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 -58.91% vs -58.65% for AI. With a 0.96 correlation, they move nearly in lockstep.
Performance
AIYY vs. AI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AIYY achieves a -31.24% return, which is significantly lower than AI's -28.19% return.
AIYY
- 1D
- 0.23%
- 1M
- 0.82%
- YTD
- -31.24%
- 6M
- -33.10%
- 1Y
- -58.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AI
- 1D
- -0.21%
- 1M
- 4.20%
- YTD
- -28.19%
- 6M
- -30.96%
- 1Y
- -58.65%
- 3Y*
- -33.82%
- 5Y*
- -31.00%
- 10Y*
- —
AIYY vs. AI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | -31.24% | -58.98% | -14.74% | 0.41% |
AI C3.ai, Inc. | -28.19% | -60.85% | 19.92% | -1.03% |
Correlation
The correlation between AIYY and AI is 0.97 - 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 | 0.97 |
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 0.83 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.80 | -0.06 |
| Martin ratioReturn relative to average drawdown | -1.19 | -1.11 | -0.08 |
Loading charts...
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.
Loading charts...
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 | — | -82.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -88.32% | — |
Current DrawdownCurrent decline from peak | -77.54% | -94.55% | +17.01% |
Average DrawdownAverage peak-to-trough decline | -41.68% | -81.98% | +40.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.68% | 52.90% | -3.22% |
Volatility
AIYY vs. AI - Volatility Comparison
The current volatility for YieldMax AI Option Income Strategy ETF (AIYY) is 15.30%, while C3.ai, Inc. (AI) has a volatility of 18.04%. 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.
Loading charts...
Volatility by Period
| AIYY | AI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.30% | 18.04% | -2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 39.30% | 48.14% | -8.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.04% | 65.52% | -11.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.29% | 77.67% | -27.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.29% | 81.96% | -31.67% |
Dividends
AIYY vs. AI - Dividend Comparison
AIYY's dividend yield for the trailing twelve months is around 153.28%, 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 | 153.28% | 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 (18.04%) compared to AIYY (15.30%). In terms of maximum drawdown, AIYY dropped -79.48% vs AI's -95.63%.
AI currently has the higher Sharpe Ratio (-0.90 vs -1.09), 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.
Find the right allocation for AIYY and AI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer