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AIYY vs. SVOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIYY and SVOL is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

AIYY vs. SVOL - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-0.90%
-1.07%
AIYY
SVOL

Key characteristics

Sharpe Ratio

AIYY:

-0.35

SVOL:

0.48

Sortino Ratio

AIYY:

-0.22

SVOL:

0.72

Omega Ratio

AIYY:

0.97

SVOL:

1.12

Calmar Ratio

AIYY:

-0.42

SVOL:

0.60

Martin Ratio

AIYY:

-0.67

SVOL:

3.46

Ulcer Index

AIYY:

23.84%

SVOL:

1.90%

Daily Std Dev

AIYY:

46.02%

SVOL:

13.58%

Max Drawdown

AIYY:

-38.33%

SVOL:

-15.62%

Current Drawdown

AIYY:

-22.23%

SVOL:

-3.74%

Returns By Period

In the year-to-date period, AIYY achieves a -2.34% return, which is significantly lower than SVOL's 0.19% return.


AIYY

YTD

-2.34%

1M

-16.60%

6M

-0.90%

1Y

-15.99%

5Y*

N/A

10Y*

N/A

SVOL

YTD

0.19%

1M

-3.48%

6M

-1.06%

1Y

6.00%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AIYY vs. SVOL - Expense Ratio Comparison

AIYY has a 0.99% expense ratio, which is higher than SVOL's 0.50% expense ratio.


AIYY
YieldMax AI Option Income Strategy ETF
Expense ratio chart for AIYY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

AIYY vs. SVOL — Risk-Adjusted Performance Rank

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

AIYY
The Risk-Adjusted Performance Rank of AIYY is 55
Overall Rank
The Sharpe Ratio Rank of AIYY is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of AIYY is 66
Sortino Ratio Rank
The Omega Ratio Rank of AIYY is 66
Omega Ratio Rank
The Calmar Ratio Rank of AIYY is 22
Calmar Ratio Rank
The Martin Ratio Rank of AIYY is 66
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 3232
Overall Rank
The Sharpe Ratio Rank of SVOL is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 2424
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIYY vs. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI Option Income Strategy ETF (AIYY) and Simplify Volatility Premium ETF (SVOL). 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.


Sharpe ratio
The chart of Sharpe ratio for AIYY, currently valued at -0.35, compared to the broader market0.002.004.00-0.350.48
The chart of Sortino ratio for AIYY, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.0010.00-0.220.72
The chart of Omega ratio for AIYY, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.12
The chart of Calmar ratio for AIYY, currently valued at -0.42, compared to the broader market0.005.0010.0015.00-0.420.60
The chart of Martin ratio for AIYY, currently valued at -0.67, compared to the broader market0.0020.0040.0060.0080.00100.00-0.673.46
AIYY
SVOL

The current AIYY Sharpe Ratio is -0.35, which is lower than the SVOL Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of AIYY and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00DecemberDec 08Dec 15Dec 22Dec 29Jan 05
-0.35
0.48
AIYY
SVOL

Dividends

AIYY vs. SVOL - Dividend Comparison

AIYY's dividend yield for the trailing twelve months is around 84.45%, more than SVOL's 16.75% yield.


TTM2024202320222021
AIYY
YieldMax AI Option Income Strategy ETF
84.45%98.27%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
16.75%16.79%16.37%18.32%4.65%

Drawdowns

AIYY vs. SVOL - Drawdown Comparison

The maximum AIYY drawdown since its inception was -38.33%, which is greater than SVOL's maximum drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for AIYY and SVOL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-22.23%
-3.74%
AIYY
SVOL

Volatility

AIYY vs. SVOL - Volatility Comparison

YieldMax AI Option Income Strategy ETF (AIYY) has a higher volatility of 20.69% compared to Simplify Volatility Premium ETF (SVOL) at 6.61%. This indicates that AIYY's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
20.69%
6.61%
AIYY
SVOL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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