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APLY vs. NVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APLY and NVO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

APLY vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AAPL Option Income Strategy ETF (APLY) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
11.47%
-23.85%
APLY
NVO

Key characteristics

Sharpe Ratio

APLY:

0.40

NVO:

-1.18

Sortino Ratio

APLY:

0.73

NVO:

-1.74

Omega Ratio

APLY:

1.11

NVO:

0.77

Calmar Ratio

APLY:

0.35

NVO:

-0.82

Martin Ratio

APLY:

1.38

NVO:

-1.66

Ulcer Index

APLY:

7.84%

NVO:

29.58%

Daily Std Dev

APLY:

27.30%

NVO:

41.60%

Max Drawdown

APLY:

-31.09%

NVO:

-70.96%

Current Drawdown

APLY:

-17.77%

NVO:

-56.52%

Returns By Period

In the year-to-date period, APLY achieves a -15.68% return, which is significantly higher than NVO's -26.02% return.


APLY

YTD

-15.68%

1M

-5.81%

6M

-10.10%

1Y

9.04%

5Y*

N/A

10Y*

N/A

NVO

YTD

-26.02%

1M

-13.53%

6M

-44.14%

1Y

-49.37%

5Y*

15.98%

10Y*

10.45%

*Annualized

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Risk-Adjusted Performance

APLY vs. NVO — Risk-Adjusted Performance Rank

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

APLY
The Risk-Adjusted Performance Rank of APLY is 5353
Overall Rank
The Sharpe Ratio Rank of APLY is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of APLY is 5555
Sortino Ratio Rank
The Omega Ratio Rank of APLY is 5757
Omega Ratio Rank
The Calmar Ratio Rank of APLY is 5252
Calmar Ratio Rank
The Martin Ratio Rank of APLY is 5151
Martin Ratio Rank

NVO
The Risk-Adjusted Performance Rank of NVO is 44
Overall Rank
The Sharpe Ratio Rank of NVO is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of NVO is 44
Sortino Ratio Rank
The Omega Ratio Rank of NVO is 55
Omega Ratio Rank
The Calmar Ratio Rank of NVO is 55
Calmar Ratio Rank
The Martin Ratio Rank of NVO is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

APLY vs. NVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) and Novo Nordisk A/S (NVO). 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 chart of Sharpe ratio for APLY, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
APLY: 0.40
NVO: -1.18
The chart of Sortino ratio for APLY, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.00
APLY: 0.73
NVO: -1.74
The chart of Omega ratio for APLY, currently valued at 1.11, compared to the broader market0.501.001.502.00
APLY: 1.11
NVO: 0.77
The chart of Calmar ratio for APLY, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.00
APLY: 0.35
NVO: -0.82
The chart of Martin ratio for APLY, currently valued at 1.38, compared to the broader market0.0020.0040.0060.00
APLY: 1.38
NVO: -1.66

The current APLY Sharpe Ratio is 0.40, which is higher than the NVO Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of APLY and NVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.40
-1.18
APLY
NVO

Dividends

APLY vs. NVO - Dividend Comparison

APLY's dividend yield for the trailing twelve months is around 30.46%, more than NVO's 2.58% yield.


TTM20242023202220212020201920182017201620152014
APLY
YieldMax AAPL Option Income Strategy ETF
30.46%24.95%14.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
2.58%1.68%0.99%1.18%1.34%1.86%2.12%2.46%2.13%3.94%1.31%1.96%

Drawdowns

APLY vs. NVO - Drawdown Comparison

The maximum APLY drawdown since its inception was -31.09%, smaller than the maximum NVO drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for APLY and NVO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.77%
-56.52%
APLY
NVO

Volatility

APLY vs. NVO - Volatility Comparison

YieldMax AAPL Option Income Strategy ETF (APLY) has a higher volatility of 20.07% compared to Novo Nordisk A/S (NVO) at 16.91%. This indicates that APLY's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.07%
16.91%
APLY
NVO