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 -57.47% vs -58.28% for AI. With a 0.96 correlation, they move nearly in lockstep.
Performance
AIYY vs. AI - Performance Comparison
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Returns By Period
In the year-to-date period, AIYY achieves a -24.26% return, which is significantly lower than AI's -20.55% return.
AIYY
- 1D
- -3.43%
- 1M
- 9.34%
- YTD
- -24.26%
- 6M
- -29.50%
- 1Y
- -57.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AI
- 1D
- -4.20%
- 1M
- 16.16%
- YTD
- -20.55%
- 6M
- -28.65%
- 1Y
- -58.28%
- 3Y*
- -30.76%
- 5Y*
- -30.15%
- 10Y*
- —
AIYY vs. AI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | -24.26% | -58.98% | -14.74% | -1.63% |
AI C3.ai, Inc. | -20.55% | -60.85% | 19.92% | -3.24% |
Correlation
The correlation between AIYY and AI is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2023 | 0.96 |
The correlation between AIYY and AI has been stable across timeframes, ranging from 0.96 to 0.98 - 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.
| AIYY | AI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.07 | -0.90 | -0.18 |
Sortino ratioReturn per unit of downside risk | -1.59 | -1.29 | -0.30 |
Omega ratioGain probability vs. loss probability | 0.78 | 0.83 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.80 | -0.05 |
Martin ratioReturn relative to average drawdown | -1.21 | -1.15 | -0.06 |
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
| AIYY | AI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.07 | -0.90 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.83 | -0.40 | -0.43 |
Drawdowns
AIYY vs. AI - Drawdown Comparison
The maximum AIYY drawdown since its inception was -79.48%, 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 | -79.48% | -95.63% | +16.15% |
Max Drawdown (1Y)Largest decline over 1 year | -68.33% | -73.39% | +5.06% |
Max Drawdown (3Y)Largest decline over 3 years | — | -83.27% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -88.32% | — |
Current DrawdownCurrent decline from peak | -75.26% | -93.97% | +18.71% |
Average DrawdownAverage peak-to-trough decline | -41.04% | -81.92% | +40.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.63% | 50.91% | -3.28% |
Volatility
AIYY vs. AI - Volatility Comparison
The current volatility for YieldMax AI Option Income Strategy ETF (AIYY) is 15.67%, while C3.ai, Inc. (AI) has a volatility of 19.00%. 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 | 15.67% | 19.00% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 39.16% | 48.04% | -8.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.83% | 65.25% | -11.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.52% | 77.77% | -27.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.52% | 82.20% | -31.68% |
Dividends
AIYY vs. AI - Dividend Comparison
AIYY's dividend yield for the trailing twelve months is around 158.78%, 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 | 158.78% | 168.33% | 98.26% |
Frequently Asked Questions
With a correlation of 0.98, 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 (19.00%) compared to AIYY (15.67%). In terms of maximum drawdown, AIYY dropped -79.48% vs AI's -95.63%.
AI currently has the higher Sharpe Ratio (-0.90 vs -1.07), 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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