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WEBNF vs. QQCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEBNF vs. QQCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westpac Banking Corp (WEBNF) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO). The values are adjusted to include any dividend payments, if applicable.

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WEBNF vs. QQCC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEBNF
Westpac Banking Corp
6.36%39.75%34.48%5.37%10.13%52.61%-8.36%6.69%-16.10%23.08%
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
-2.68%16.99%22.94%39.09%-14.63%8.72%-1.33%21.98%-22.42%26.96%
Different Trading Currencies

WEBNF is traded in USD, while QQCC.TO is traded in CAD. To make them comparable, the QQCC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WEBNF achieves a 6.36% return, which is significantly higher than QQCC.TO's -2.68% return. Over the past 10 years, WEBNF has outperformed QQCC.TO with an annualized return of 13.89%, while QQCC.TO has yielded a comparatively lower 8.59% annualized return.


WEBNF

1D
-6.79%
1M
-10.39%
YTD
6.36%
6M
9.49%
1Y
48.24%
3Y*
32.09%
5Y*
22.16%
10Y*
13.89%

QQCC.TO

1D
1.17%
1M
-2.99%
YTD
-2.68%
6M
0.27%
1Y
20.90%
3Y*
18.42%
5Y*
10.96%
10Y*
8.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WEBNF vs. QQCC.TO — Risk / Return Rank

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

WEBNF
WEBNF Risk / Return Rank: 7373
Overall Rank
WEBNF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WEBNF Sortino Ratio Rank: 6767
Sortino Ratio Rank
WEBNF Omega Ratio Rank: 6969
Omega Ratio Rank
WEBNF Calmar Ratio Rank: 7777
Calmar Ratio Rank
WEBNF Martin Ratio Rank: 8181
Martin Ratio Rank

QQCC.TO
QQCC.TO Risk / Return Rank: 4848
Overall Rank
QQCC.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
QQCC.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
QQCC.TO Omega Ratio Rank: 5252
Omega Ratio Rank
QQCC.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
QQCC.TO Martin Ratio Rank: 5555
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.

WEBNF vs. QQCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westpac Banking Corp (WEBNF) and Global X NASDAQ-100 Covered Call ETF (QQCC.TO). 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.


WEBNFQQCC.TODifference

Sharpe ratio

Return per unit of total volatility

0.86

1.01

-0.15

Sortino ratio

Return per unit of downside risk

1.52

1.50

+0.02

Omega ratio

Gain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

2.15

1.62

+0.53

Martin ratio

Return relative to average drawdown

6.70

8.14

-1.44

WEBNF vs. QQCC.TO - Sharpe Ratio Comparison

The current WEBNF Sharpe Ratio is 0.86, which is comparable to the QQCC.TO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of WEBNF and QQCC.TO, 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


WEBNFQQCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.01

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.56

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.42

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.00

+0.19

Correlation

The correlation between WEBNF and QQCC.TO is 0.18, 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

WEBNF vs. QQCC.TO - Dividend Comparison

WEBNF's dividend yield for the trailing twelve months is around 2.61%, less than QQCC.TO's 12.05% yield.


TTM20252024202320222021202020192018201720162015
WEBNF
Westpac Banking Corp
2.61%2.78%8.39%8.91%7.82%42.62%3.83%14.51%19.31%16.01%0.00%0.00%
QQCC.TO
Global X NASDAQ-100 Covered Call ETF
12.05%11.27%9.89%11.85%11.04%5.15%5.84%6.31%7.90%6.01%6.73%8.89%

Drawdowns

WEBNF vs. QQCC.TO - Drawdown Comparison

The maximum WEBNF drawdown since its inception was -66.96%, smaller than the maximum QQCC.TO drawdown of -100.13%. Use the drawdown chart below to compare losses from any high point for WEBNF and QQCC.TO.


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Drawdown Indicators


WEBNFQQCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-66.96%

-100.13%

+33.17%

Max Drawdown (1Y)

Largest decline over 1 year

-18.99%

-13.73%

-5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-31.26%

-22.24%

-9.02%

Max Drawdown (10Y)

Largest decline over 10 years

-61.21%

-36.70%

-24.51%

Current Drawdown

Current decline from peak

-12.50%

-100.00%

+87.50%

Average Drawdown

Average peak-to-trough decline

-21.11%

-99.78%

+78.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.09%

3.15%

+2.94%

Volatility

WEBNF vs. QQCC.TO - Volatility Comparison

Westpac Banking Corp (WEBNF) has a higher volatility of 11.28% compared to Global X NASDAQ-100 Covered Call ETF (QQCC.TO) at 6.17%. This indicates that WEBNF's price experiences larger fluctuations and is considered to be riskier than QQCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEBNFQQCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.28%

6.17%

+5.11%

Volatility (6M)

Calculated over the trailing 6-month period

31.69%

10.90%

+20.79%

Volatility (1Y)

Calculated over the trailing 1-year period

56.65%

20.78%

+35.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.67%

19.52%

+23.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.13%

20.35%

+18.78%