APLY vs. NVDA

In the year-to-date period, APLY achieves a -15.68% return, which is significantly higher than NVDA's -20.74% return.

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This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) and NVIDIA Corporation (NVDA). 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 comparable to the NVDA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of APLY and NVDA, 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%, more than NVDA's 0.03% yield.

The maximum APLY drawdown since its inception was -31.09%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for APLY and NVDA. For additional features, visit the drawdowns tool.

The current volatility for YieldMax AAPL Option Income Strategy ETF (APLY) is 20.07%, while NVIDIA Corporation (NVDA) has a volatility of 25.75%. This indicates that APLY experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.