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AIYY vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIYY vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI Option Income Strategy ETF (AIYY) and United States Gasoline Fund LP (UGA). 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 -24.75% return, which is significantly lower than UGA's 70.69% return.


AIYY

1D
-0.65%
1M
7.32%
YTD
-24.75%
6M
-31.87%
1Y
-58.54%
3Y*
5Y*
10Y*

UGA

1D
-2.73%
1M
-12.25%
YTD
70.69%
6M
59.72%
1Y
79.48%
3Y*
20.80%
5Y*
24.41%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIYY vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023
AIYY
YieldMax AI Option Income Strategy ETF
-24.75%-58.98%-14.74%-1.63%
UGA
United States Gasoline Fund LP
70.69%-2.00%3.77%-4.05%

Correlation

The correlation between AIYY and UGA is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2023

-0.00

The correlation between AIYY and UGA shifts across timeframes, from -0.11 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AIYY vs. UGA — Risk / Return Rank

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

AIYY
AIYY Risk / Return Rank: 11
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

UGA
UGA Risk / Return Rank: 7070
Overall Rank
UGA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6262
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7070
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI Option Income Strategy ETF (AIYY) and United States Gasoline Fund LP (UGA). 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.


AIYYUGADifference
Sharpe ratioReturn per unit of total volatility

-3.36

Sortino ratioReturn per unit of downside risk

-4.36

Omega ratioGain probability vs. loss probability

0.77

1.37

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.86

5.37

-6.23

Martin ratioReturn relative to average drawdown

-1.23

12.86

-14.09

AIYY vs. UGA - Sharpe Ratio Comparison

The current AIYY Sharpe Ratio is -1.09, which is lower than the UGA Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AIYY and UGA, 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


AIYYUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.09

2.27

-3.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.83

0.12

-0.94

Drawdowns

AIYY vs. UGA - Drawdown Comparison

The maximum AIYY drawdown since its inception was -79.48%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for AIYY and UGA.


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Drawdown Indicators


AIYYUGADifference

Max Drawdown

Largest peak-to-trough decline

-79.48%

-86.59%

+7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-68.33%

-14.88%

-53.45%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-75.42%

-14.75%

-60.67%

Average Drawdown

Average peak-to-trough decline

-41.10%

-36.76%

-4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.79%

6.20%

+41.59%

Volatility

AIYY vs. UGA - Volatility Comparison

YieldMax AI Option Income Strategy ETF (AIYY) has a higher volatility of 15.68% compared to United States Gasoline Fund LP (UGA) at 11.64%. This indicates that AIYY's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIYYUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

15.68%

11.64%

+4.04%

Volatility (6M)

Calculated over the trailing 6-month period

39.13%

30.48%

+8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

53.75%

35.27%

+18.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.48%

34.40%

+16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.48%

37.27%

+13.21%

AIYY vs. UGA - Expense Ratio Comparison

AIYY has a 0.99% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

AIYY vs. UGA - Dividend Comparison

AIYY's dividend yield for the trailing twelve months is around 164.66%, while UGA has not paid dividends to shareholders.


PositionTTM20252024
AIYY
YieldMax AI Option Income Strategy ETF
164.66%168.33%98.26%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%

Frequently Asked Questions


AIYY and UGA have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIYY has higher volatility (15.68%) compared to UGA (11.64%). In terms of maximum drawdown, AIYY dropped -79.48% vs UGA's -86.59%.

On 1-year performance, UGA leads with 79.48% vs -58.54% for AIYY. On fees, UGA is cheaper at 0.75% per year. On volatility, UGA has been the lower-risk option at 11.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UGA has performed better with a 79.48% return vs -58.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.99% for AIYY.

AIYY has the higher dividend yield at 164.66%, compared with 0.00% for UGA.

AIYY is categorized as Derivative Income, while UGA is Oil & Gas. They also come from different issuers: YieldMax and Concierge Technologies. Their fees differ too: 0.99% for AIYY and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.27 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.

Portfolio Optimizer

Find the right allocation for AIYY and UGA

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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