ABNY vs. CRSH

Last updated Aug 2, 2026

ABNY (YieldMax ABNB Option Income Strategy ETF) and CRSH (YieldMax Short TSLA Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Both are actively managed. Their -0.29 correlation means they have often moved in opposite directions in the past. Both charge a 0.99% expense ratio.

Performance

ABNY vs. CRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax ABNB Option Income Strategy ETF (ABNY) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ABNY

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

CRSH

• 1D: -0.93%
• 1M: 17.65%
• 6M: 21.15%
• YTD: 26.66%
• 1Y: -6.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -25.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CRSH YieldMax Short TSLA Option Income Strategy ETF	$424.74K	$328.09K	$368.71K

ABNY vs. CRSH - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ABNY YieldMax ABNB Option Income Strategy ETF	0.90%	-2.05%	-9.52%
CRSH YieldMax Short TSLA Option Income Strategy ETF	26.66%	-13.40%	-52.75%

Correlation

The correlation between ABNY and CRSH is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.22
Correlation (All Time) Calculated using the full available price history since Jun 25, 2024	-0.29

Return for Risk

ABNY vs. CRSH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ABNY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRSH

CRSH Risk / Return Rank: 9
CRSH Sharpe Ratio Rank: 9
CRSH Sortino Ratio Rank: 10
CRSH Omega Ratio Rank: 10
CRSH Calmar Ratio Rank: 8
CRSH Martin Ratio Rank: 9

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ABNY vs. CRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax ABNB Option Income Strategy ETF (ABNY) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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.

	ABNY	CRSH	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.14	—
Sortino ratio: Return per unit of downside risk	—	0.05	—
Omega ratio: Gain probability vs. loss probability	—	1.01	—
Calmar ratio: Return relative to maximum drawdown	—	-0.17	—
Martin ratio: Return relative to average drawdown	—	-0.26	—

Drawdowns

Drawdown Indicators

	ABNY	CRSH	Difference
Max Drawdown Largest peak-to-trough decline	—	-63.68%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-31.54%	—
Current Drawdown Current decline from peak	—	-50.17%	—
Average Drawdown Average peak-to-trough decline	—	-43.98%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	20.47%	—

Volatility

Volatility by Period

	ABNY	CRSH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.23%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.57%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	36.89%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	47.50%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	47.50%	—

ABNY vs. CRSH - Expense Ratio Comparison

Both ABNY and CRSH have an expense ratio of 0.99%.

Dividends

ABNY vs. CRSH - Dividend Comparison

ABNY has not paid dividends to shareholders, while CRSH's dividend yield for the trailing twelve months is around 75.02%.

Position	TTM	2025	2024
ABNY YieldMax ABNB Option Income Strategy ETF	42.81%	53.45%	22.09%
CRSH YieldMax Short TSLA Option Income Strategy ETF	75.02%	138.78%	94.25%

Frequently Asked Questions

Can I hold both ABNY and CRSH in my portfolio?

ABNY and CRSH have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ABNY or CRSH?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ABNY or CRSH?

ABNY and CRSH have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, ABNY or CRSH?

CRSH has the higher dividend yield at 75.02%, compared with 42.81% for ABNY.