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Yieldmax PYPL Option Income Strategy ETF (PYPY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

YieldMax

Inception Date

Sep 25, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PYPY vs. PYPL PYPY vs. FLMB PYPY vs. FKTIX PYPY vs. CONY PYPY vs. MSTY PYPY vs. IQQQ PYPY vs. NVDY PYPY vs. VOO PYPY vs. TSLY PYPY vs. AVES
Popular comparisons:
PYPY vs. PYPL PYPY vs. FLMB PYPY vs. FKTIX PYPY vs. CONY PYPY vs. MSTY PYPY vs. IQQQ PYPY vs. NVDY PYPY vs. VOO PYPY vs. TSLY PYPY vs. AVES

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Yieldmax PYPL Option Income Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
31.02%
12.32%
PYPY (Yieldmax PYPL Option Income Strategy ETF)
Benchmark (^GSPC)

Returns By Period

Yieldmax PYPL Option Income Strategy ETF had a return of 40.89% year-to-date (YTD) and 52.22% in the last 12 months.


PYPY

YTD

40.89%

1M

3.87%

6M

31.19%

1Y

52.22%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of PYPY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.30%1.17%9.38%6.15%-5.01%-9.75%13.27%10.24%7.74%1.39%40.89%
2023-0.41%-9.48%12.06%5.02%6.09%

Expense Ratio

PYPY has a high expense ratio of 1.01%, indicating higher-than-average management fees.


Expense ratio chart for PYPY: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PYPY is 67, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PYPY is 6767
Combined Rank
The Sharpe Ratio Rank of PYPY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPY is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PYPY is 6666
Omega Ratio Rank
The Calmar Ratio Rank of PYPY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of PYPY is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Yieldmax PYPL Option Income Strategy ETF (PYPY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PYPY, currently valued at 1.97, compared to the broader market0.002.004.001.972.46
The chart of Sortino ratio for PYPY, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.0012.002.503.31
The chart of Omega ratio for PYPY, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.46
The chart of Calmar ratio for PYPY, currently valued at 3.45, compared to the broader market0.005.0010.0015.003.453.55
The chart of Martin ratio for PYPY, currently valued at 9.73, compared to the broader market0.0020.0040.0060.0080.00100.009.7315.76
PYPY
^GSPC

The current Yieldmax PYPL Option Income Strategy ETF Sharpe ratio is 1.97. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Yieldmax PYPL Option Income Strategy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
1.97
2.46
PYPY (Yieldmax PYPL Option Income Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Yieldmax PYPL Option Income Strategy ETF provided a 47.68% dividend yield over the last twelve months, with an annual payout of $8.64 per share.


5.70%$0.00$0.20$0.40$0.60$0.80$1.00$1.202023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$8.64$1.14

Dividend yield

47.68%5.70%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.57$0.66$0.72$0.47$0.94$0.67$0.43$0.35$1.62$1.10$0.59$8.12
2023$0.62$0.52$1.14

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.96%
-1.40%
PYPY (Yieldmax PYPL Option Income Strategy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Yieldmax PYPL 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 PYPL Option Income Strategy ETF was 14.70%, occurring on Jul 1, 2024. Recovery took 31 trading sessions.

The current Yieldmax PYPL Option Income Strategy ETF drawdown is 1.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.7%May 1, 202442Jul 1, 202431Aug 14, 202473
-12.38%Oct 5, 202317Oct 27, 202321Nov 28, 202338
-11.69%Dec 29, 202328Feb 8, 202426Mar 18, 202454
-5.72%Oct 29, 20244Nov 1, 20246Nov 11, 202410
-4.82%Apr 10, 20248Apr 19, 20245Apr 26, 202413

Volatility

Volatility Chart

The current Yieldmax PYPL Option Income Strategy ETF volatility is 6.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.78%
4.07%
PYPY (Yieldmax PYPL Option Income Strategy ETF)
Benchmark (^GSPC)