ALTI vs. YMAG

Last updated Apr 1, 2026

Compare and contrast key facts about Alvarium Tiedemann Holdings Inc. (ALTI) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG).

YMAG is an actively managed fund by YieldMax. It was launched on Jan 29, 2024.

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.

ALTI vs. YMAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ALTI Alvarium Tiedemann Holdings Inc.	-21.98%	5.22%	-33.28%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	-9.13%	18.64%	36.05%

Returns By Period

In the year-to-date period, ALTI achieves a -21.98% return, which is significantly lower than YMAG's -9.13% return.

ALTI

• 1D: 0.56%
• 1M: -18.28%
• YTD: -21.98%
• 6M: 1.69%
• 1Y: 19.08%
• 3Y*: -33.91%
• 5Y*: —
• 10Y*: —

YMAG

• 1D: 3.82%
• 1M: -3.95%
• YTD: -9.13%
• 6M: -6.36%
• 1Y: 25.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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: 54
ALTI Sharpe Ratio Rank: 55
ALTI Sortino Ratio Rank: 55
ALTI Omega Ratio Rank: 51
ALTI Calmar Ratio Rank: 55
ALTI Martin Ratio Rank: 54

YMAG

YMAG Risk / Return Rank: 69
YMAG Sharpe Ratio Rank: 69
YMAG Sortino Ratio Rank: 71
YMAG Omega Ratio Rank: 68
YMAG Calmar Ratio Rank: 71
YMAG Martin Ratio Rank: 65

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.

	ALTI	YMAG	Difference
Sharpe ratio Return per unit of total volatility	0.36	1.15	-0.78
Sortino ratio Return per unit of downside risk	0.94	1.70	-0.76
Omega ratio Gain probability vs. loss probability	1.11	1.24	-0.13
Calmar ratio Return relative to maximum drawdown	0.52	1.73	-1.21
Martin ratio Return relative to average drawdown	1.25	5.99	-4.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALTI vs. YMAG - Sharpe Ratio Comparison

The current ALTI Sharpe Ratio is 0.36, which is lower than the YMAG Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of ALTI and YMAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ALTI	YMAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	1.15	-0.78
Sharpe Ratio (All Time) Calculated using the full available price history	-0.32	0.91	-1.23

Correlation

The correlation between ALTI and YMAG is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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 55.67%.

	TTM	2025	2024
ALTI Alvarium Tiedemann Holdings Inc.	0.00%	0.00%	0.00%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	55.67%	52.27%	35.22%

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.

Drawdown Indicators

	ALTI	YMAG	Difference
Max Drawdown Largest peak-to-trough decline	-83.64%	-25.96%	-57.68%
Max Drawdown (1Y) Largest decline over 1 year	-36.80%	-14.38%	-22.42%
Current Drawdown Current decline from peak	-76.49%	-11.11%	-65.38%
Average Drawdown Average peak-to-trough decline	-64.05%	-4.68%	-59.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.32%	4.15%	+11.17%

Volatility

ALTI vs. YMAG - Volatility Comparison

Alvarium Tiedemann Holdings Inc. (ALTI) has a higher volatility of 19.03% compared to YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) at 7.12%. 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.

Volatility by Period

	ALTI	YMAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.03%	7.12%	+11.91%
Volatility (6M) Calculated over the trailing 6-month period	39.54%	12.73%	+26.81%
Volatility (1Y) Calculated over the trailing 1-year period	52.98%	22.27%	+30.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.75%	21.33%	+66.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	87.75%	21.33%	+66.42%