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^GSPTXDV vs. QYLD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^GSPTXDV and QYLD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

^GSPTXDV vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P/TSX Dividend Aristocrats (^GSPTXDV) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.03%
10.81%
^GSPTXDV
QYLD

Key characteristics

Sharpe Ratio

^GSPTXDV:

1.79

QYLD:

1.97

Sortino Ratio

^GSPTXDV:

2.50

QYLD:

2.69

Omega Ratio

^GSPTXDV:

1.32

QYLD:

1.48

Calmar Ratio

^GSPTXDV:

1.60

QYLD:

2.65

Martin Ratio

^GSPTXDV:

10.20

QYLD:

14.19

Ulcer Index

^GSPTXDV:

1.56%

QYLD:

1.45%

Daily Std Dev

^GSPTXDV:

8.88%

QYLD:

10.40%

Max Drawdown

^GSPTXDV:

-46.09%

QYLD:

-24.75%

Current Drawdown

^GSPTXDV:

-4.96%

QYLD:

0.00%

Returns By Period

In the year-to-date period, ^GSPTXDV achieves a 14.97% return, which is significantly lower than QYLD's 19.32% return. Over the past 10 years, ^GSPTXDV has underperformed QYLD with an annualized return of 2.95%, while QYLD has yielded a comparatively higher 8.52% annualized return.


^GSPTXDV

YTD

14.97%

1M

-3.08%

6M

16.03%

1Y

16.80%

5Y*

4.50%

10Y*

2.95%

QYLD

YTD

19.32%

1M

3.00%

6M

10.81%

1Y

19.98%

5Y*

7.37%

10Y*

8.52%

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Risk-Adjusted Performance

^GSPTXDV vs. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) 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.


Sharpe ratio
The chart of Sharpe ratio for ^GSPTXDV, currently valued at 1.68, compared to the broader market0.001.002.001.682.01
The chart of Sortino ratio for ^GSPTXDV, currently valued at 2.36, compared to the broader market-1.000.001.002.003.002.362.74
The chart of Omega ratio for ^GSPTXDV, currently valued at 1.30, compared to the broader market0.901.001.101.201.301.401.301.50
The chart of Calmar ratio for ^GSPTXDV, currently valued at 1.50, compared to the broader market0.001.002.003.001.502.68
The chart of Martin ratio for ^GSPTXDV, currently valued at 9.56, compared to the broader market0.005.0010.0015.0020.009.5614.05
^GSPTXDV
QYLD

The current ^GSPTXDV Sharpe Ratio is 1.79, which is comparable to the QYLD Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of ^GSPTXDV 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.68
2.01
^GSPTXDV
QYLD

Drawdowns

^GSPTXDV vs. QYLD - Drawdown Comparison

The maximum ^GSPTXDV drawdown since its inception was -46.09%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for ^GSPTXDV and QYLD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.96%
0
^GSPTXDV
QYLD

Volatility

^GSPTXDV vs. QYLD - Volatility Comparison

S&P/TSX Dividend Aristocrats (^GSPTXDV) has a higher volatility of 2.40% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.63%. This indicates that ^GSPTXDV'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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.40%
1.63%
^GSPTXDV
QYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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