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XDTE vs. PNNT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDTE vs. PNNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) and PennantPark Investment Corporation (PNNT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDTE achieves a 6.97% return, which is significantly higher than PNNT's -29.84% return.


XDTE

1D
0.65%
1M
-0.46%
YTD
6.97%
6M
7.43%
1Y
21.75%
3Y*
5Y*
10Y*

PNNT

1D
1.58%
1M
-8.53%
YTD
-29.84%
6M
-27.65%
1Y
-33.82%
3Y*
0.38%
5Y*
0.83%
10Y*
7.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDTE vs. PNNT - Yearly Performance Comparison


2026 (YTD)20252024
XDTE
Roundhill S&P 500 0DTE Covered Call Strategy ETF
6.97%12.60%17.12%
PNNT
PennantPark Investment Corporation
-29.84%-2.96%17.25%

Correlation

The correlation between XDTE and PNNT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2024

0.38

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Return for Risk

XDTE vs. PNNT — Risk / Return Rank

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

XDTE
XDTE Risk / Return Rank: 6868
Overall Rank
XDTE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XDTE Sortino Ratio Rank: 6464
Sortino Ratio Rank
XDTE Omega Ratio Rank: 6868
Omega Ratio Rank
XDTE Calmar Ratio Rank: 6565
Calmar Ratio Rank
XDTE Martin Ratio Rank: 7676
Martin Ratio Rank

PNNT
PNNT Risk / Return Rank: 55
Overall Rank
PNNT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PNNT Sortino Ratio Rank: 44
Sortino Ratio Rank
PNNT Omega Ratio Rank: 55
Omega Ratio Rank
PNNT Calmar Ratio Rank: 1212
Calmar Ratio Rank
PNNT Martin Ratio Rank: 44
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.

XDTE vs. PNNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) and PennantPark Investment Corporation (PNNT). 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.


XDTEPNNTDifference
Sharpe ratioReturn per unit of total volatility

+3.17

Sortino ratioReturn per unit of downside risk

+4.26

Omega ratioGain probability vs. loss probability

1.35

0.78

+0.57

Calmar ratioReturn relative to maximum drawdown

2.84

-0.80

+3.64

Martin ratioReturn relative to average drawdown

12.55

-1.65

+14.19

XDTE vs. PNNT - Sharpe Ratio Comparison

The current XDTE Sharpe Ratio is 1.92, which is higher than the PNNT Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of XDTE and PNNT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDTE vs. PNNT - Drawdown Comparison

The maximum XDTE drawdown since its inception was -19.09%, smaller than the maximum PNNT drawdown of -82.16%. Use the drawdown chart below to compare losses from any high point for XDTE and PNNT.


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Drawdown Indicators


XDTEPNNTDifference

Max Drawdown

Largest peak-to-trough decline

-19.09%

-82.16%

+63.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

-42.61%

+34.93%

Max Drawdown (3Y)

Largest decline over 3 years

-42.61%

Max Drawdown (5Y)

Largest decline over 5 years

-42.61%

Max Drawdown (10Y)

Largest decline over 10 years

-69.14%

Current Drawdown

Current decline from peak

-2.36%

-40.28%

+37.92%

Average Drawdown

Average peak-to-trough decline

-2.32%

-15.29%

+12.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

20.58%

-18.84%

Volatility

XDTE vs. PNNT - Volatility Comparison

The current volatility for Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) is 3.93%, while PennantPark Investment Corporation (PNNT) has a volatility of 9.97%. This indicates that XDTE experiences smaller price fluctuations and is considered to be less risky than PNNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDTEPNNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

9.97%

-6.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

23.95%

-15.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

27.06%

-15.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

23.79%

-9.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

32.76%

-18.84%

Dividends

XDTE vs. PNNT - Dividend Comparison

XDTE's dividend yield for the trailing twelve months is around 33.43%, more than PNNT's 24.94% yield.


PositionTTM20252024202320222021202020192018201720162015
PNNT
PennantPark Investment Corporation
24.94%16.11%12.85%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%
XDTE
Roundhill S&P 500 0DTE Covered Call Strategy ETF
33.43%39.16%20.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDTE and PNNT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PNNT has higher volatility (9.97%) compared to XDTE (3.93%). In terms of maximum drawdown, XDTE dropped -19.09% vs PNNT's -82.16%.

XDTE currently has the higher Sharpe Ratio (1.92 vs -1.25), 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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