BORR vs. YALL

Last updated Apr 1, 2026

Compare and contrast key facts about Borr Drilling Ltd (BORR) and God Bless America ETF (YALL).

YALL is an actively managed fund by Tidal ETFs. It was launched on Oct 10, 2022.

Performance

BORR vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Borr Drilling Ltd (BORR) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

BORR vs. YALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BORR Borr Drilling Ltd	43.18%	4.15%	-44.49%	48.09%	29.77%
YALL God Bless America ETF	-3.19%	14.36%	29.99%	40.74%	8.62%

Returns By Period

In the year-to-date period, BORR achieves a 43.18% return, which is significantly higher than YALL's -3.19% return.

BORR

• 1D: -0.52%
• 1M: -5.87%
• YTD: 43.18%
• 6M: 114.50%
• 1Y: 163.47%
• 3Y*: -7.02%
• 5Y*: 23.74%
• 10Y*: —

YALL

• 1D: 2.10%
• 1M: -5.47%
• YTD: -3.19%
• 6M: -6.50%
• 1Y: 15.15%
• 3Y*: 21.74%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BORR vs. YALL — Risk / Return Rank

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

BORR

BORR Risk / Return Rank: 91
BORR Sharpe Ratio Rank: 93
BORR Sortino Ratio Rank: 89
BORR Omega Ratio Rank: 86
BORR Calmar Ratio Rank: 94
BORR Martin Ratio Rank: 92

YALL

YALL Risk / Return Rank: 48
YALL Sharpe Ratio Rank: 44
YALL Sortino Ratio Rank: 48
YALL Omega Ratio Rank: 45
YALL Calmar Ratio Rank: 52
YALL Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BORR vs. YALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Borr Drilling Ltd (BORR) and God Bless America ETF (YALL). 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.

	BORR	YALL	Difference
Sharpe ratio Return per unit of total volatility	2.34	0.77	+1.57
Sortino ratio Return per unit of downside risk	2.75	1.25	+1.50
Omega ratio Gain probability vs. loss probability	1.34	1.17	+0.17
Calmar ratio Return relative to maximum drawdown	5.31	1.27	+4.04
Martin ratio Return relative to average drawdown	12.91	4.85	+8.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BORR vs. YALL - Sharpe Ratio Comparison

The current BORR Sharpe Ratio is 2.34, which is higher than the YALL Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of BORR and YALL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BORR	YALL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	0.77	+1.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	1.45	-1.67

Correlation

The correlation between BORR and YALL is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BORR vs. YALL - Dividend Comparison

BORR has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.51%.

	TTM	2025	2024	2023	2022
BORR Borr Drilling Ltd	0.00%	0.50%	7.69%	0.00%	0.00%
YALL God Bless America ETF	0.51%	0.49%	0.50%	3.51%	0.19%

Drawdowns

BORR vs. YALL - Drawdown Comparison

The maximum BORR drawdown since its inception was -99.07%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for BORR and YALL.

Drawdown Indicators

	BORR	YALL	Difference
Max Drawdown Largest peak-to-trough decline	-99.07%	-19.72%	-79.35%
Max Drawdown (1Y) Largest decline over 1 year	-29.69%	-12.24%	-17.45%
Max Drawdown (5Y) Largest decline over 5 years	-80.90%	—	—
Current Drawdown Current decline from peak	-88.61%	-7.52%	-81.09%
Average Drawdown Average peak-to-trough decline	-88.83%	-2.90%	-85.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.21%	3.21%	+9.00%

Volatility

BORR vs. YALL - Volatility Comparison

Borr Drilling Ltd (BORR) has a higher volatility of 18.59% compared to God Bless America ETF (YALL) at 4.98%. This indicates that BORR's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BORR	YALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.59%	4.98%	+13.61%
Volatility (6M) Calculated over the trailing 6-month period	41.62%	10.78%	+30.84%
Volatility (1Y) Calculated over the trailing 1-year period	70.25%	19.66%	+50.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.21%	17.71%	+54.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	120.10%	17.71%	+102.39%