AIYY vs. AI
AIYY (YieldMax AI Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while AI (C3.ai, Inc.) is a stock. Over the past year, AIYY returned -58.45% vs -59.07% for AI. Their 0.96 correlation means they have historically moved very closely together.
Performance
AIYY vs. AI - Performance Comparison
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Returns By Period
In the year-to-date period, AIYY achieves a -34.72% return, which is significantly lower than AI's -31.90% return.
AIYY
- 1D
- 0.94%
- 1M
- 0.94%
- 6M
- -23.09%
- YTD
- -34.72%
- 1Y
- -58.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -42.38%
AI
- 1D
- 1.21%
- 1M
- 1.32%
- 6M
- -16.62%
- YTD
- -31.90%
- 1Y
- -59.07%
- 3Y*
- -40.86%
- 5Y*
- -28.85%
- 10Y*
- —
- ALL TIME*
- -34.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $48.83M | $46.93M | $61.36M | |
| $582.53K | $560.85K | $820.27K |
AIYY vs. AI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | -34.72% | -58.98% | -14.74% | 0.41% |
AI C3.ai, Inc. | -31.90% | -60.85% | 19.92% | -1.03% |
Correlation
The correlation between AIYY and AI is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2023 | 0.96 |
The correlation between AIYY and AI has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
AIYY vs. AI — Risk / Return Rank
AIYY
AI
AIYY vs. AI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax AI Option Income Strategy ETF (AIYY) and C3.ai, Inc. (AI). 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.
| AIYY | AI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.82 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.92 | -0.04 |
| Martin ratioReturn relative to average drawdown | -1.32 | -1.27 | -0.05 |
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Drawdowns
AIYY vs. AI - Drawdown Comparison
The maximum AIYY drawdown since its inception was -80.28%, smaller than the maximum AI drawdown of -95.63%. Use the drawdown chart below to compare losses from any high point for AIYY and AI.
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Drawdown Indicators
| AIYY | AI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.28% | -95.63% | +15.35% |
Max Drawdown (1Y)Largest decline over 1 year | -63.12% | -66.68% | +3.56% |
Max Drawdown (3Y)Largest decline over 3 years | — | -81.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -85.39% | — |
Current DrawdownCurrent decline from peak | -78.68% | -94.83% | +16.15% |
Average DrawdownAverage peak-to-trough decline | -43.18% | -82.23% | +39.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.88% | 48.44% | -2.56% |
Volatility
AIYY vs. AI - Volatility Comparison
The current volatility for YieldMax AI Option Income Strategy ETF (AIYY) is 9.98%, while C3.ai, Inc. (AI) has a volatility of 12.67%. This indicates that AIYY experiences smaller price fluctuations and is considered to be less risky than AI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIYY | AI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.98% | 12.67% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 39.51% | 48.21% | -8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.88% | 65.14% | -11.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.87% | 77.65% | -27.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.87% | 81.43% | -31.56% |
Dividends
AIYY vs. AI - Dividend Comparison
AIYY's dividend yield for the trailing twelve months is around 139.29%, while AI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AI C3.ai, Inc. | 0.00% | 0.00% | 0.00% |
AIYY YieldMax AI Option Income Strategy ETF | 139.29% | 168.33% | 98.26% |
Frequently Asked Questions
With a correlation of 0.97, AIYY and AI 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.
AI has higher volatility (12.67%) compared to AIYY (9.98%). In terms of maximum drawdown, AIYY dropped -80.28% vs AI's -95.63%.
AI currently has the higher Sharpe Ratio (-0.94 vs -1.12), 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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