MLPI vs QQQI: returns, Sharpe ratio and drawdown
Performance
MLPI+23.71%QQQI+7.49%
Summary
MLPI vs QQQI
MLPI's return was +23.71% since Dec 18, 2025, and QQQI's +7.49% over the past year. MLPI's Sharpe ratio was 1.54 since Dec 18, 2025, and QQQI's 0.25 over the past year. MLPI's worst peak-to-trough drop was -8.61% since Dec 18, 2025, and QQQI's -9.61% over the past year. MLPI's dividend yield was 13.45% since Dec 18, 2025, and QQQI's 14.77% over the past year.
Current Drawdown
MLPI-0.74%QQQI-7.74%
Rolling Volatility
MLPI+1.15%QQQI+1.26%
METRICS
Correlation Matrix
Metrics
Risk Indicators
MLPI*QQQI
Alpha
MLPI
22.91%
QQQI
-5.76%
Beta
MLPI
-0.17x
QQQI
1.25x
Sharpe
MLPI
1.54
QQQI
0.25
Sortino
MLPI
2.38
QQQI
0.34
Omega
MLPI
1.28
QQQI
1.04
Calmar
MLPI
2.75
QQQI
0.78
Martin
MLPI
7.10
QQQI
1.42
Comparisons