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CUSIP
88634T782
Issuer
YieldMax
Inception Date
Aug 14, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Alternatives
Assets Under Management
$347M

Share Price Chart


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Performance

CONY Performance Chart

YieldMax COIN Option Income Strategy ETF (CONY) is down 24.4% since the beginning of the year. CONY is currently trading at $21 per share.


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S&P 500 Index

Returns By Period

YieldMax COIN Option Income Strategy ETF (CONY) has returned -24.40% so far this year and -47.70% over the past 12 months.


YieldMax COIN Option Income Strategy ETF

1D
1.00%
1M
-8.90%
YTD
-24.40%
6M
-29.90%
1Y
-47.70%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CONY Monthly Returns History

Based on dividend-adjusted daily data since Aug 15, 2023, CONY's average daily return is +0.10%, while the average monthly return is +1.93%. At this rate, an investment would double in approximately 3.0 years.

Historically, 51% of months were positive and 49% were negative. The best month was Nov 2024 with a return of +50.7%, while the worst month was Feb 2025 at -21.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CONY closed higher 50% of trading days. The best single day was Nov 6, 2024 with a return of +21.6%, while the worst single day was Mar 10, 2025 at -16.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-13.47%-9.96%0.40%7.45%0.44%-10.46%-24.40%
202512.41%-21.52%-17.93%11.94%12.64%25.39%3.76%-17.25%7.07%0.72%-20.16%-12.96%-26.34%
2024-21.21%26.01%30.23%-15.59%11.05%-3.81%-2.07%-12.66%-3.87%0.01%50.72%-14.45%23.62%
2023-1.82%-1.55%7.32%30.47%30.17%76.18%

Benchmark Metrics

YieldMax COIN Option Income Strategy ETF has an annualized alpha of -15.10%, beta of 2.15, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since August 15, 2023.

  • This ETF participated in 231.68% of S&P 500 Index downside but only 153.13% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.30 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-15.10%
Beta
2.15
0.30
Upside Capture
153.13%
Downside Capture
231.68%

Expense Ratio

CONY has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CONY ranks 3 for risk / return — in the bottom 3% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CONY Risk / Return Rank: 33
Overall Rank
CONY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CONY Sortino Ratio Rank: 33
Sortino Ratio Rank
CONY Omega Ratio Rank: 33
Omega Ratio Rank
CONY Calmar Ratio Rank: 33
Calmar Ratio Rank
CONY Martin Ratio Rank: 33
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for YieldMax COIN Option Income Strategy ETF (CONY) and compare them to S&P 500 Index.

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.


CONYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.86

Sortino ratioReturn per unit of downside risk

-3.89

Omega ratioGain probability vs. loss probability

0.86

1.37

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.75

2.78

-3.54

Martin ratioReturn relative to average drawdown

-1.20

12.44

-13.64

Dividends

Dividend History

YieldMax COIN Option Income Strategy ETF provided a 198.50% dividend yield over the last twelve months, with an annual payout of $42.12 per share.


0.00%50.00%100.00%150.00%200.00%$0.00$50.00$100.00$150.00$200.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$42.12$75.58$202.98$47.48

Dividend yield

198.50%192.07%155.66%16.43%

Monthly Dividends

The table displays the monthly dividend distributions for YieldMax COIN Option Income Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$1.77$1.16$2.05$2.08$1.69$0.83$9.58
2025$8.34$10.47$5.99$4.38$13.86$5.35$7.95$3.44$4.52$5.74$3.01$2.53$75.58
2024$26.93$10.75$16.62$27.94$22.81$16.98$15.73$10.06$10.43$11.10$20.23$13.39$202.98
2023$12.09$10.78$24.62$47.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the YieldMax COIN Option Income Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the YieldMax COIN Option Income Strategy ETF was 63.57%, occurring on Feb 12, 2026. The portfolio has not yet recovered.

The current YieldMax COIN Option Income Strategy ETF drawdown is 57.17%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-63.57%Feb 2026
1y 2mo
1y 6moDec 2024 - now
2024 bear market2024
-37.72%Sep 2024
4mo 27d2mo 3d
7moApr 2024 - Nov 2024
2024 bear market2024
-29.06%Feb 2024
1mo 8d28d
2mo 6dDec 2023 - Mar 2024
2023 correction2023
-13.55%Sep 2023
11d28d
1mo 9dSep 2023 - Oct 2023
2024 correction2024
-13.49%Nov 2024
2d20d
22dNov 2024 - Dec 2024

Drawdown Indicators


CONYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.57%

-56.78%

-6.79%

Max Drawdown (1Y)

Largest decline over 1 year

-63.39%

-9.10%

-54.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-57.17%

-1.80%

-55.37%

Average Drawdown

Average peak-to-trough decline

-22.78%

-10.71%

-12.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.72%

2.03%

+37.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add YieldMax COIN Option Income Strategy ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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