BRKC vs. WELL
BRKC (YieldMax BRK.B Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while WELL (Welltower Inc.) is a stock. Over the past year, BRKC returned 1.21% vs 55.64% for WELL. At a 0.20 correlation, their price movements are largely independent.
Performance
BRKC vs. WELL - Performance Comparison
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Returns By Period
In the year-to-date period, BRKC achieves a -1.60% return, which is significantly lower than WELL's 31.01% return.
BRKC
- 1D
- 0.71%
- 1M
- -0.45%
- 6M
- -0.20%
- YTD
- -1.60%
- 1Y
- 1.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WELL
- 1D
- 3.51%
- 1M
- 13.11%
- 6M
- 29.22%
- YTD
- 31.01%
- 1Y
- 55.64%
- 3Y*
- 47.99%
- 5Y*
- 24.95%
- 10Y*
- 16.23%
BRKC vs. WELL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | -1.60% | 0.76% |
WELL Welltower Inc. | 31.01% | 23.09% |
Correlation
The correlation between BRKC and WELL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | 0.20 |
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Return for Risk
BRKC vs. WELL — Risk / Return Rank
BRKC
WELL
BRKC vs. WELL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax BRK.B Option Income Strategy ETF (BRKC) and Welltower Inc. (WELL). 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.
| BRKC | WELL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.41 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 4.43 | -4.27 |
| Martin ratioReturn relative to average drawdown | 0.33 | 10.82 | -10.49 |
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Drawdowns
BRKC vs. WELL - Drawdown Comparison
The maximum BRKC drawdown since its inception was -7.59%, smaller than the maximum WELL drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for BRKC and WELL.
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Drawdown Indicators
| BRKC | WELL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.59% | -63.33% | +55.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -12.61% | +5.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.99% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.33% | — |
Current DrawdownCurrent decline from peak | -3.58% | 0.00% | -3.58% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -10.28% | +7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 5.16% | -1.51% |
Volatility
BRKC vs. WELL - Volatility Comparison
The current volatility for YieldMax BRK.B Option Income Strategy ETF (BRKC) is 3.07%, while Welltower Inc. (WELL) has a volatility of 7.73%. This indicates that BRKC experiences smaller price fluctuations and is considered to be less risky than WELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRKC | WELL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 7.73% | -4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 18.20% | -8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 22.48% | -9.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 23.96% | -11.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.42% | 31.97% | -19.55% |
Dividends
BRKC vs. WELL - Dividend Comparison
BRKC's dividend yield for the trailing twelve months is around 21.87%, more than WELL's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | 21.87% | 10.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WELL Welltower Inc. | 1.23% | 1.52% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% |
Frequently Asked Questions
BRKC and WELL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WELL has higher volatility (7.73%) compared to BRKC (3.07%). In terms of maximum drawdown, BRKC dropped -7.59% vs WELL's -63.33%.
WELL currently has the higher Sharpe Ratio (2.49 vs 0.10), 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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