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AIYY vs. AI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIYY vs. AI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI Option Income Strategy ETF (AIYY) and C3.ai, Inc. (AI). The values are adjusted to include any dividend payments, if applicable.

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

AIYY vs. AI - Yearly Performance Comparison


2026 (YTD)202520242023
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIYY
AIYY Risk / Return Rank: 22
Overall Rank
AIYY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
AIYY Sortino Ratio Rank: 11
Sortino Ratio Rank
AIYY Omega Ratio Rank: 11
Omega Ratio Rank
AIYY Calmar Ratio Rank: 22
Calmar Ratio Rank
AIYY Martin Ratio Rank: 33
Martin Ratio Rank

AI
AI Risk / Return Rank: 1010
Overall Rank
AI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
AI Sortino Ratio Rank: 77
Sortino Ratio Rank
AI Omega Ratio Rank: 88
Omega Ratio Rank
AI Calmar Ratio Rank: 1111
Calmar Ratio Rank
AI Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


AIYYAIDifference

Sharpe ratio

Return per unit of total volatility

-1.07

-0.90

-0.18

Sortino ratio

Return per unit of downside risk

-1.59

-1.29

-0.30

Omega ratio

Gain probability vs. loss probability

0.78

0.83

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.84

-0.80

-0.05

Martin ratio

Return relative to average drawdown

-1.21

-1.15

-0.06

AIYY vs. AI - Sharpe Ratio Comparison

The current AIYY Sharpe Ratio is -1.07, which is comparable to the AI Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of AIYY and AI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AIYYAIDifference

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


AIYYAIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-75.26%

-93.97%

+18.71%

Average Drawdown

Average peak-to-trough decline

-41.04%

-81.92%

+40.88%

Ulcer Index

Depth 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


AIYYAIDifference

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.


PositionTTM20252024
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.

Portfolio Optimizer

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.

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