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

Correlation

The correlation between APLY and XOMO is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

APLY vs. XOMO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
23.48%
-4.55%
APLY
XOMO

Key characteristics

Sharpe Ratio

APLY:

1.15

XOMO:

0.26

Sortino Ratio

APLY:

1.61

XOMO:

0.44

Omega Ratio

APLY:

1.22

XOMO:

1.06

Calmar Ratio

APLY:

1.37

XOMO:

0.28

Martin Ratio

APLY:

4.36

XOMO:

0.96

Ulcer Index

APLY:

4.46%

XOMO:

3.87%

Daily Std Dev

APLY:

16.92%

XOMO:

14.32%

Max Drawdown

APLY:

-15.85%

XOMO:

-13.53%

Current Drawdown

APLY:

0.00%

XOMO:

-12.65%

Returns By Period

In the year-to-date period, APLY achieves a 20.27% return, which is significantly higher than XOMO's 4.46% return.


APLY

YTD

20.27%

1M

7.12%

6M

17.30%

1Y

19.72%

5Y*

N/A

10Y*

N/A

XOMO

YTD

4.46%

1M

-11.14%

6M

-2.22%

1Y

2.91%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


APLY vs. XOMO - Expense Ratio Comparison

APLY has a 0.99% expense ratio, which is lower than XOMO's 1.01% expense ratio.


XOMO
YieldMax XOM Option Income Strategy ETF
Expense ratio chart for XOMO: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for APLY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

APLY vs. XOMO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for APLY, currently valued at 1.15, compared to the broader market0.002.004.001.150.26
The chart of Sortino ratio for APLY, currently valued at 1.61, compared to the broader market-2.000.002.004.006.008.0010.001.610.44
The chart of Omega ratio for APLY, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.06
The chart of Calmar ratio for APLY, currently valued at 1.69, compared to the broader market0.005.0010.0015.001.690.28
The chart of Martin ratio for APLY, currently valued at 4.36, compared to the broader market0.0020.0040.0060.0080.00100.004.360.96
APLY
XOMO

The current APLY Sharpe Ratio is 1.15, which is higher than the XOMO Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of APLY and XOMO, 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 Ratio0.000.501.001.50Sep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.15
0.26
APLY
XOMO

Dividends

APLY vs. XOMO - Dividend Comparison

APLY's dividend yield for the trailing twelve months is around 24.61%, less than XOMO's 25.27% yield.


TTM2023
APLY
YieldMax AAPL Option Income Strategy ETF
24.61%14.36%
XOMO
YieldMax XOM Option Income Strategy ETF
25.27%5.13%

Drawdowns

APLY vs. XOMO - Drawdown Comparison

The maximum APLY drawdown since its inception was -15.85%, which is greater than XOMO's maximum drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for APLY and XOMO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-12.65%
APLY
XOMO

Volatility

APLY vs. XOMO - Volatility Comparison

The current volatility for YieldMax AAPL Option Income Strategy ETF (APLY) is 3.27%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 4.32%. This indicates that APLY experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.27%
4.32%
APLY
XOMO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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