend yield for the trailing twelve months is around 6.69%, less than QYLD's 11.92% yield.


TTM20252024202320222021202020192018201720162015
WASH
Washington Trust Bancorp, Inc.
6.69%7.58%5.36%6.92%4.62%3.73%4.58%3.72%3.70%2.89%2.60%3.44%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.92%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Drawdowns

WASH vs. QYLD - Drawdown Comparison

The maximum WASH drawdown since its inception was -60.33%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for WASH and QYLD.


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Drawdown Indicators


WASHQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-60.33%

-24.75%

-35.58%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

-10.84%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-60.33%

-24.61%

-35.72%

Max Drawdown (10Y)

Largest decline over 10 years

-60.33%

-24.75%

-35.58%

Current Drawdown

Current decline from peak

-27.38%

-2.41%

-24.97%

Average Drawdown

Average peak-to-trough decline

-17.38%

-3.89%

-13.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.95%

1.64%

+5.31%

Volatility

WASH vs. QYLD - Volatility Comparison

Washington Trust Bancorp, Inc. (WASH) has a higher volatility of 5.21% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.90%. This indicates that WASH's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WASHQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

4.90%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

22.85%

7.48%

+15.37%

Volatility (1Y)

Calculated over the trailing 1-year period

31.54%

16.42%

+15.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.26%

14.84%

+18.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.40%

15.51%

+17.89%