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 -1.49% vs 45.76% for WELL. At a 0.18 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 -0.82% return, which is significantly lower than WELL's 20.13% return.
BRKC
- 1D
- 0.26%
- 1M
- 1.71%
- YTD
- -0.82%
- 6M
- -0.54%
- 1Y
- -1.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WELL
- 1D
- 1.73%
- 1M
- 2.43%
- YTD
- 20.13%
- 6M
- 18.79%
- 1Y
- 45.76%
- 3Y*
- 45.63%
- 5Y*
- 24.41%
- 10Y*
- 15.95%
BRKC vs. WELL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | -0.82% | 0.76% |
WELL Welltower Inc. | 20.13% | 23.09% |
Correlation
The correlation between BRKC and WELL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | 0.18 |
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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 | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.35 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 3.65 | -3.84 |
| Martin ratioReturn relative to average drawdown | -0.41 | 8.90 | -9.31 |
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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 | -2.82% | 0.00% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -10.30% | +7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 5.16% | -1.43% |
Volatility
BRKC vs. WELL - Volatility Comparison
The current volatility for YieldMax BRK.B Option Income Strategy ETF (BRKC) is 2.40%, while Welltower Inc. (WELL) has a volatility of 10.35%. 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 | 2.40% | 10.35% | -7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 17.42% | -7.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 22.07% | -9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 23.86% | -11.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.46% | 31.94% | -19.48% |
Dividends
BRKC vs. WELL - Dividend Comparison
BRKC's dividend yield for the trailing twelve months is around 20.90%, more than WELL's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRKC YieldMax BRK.B Option Income Strategy ETF | 20.90% | 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. | 1.34% | 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 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WELL has higher volatility (10.35%) compared to BRKC (2.40%). In terms of maximum drawdown, BRKC dropped -7.59% vs WELL's -63.33%.
WELL currently has the higher Sharpe Ratio (2.08 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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