ALL vs. CHPY
ALL (The Allstate Corporation) is a stock, while CHPY (YieldMax Semiconductor Portfolio Option Income ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, ALL returned 31.92% vs 105.03% for CHPY. Their -0.25 correlation means they have often moved in opposite directions in the past.
Performance
ALL vs. CHPY - Performance Comparison
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Returns By Period
In the year-to-date period, ALL achieves a 27.45% return, which is significantly lower than CHPY's 66.63% return.
ALL
- 1D
- -0.05%
- 1M
- 4.89%
- 6M
- 31.48%
- YTD
- 27.45%
- 1Y
- 31.92%
- 3Y*
- 36.64%
- 5Y*
- 18.27%
- 10Y*
- 16.87%
- ALL TIME*
- 11.61%
CHPY
- 1D
- 6.34%
- 1M
- -4.73%
- 6M
- 50.63%
- YTD
- 66.63%
- 1Y
- 105.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 105.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $394.47M | $410.78M | $410.92M | |
| $49.15M | $53.66M | $60.73M |
ALL vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ALL The Allstate Corporation | 27.45% | 2.80% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 66.63% | 56.76% |
Correlation
The correlation between ALL and CHPY is -0.35, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | -0.25 |
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Return for Risk
ALL vs. CHPY — Risk / Return Rank
ALL
CHPY
ALL vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Allstate Corporation (ALL) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.
| ALL | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.82 | -1.03 |
| Martin ratioReturn relative to average drawdown | 7.28 | 17.31 | -10.03 |
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Drawdowns
ALL vs. CHPY - Drawdown Comparison
The maximum ALL drawdown since its inception was -77.03%, which is greater than CHPY's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for ALL and CHPY.
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Drawdown Indicators
| ALL | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.03% | -27.64% | -49.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -27.64% | +16.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.39% | — | — |
Current DrawdownCurrent decline from peak | -4.31% | -15.14% | +10.83% |
Average DrawdownAverage peak-to-trough decline | -16.37% | -3.12% | -13.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 6.09% | -1.70% |
Volatility
ALL vs. CHPY - Volatility Comparison
The current volatility for The Allstate Corporation (ALL) is 9.27%, while YieldMax Semiconductor Portfolio Option Income ETF (CHPY) has a volatility of 18.09%. This indicates that ALL experiences smaller price fluctuations and is considered to be less risky than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALL | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 18.09% | -8.82% |
Volatility (6M)Calculated over the trailing 6-month period | 18.68% | 34.38% | -15.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.19% | 38.64% | -14.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.72% | 39.38% | -13.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.17% | 39.38% | -14.21% |
Dividends
ALL vs. CHPY - Dividend Comparison
ALL's dividend yield for the trailing twelve months is around 1.58%, less than CHPY's 36.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 1.58% | 1.92% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 36.11% | 28.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ALL and CHPY have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPY has higher volatility (18.09%) compared to ALL (9.27%). In terms of maximum drawdown, ALL dropped -77.03% vs CHPY's -27.64%.
CHPY currently has the higher Sharpe Ratio (2.73 vs 1.33), 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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