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AAPL vs. APLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPL vs. APLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc (AAPL) and YieldMax AAPL Option Income Strategy ETF (APLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPL achieves a 7.29% return, which is significantly higher than APLY's 3.71% return.


AAPL

1D
-1.52%
1M
-2.59%
YTD
7.29%
6M
4.81%
1Y
46.73%
3Y*
17.21%
5Y*
18.59%
10Y*
29.36%

APLY

1D
-1.00%
1M
-2.24%
YTD
3.71%
6M
1.69%
1Y
30.04%
3Y*
9.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL vs. APLY - Yearly Performance Comparison


2026 (YTD)202520242023
AAPL
Apple Inc
7.29%9.05%30.71%17.00%
APLY
YieldMax AAPL Option Income Strategy ETF
3.71%4.69%18.62%11.43%

Correlation

The correlation between AAPL and APLY is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.92

The correlation between AAPL and APLY has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

AAPL vs. APLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAPL
AAPL Risk / Return Rank: 8888
Overall Rank
AAPL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 8989
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8686
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8686
Martin Ratio Rank

APLY
APLY Risk / Return Rank: 5555
Overall Rank
APLY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
APLY Sortino Ratio Rank: 5555
Sortino Ratio Rank
APLY Omega Ratio Rank: 5858
Omega Ratio Rank
APLY Calmar Ratio Rank: 5959
Calmar Ratio Rank
APLY Martin Ratio Rank: 4545
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.

AAPL vs. APLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and YieldMax AAPL Option Income Strategy ETF (APLY). 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.

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.


AAPLAPLYDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.06

Calmar ratioReturn relative to maximum drawdown

3.40

2.57

+0.84

Martin ratioReturn relative to average drawdown

8.47

6.48

+1.99

AAPL vs. APLY - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 2.07, which is comparable to the APLY Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of AAPL and APLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAPL vs. APLY - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, which is greater than APLY's maximum drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for AAPL and APLY.


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Drawdown Indicators


AAPLAPLYDifference

Max Drawdown

Largest peak-to-trough decline

-81.80%

-30.41%

-51.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-11.76%

-2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-33.36%

-30.41%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

Current Drawdown

Current decline from peak

-7.64%

-6.09%

-1.55%

Average Drawdown

Average peak-to-trough decline

-29.59%

-6.90%

-22.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

4.66%

+0.87%

Volatility

AAPL vs. APLY - Volatility Comparison

Apple Inc (AAPL) has a higher volatility of 6.73% compared to YieldMax AAPL Option Income Strategy ETF (APLY) at 5.60%. This indicates that AAPL's price experiences larger fluctuations and is considered to be riskier than APLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPLAPLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

5.60%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

13.57%

+2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

18.16%

+4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

20.99%

+6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.92%

20.99%

+7.93%

Dividends

AAPL vs. APLY - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.36%, less than APLY's 36.01% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.36%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
APLY
YieldMax AAPL Option Income Strategy ETF
36.01%36.38%24.95%14.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, AAPL and APLY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AAPL has higher volatility (6.73%) compared to APLY (5.60%). In terms of maximum drawdown, AAPL dropped -81.80% vs APLY's -30.41%.

AAPL currently has the higher Sharpe Ratio (2.07 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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