APLY vs. MRNY

In the year-to-date period, APLY achieves a -15.68% return, which is significantly higher than MRNY's -38.55% return.

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Both APLY and MRNY have an expense ratio of 0.99%.

This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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 0.40, which is higher than the MRNY Sharpe Ratio of -1.39. The chart below compares the historical Sharpe Ratios of APLY and MRNY, 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 30.46%, less than MRNY's 201.70% yield.

The maximum APLY drawdown since its inception was -31.09%, smaller than the maximum MRNY drawdown of -80.82%. Use the drawdown chart below to compare losses from any high point for APLY and MRNY. For additional features, visit the drawdowns tool.

YieldMax AAPL Option Income Strategy ETF (APLY) and YieldMax MRNA Option Income Strategy ETF (MRNY) have volatilities of 20.07% and 19.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.