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XQQI vs. PAPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XQQI vs. PAPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and Parametric Equity Premium Income ETF (PAPI). The values are adjusted to include any dividend payments, if applicable.

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XQQI vs. PAPI - Yearly Performance Comparison


Returns By Period


XQQI

1D
1.50%
1M
-4.91%
YTD
6M
1Y
3Y*
5Y*
10Y*

PAPI

1D
-0.07%
1M
-2.89%
YTD
8.23%
6M
9.24%
1Y
11.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XQQI vs. PAPI - Expense Ratio Comparison

XQQI has a 0.98% expense ratio, which is higher than PAPI's 0.29% expense ratio.


Return for Risk

XQQI vs. PAPI — Risk / Return Rank

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

XQQI

PAPI
PAPI Risk / Return Rank: 4040
Overall Rank
PAPI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PAPI Sortino Ratio Rank: 4242
Sortino Ratio Rank
PAPI Omega Ratio Rank: 3939
Omega Ratio Rank
PAPI Calmar Ratio Rank: 3636
Calmar Ratio Rank
PAPI Martin Ratio Rank: 4242
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.

XQQI vs. PAPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and Parametric Equity Premium Income ETF (PAPI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XQQI vs. PAPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XQQIPAPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.14

1.01

-2.15

Correlation

The correlation between XQQI and PAPI is 0.39, 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

XQQI vs. PAPI - Dividend Comparison

XQQI's dividend yield for the trailing twelve months is around 3.71%, less than PAPI's 7.51% yield.


TTM202520242023
XQQI
NEOS Boosted Nasdaq-100 High Income ETF
3.71%0.00%0.00%0.00%
PAPI
Parametric Equity Premium Income ETF
7.51%7.59%7.07%1.45%

Drawdowns

XQQI vs. PAPI - Drawdown Comparison

The maximum XQQI drawdown since its inception was -12.53%, smaller than the maximum PAPI drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for XQQI and PAPI.


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Drawdown Indicators


XQQIPAPIDifference

Max Drawdown

Largest peak-to-trough decline

-12.53%

-14.27%

+1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

Current Drawdown

Current decline from peak

-6.50%

-2.89%

-3.61%

Average Drawdown

Average peak-to-trough decline

-3.39%

-2.57%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

Volatility

XQQI vs. PAPI - Volatility Comparison


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Volatility by Period


XQQIPAPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

28.08%

14.11%

+13.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.08%

11.95%

+16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.08%

11.95%

+16.13%