PortfoliosLab logoPortfoliosLab logo
YieldMax SNOW Option Income Strategy ETF (SNOY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
88636J774
Issuer
YieldMax
Inception Date
Jun 10, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in YieldMax SNOW 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.


Loading graphics...

S&P 500 Index

Returns By Period

YieldMax SNOW Option Income Strategy ETF (SNOY) has returned -28.49% so far this year and -5.01% over the past 12 months.


YieldMax SNOW Option Income Strategy ETF

1D
-1.59%
1M
-8.23%
YTD
-28.49%
6M
-31.42%
1Y
-5.01%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 11, 2024, SNOY's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, your investment would double in approximately 4.6 years.

Historically, 50% of months were positive and 50% were negative. The best month was Nov 2024 with a return of +39.2%, while the worst month was Mar 2025 at -13.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SNOY closed higher 57% of trading days. The best single day was Nov 21, 2024 with a return of +25.3%, while the worst single day was Aug 22, 2024 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-10.83%-12.61%-8.23%-28.49%
202512.15%1.39%-13.49%3.65%23.42%8.13%0.74%3.53%-4.00%13.87%-7.44%-9.00%30.66%
20244.44%-3.00%-7.15%3.63%-0.26%39.22%-10.57%21.03%

Benchmark Metrics

YieldMax SNOW Option Income Strategy ETF has an annualized alpha of 0.64%, beta of 1.27, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since June 12, 2024.

  • This ETF participated in 232.44% of S&P 500 Index downside but only 197.35% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.24 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
0.64%
Beta
1.27
0.24
Upside Capture
197.35%
Downside Capture
232.44%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SNOY ranks 10 for risk / return — in the bottom 10% 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.


SNOY Risk / Return Rank: 1010
Overall Rank
SNOY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SNOY Sortino Ratio Rank: 1111
Sortino Ratio Rank
SNOY Omega Ratio Rank: 1111
Omega Ratio Rank
SNOY Calmar Ratio Rank: 99
Calmar Ratio Rank
SNOY Martin Ratio Rank: 99
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 SNOW Option Income Strategy ETF (SNOY) and compare them to a chosen benchmark (S&P 500 Index).


SNOYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.12

0.90

-1.02

Sortino ratio

Return per unit of downside risk

0.12

1.39

-1.27

Omega ratio

Gain probability vs. loss probability

1.02

1.21

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.18

1.40

-1.58

Martin ratio

Return relative to average drawdown

-0.44

6.61

-7.05

Explore SNOY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

YieldMax SNOW Option Income Strategy ETF provided a 115.92% dividend yield over the last twelve months, with an annual payout of $9.04 per share.


30.00%40.00%50.00%60.00%70.00%80.00%$0.00$2.00$4.00$6.00$8.00$10.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$9.04$10.38$5.93

Dividend yield

115.92%84.96%33.32%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.41$0.32$0.39$1.13
2025$0.74$0.92$0.81$0.69$1.31$1.28$0.47$0.46$1.13$1.28$0.70$0.60$10.38
2024$0.93$0.78$0.86$1.07$1.71$0.57$5.93

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the YieldMax SNOW 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 SNOW Option Income Strategy ETF was 40.63%, occurring on Mar 31, 2026. The portfolio has not yet recovered.

The current YieldMax SNOW Option Income Strategy ETF drawdown is 40.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.63%Nov 4, 2025101Mar 31, 2026
-26.18%Feb 19, 202534Apr 7, 202532May 22, 202566
-17.35%Jul 8, 202421Aug 5, 202471Nov 13, 202492
-14.41%Dec 5, 202418Dec 31, 202429Feb 13, 202547
-12.67%Aug 1, 20257Aug 11, 202513Aug 28, 202520

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...