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ALTI vs. YMAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALTI vs. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alvarium Tiedemann Holdings Inc. (ALTI) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALTI achieves a -33.41% return, which is significantly lower than YMAG's 3.80% return.


ALTI

1D
-3.44%
1M
-11.97%
YTD
-33.41%
6M
-22.75%
1Y
-11.97%
3Y*
-19.03%
5Y*
10Y*

YMAG

1D
-0.86%
1M
2.07%
YTD
3.80%
6M
4.38%
1Y
27.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALTI vs. YMAG - Yearly Performance Comparison


2026 (YTD)20252024
ALTI
Alvarium Tiedemann Holdings Inc.
-33.41%5.22%-33.28%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
3.80%18.64%36.05%

Correlation

The correlation between ALTI and YMAG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.17

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Return for Risk

ALTI vs. YMAG — Risk / Return Rank

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

ALTI
ALTI Risk / Return Rank: 3131
Overall Rank
ALTI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ALTI Sortino Ratio Rank: 3131
Sortino Ratio Rank
ALTI Omega Ratio Rank: 3131
Omega Ratio Rank
ALTI Calmar Ratio Rank: 3030
Calmar Ratio Rank
ALTI Martin Ratio Rank: 3030
Martin Ratio Rank

YMAG
YMAG Risk / Return Rank: 4343
Overall Rank
YMAG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
YMAG Sortino Ratio Rank: 4444
Sortino Ratio Rank
YMAG Omega Ratio Rank: 4444
Omega Ratio Rank
YMAG Calmar Ratio Rank: 3737
Calmar Ratio Rank
YMAG Martin Ratio Rank: 4141
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.

ALTI vs. YMAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alvarium Tiedemann Holdings Inc. (ALTI) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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.


ALTIYMAGDifference

Sharpe ratio

Return per unit of total volatility

-0.22

1.68

-1.90

Sortino ratio

Return per unit of downside risk

0.05

2.27

-2.22

Omega ratio

Gain probability vs. loss probability

1.01

1.29

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.30

1.89

-2.18

Martin ratio

Return relative to average drawdown

-0.60

6.63

-7.24

ALTI vs. YMAG - Sharpe Ratio Comparison

The current ALTI Sharpe Ratio is -0.22, which is lower than the YMAG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ALTI and YMAG, 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


ALTIYMAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

1.68

-1.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

1.19

-1.53

Drawdowns

ALTI vs. YMAG - Drawdown Comparison

The maximum ALTI drawdown since its inception was -83.64%, which is greater than YMAG's maximum drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for ALTI and YMAG.


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Drawdown Indicators


ALTIYMAGDifference

Max Drawdown

Largest peak-to-trough decline

-83.64%

-25.96%

-57.68%

Max Drawdown (1Y)

Largest decline over 1 year

-40.46%

-14.38%

-26.08%

Max Drawdown (3Y)

Largest decline over 3 years

-72.22%

Current Drawdown

Current decline from peak

-79.94%

-2.71%

-77.23%

Average Drawdown

Average peak-to-trough decline

-64.69%

-4.52%

-60.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.83%

4.08%

+15.75%

Volatility

ALTI vs. YMAG - Volatility Comparison

Alvarium Tiedemann Holdings Inc. (ALTI) has a higher volatility of 22.12% compared to YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) at 3.67%. This indicates that ALTI's price experiences larger fluctuations and is considered to be riskier than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALTIYMAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.12%

3.67%

+18.45%

Volatility (6M)

Calculated over the trailing 6-month period

43.66%

11.52%

+32.14%

Volatility (1Y)

Calculated over the trailing 1-year period

54.55%

16.19%

+38.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.55%

20.88%

+65.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.55%

20.88%

+65.67%

Dividends

ALTI vs. YMAG - Dividend Comparison

ALTI has not paid dividends to shareholders, while YMAG's dividend yield for the trailing twelve months is around 52.16%.


PositionTTM20252024
ALTI
Alvarium Tiedemann Holdings Inc.
0.00%0.00%0.00%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
52.16%52.27%35.22%

Frequently Asked Questions


ALTI and YMAG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALTI has higher volatility (22.12%) compared to YMAG (3.67%). In terms of maximum drawdown, ALTI dropped -83.64% vs YMAG's -25.96%.

YMAG currently has the higher Sharpe Ratio (1.68 vs -0.22), 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

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