ABNY vs. IES.DE
ABNY (YieldMax ABNB Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while IES.DE (Intesa Sanpaolo S.p.A) is a stock. Over the past year, ABNY returned -0.01% vs 24.75% for IES.DE. At a 0.19 correlation, their price movements are largely independent.
Performance
ABNY vs. IES.DE - Performance Comparison
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Different Trading Currencies
ABNY is traded in USD, while IES.DE is traded in EUR. To make them comparable, the IES.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ABNY achieves a 1.49% return, which is significantly higher than IES.DE's -2.08% return.
ABNY
- 1D
- 0.16%
- 1M
- -2.95%
- YTD
- 1.49%
- 6M
- 9.34%
- 1Y
- -0.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IES.DE
- 1D
- 0.74%
- 1M
- -2.40%
- YTD
- -2.08%
- 6M
- 4.50%
- 1Y
- 24.75%
- 3Y*
- 51.23%
- 5Y*
- 27.30%
- 10Y*
- 19.08%
ABNY vs. IES.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ABNY YieldMax ABNB Option Income Strategy ETF | 1.49% | -2.05% | -9.41% |
IES.DE Intesa Sanpaolo S.p.A | -2.08% | 85.40% | 11.98% |
Correlation
The correlation between ABNY and IES.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2024 | 0.19 |
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Return for Risk
ABNY vs. IES.DE — Risk / Return Rank
ABNY
IES.DE
ABNY vs. IES.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax ABNB Option Income Strategy ETF (ABNY) and Intesa Sanpaolo S.p.A (IES.DE). 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.
| ABNY | IES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.20 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 1.39 | -1.39 |
| Martin ratioReturn relative to average drawdown | -0.00 | 4.34 | -4.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABNY | IES.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.00 | 1.11 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.13 | -0.31 |
Drawdowns
ABNY vs. IES.DE - Drawdown Comparison
The maximum ABNY drawdown since its inception was -31.62%, smaller than the maximum IES.DE drawdown of -81.73%. Use the drawdown chart below to compare losses from any high point for ABNY and IES.DE.
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Drawdown Indicators
| ABNY | IES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.62% | -81.73% | +50.11% |
Max Drawdown (1Y)Largest decline over 1 year | -17.87% | -20.55% | +2.68% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.21% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -51.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.32% | — |
Current DrawdownCurrent decline from peak | -14.66% | -5.66% | -9.00% |
Average DrawdownAverage peak-to-trough decline | -16.28% | -37.30% | +21.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.00% | 6.57% | +2.43% |
Volatility
ABNY vs. IES.DE - Volatility Comparison
YieldMax ABNB Option Income Strategy ETF (ABNY) and Intesa Sanpaolo S.p.A (IES.DE) have volatilities of 6.49% and 6.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABNY | IES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 6.81% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 19.21% | 19.82% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 25.76% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.12% | 35.39% | -5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.12% | 37.23% | -7.11% |
Dividends
ABNY vs. IES.DE - Dividend Comparison
ABNY's dividend yield for the trailing twelve months is around 50.42%, more than IES.DE's 6.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABNY YieldMax ABNB Option Income Strategy ETF | 50.42% | 53.45% | 22.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IES.DE Intesa Sanpaolo S.p.A | 6.61% | 6.01% | 8.32% | 8.84% | 7.31% | 10.33% | 10.02% | 8.35% | 14.49% | 6.42% | 5.83% | 2.26% |
Frequently Asked Questions
ABNY and IES.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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