APLY vs. AAPL

The year-to-date returns for both stocks are quite close, with APLY having a -14.35% return and AAPL slightly lower at -15.01%.

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This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) and Apple Inc (AAPL). 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.

The current APLY Sharpe Ratio is 0.15, which is lower than the AAPL Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of APLY and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

APLY's dividend yield for the trailing twelve months is around 33.82%, more than AAPL's 0.48% yield.

The maximum APLY drawdown since its inception was -31.09%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for APLY and AAPL. For additional features, visit the drawdowns tool.

The current volatility for YieldMax AAPL Option Income Strategy ETF (APLY) is 8.07%, while Apple Inc (AAPL) has a volatility of 10.61%. This indicates that APLY experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.