BABO vs. HSY
BABO (YieldMax BABA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while HSY (The Hershey Company) is a stock. Over the past year, BABO returned -1.50% vs 10.63% for HSY. At a 0.09 correlation, their price movements are largely independent.
Performance
BABO vs. HSY - Performance Comparison
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Returns By Period
In the year-to-date period, BABO achieves a -20.64% return, which is significantly lower than HSY's 1.25% return.
BABO
- 1D
- -0.37%
- 1M
- -16.79%
- YTD
- -20.64%
- 6M
- -24.20%
- 1Y
- -1.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HSY
- 1D
- 0.45%
- 1M
- -3.82%
- YTD
- 1.25%
- 6M
- 1.34%
- 1Y
- 10.63%
- 3Y*
- -8.39%
- 5Y*
- 3.29%
- 10Y*
- 9.11%
BABO vs. HSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BABO YieldMax BABA Option Income Strategy ETF | -20.64% | 46.84% | 0.65% |
HSY The Hershey Company | 1.25% | 10.98% | -13.96% |
Correlation
The correlation between BABO and HSY is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2024 | 0.09 |
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Return for Risk
BABO vs. HSY — Risk / Return Rank
BABO
HSY
BABO vs. HSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax BABA Option Income Strategy ETF (BABO) and The Hershey Company (HSY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BABO | HSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.08 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.35 | -0.48 |
| Martin ratioReturn relative to average drawdown | -0.28 | 0.87 | -1.16 |
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Drawdowns
BABO vs. HSY - Drawdown Comparison
The maximum BABO drawdown since its inception was -33.33%, smaller than the maximum HSY drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for BABO and HSY.
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Drawdown Indicators
| BABO | HSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -49.15% | +15.82% |
Max Drawdown (1Y)Largest decline over 1 year | -33.33% | -25.01% | -8.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -42.23% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.25% | — |
Current DrawdownCurrent decline from peak | -33.33% | -28.02% | -5.31% |
Average DrawdownAverage peak-to-trough decline | -13.90% | -13.10% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.34% | 10.00% | +5.34% |
Volatility
BABO vs. HSY - Volatility Comparison
The current volatility for YieldMax BABA Option Income Strategy ETF (BABO) is 8.72%, while The Hershey Company (HSY) has a volatility of 9.48%. This indicates that BABO experiences smaller price fluctuations and is considered to be less risky than HSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABO | HSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.72% | 9.48% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 24.44% | 20.08% | +4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.33% | 27.49% | +7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.67% | 22.77% | +13.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.67% | 23.44% | +13.23% |
Dividends
BABO vs. HSY - Dividend Comparison
BABO's dividend yield for the trailing twelve months is around 98.48%, more than HSY's 3.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABO YieldMax BABA Option Income Strategy ETF | 98.48% | 85.50% | 20.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSY The Hershey Company | 3.11% | 3.01% | 3.24% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% |
Frequently Asked Questions
BABO and HSY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSY has higher volatility (9.48%) compared to BABO (8.72%). In terms of maximum drawdown, BABO dropped -33.33% vs HSY's -49.15%.
HSY currently has the higher Sharpe Ratio (0.32 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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