CICOY vs. YMAX
CICOY (COSCO SHIPPING Holdings Co., Ltd.) is a stock, while YMAX (YieldMax Universe Fund of Option Income ETFs) is Derivative Income fund actively managed by YieldMax. Over the past year, CICOY returned 14.23% vs -4.08% for YMAX. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
CICOY vs. YMAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CICOY achieves a 13.52% return, which is significantly higher than YMAX's -1.07% return.
CICOY
- 1D
- -4.04%
- 1M
- 15.00%
- 6M
- 15.73%
- YTD
- 13.52%
- 1Y
- 14.23%
- 3Y*
- 35.57%
- 5Y*
- 17.20%
- 10Y*
- 31.69%
- ALL TIME*
- 8.02%
YMAX
- 1D
- 0.27%
- 1M
- -3.63%
- 6M
- 2.22%
- YTD
- -1.07%
- 1Y
- -4.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.22K | $46.09K | $47.83K | |
| $9.76M | $11.55M | $14.55M |
CICOY vs. YMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CICOY COSCO SHIPPING Holdings Co., Ltd. | 13.52% | 24.88% | 69.50% |
YMAX YieldMax Universe Fund of Option Income ETFs | -1.07% | 6.04% | 26.90% |
Correlation
The correlation between CICOY and YMAX is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2024 | 0.11 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CICOY vs. YMAX — Risk / Return Rank
CICOY
YMAX
CICOY vs. YMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COSCO SHIPPING Holdings Co., Ltd. (CICOY) and YieldMax Universe Fund of Option Income ETFs (YMAX). 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.
| CICOY | YMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.97 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | -0.27 | +1.19 |
| Martin ratioReturn relative to average drawdown | 2.15 | -0.60 | +2.76 |
Loading charts...
Drawdowns
CICOY vs. YMAX - Drawdown Comparison
The maximum CICOY drawdown since its inception was -83.95%, which is greater than YMAX's maximum drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for CICOY and YMAX.
Loading charts...
Drawdown Indicators
| CICOY | YMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.95% | -26.13% | -57.82% |
Max Drawdown (1Y)Largest decline over 1 year | -17.69% | -26.13% | +8.44% |
Max Drawdown (3Y)Largest decline over 3 years | -35.47% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -47.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.37% | — | — |
Current DrawdownCurrent decline from peak | -4.04% | -12.29% | +8.25% |
Average DrawdownAverage peak-to-trough decline | -49.27% | -6.57% | -42.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.56% | 11.72% | -4.16% |
Volatility
CICOY vs. YMAX - Volatility Comparison
COSCO SHIPPING Holdings Co., Ltd. (CICOY) has a higher volatility of 8.05% compared to YieldMax Universe Fund of Option Income ETFs (YMAX) at 6.33%. This indicates that CICOY's price experiences larger fluctuations and is considered to be riskier than YMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CICOY | YMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 6.33% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 24.29% | 20.28% | +4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.31% | 24.24% | +7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.09% | 23.50% | +20.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.05% | 23.50% | +28.55% |
Dividends
CICOY vs. YMAX - Dividend Comparison
CICOY's dividend yield for the trailing twelve months is around 7.33%, less than YMAX's 73.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CICOY COSCO SHIPPING Holdings Co., Ltd. | 7.33% | 12.09% | 6.51% | 26.39% | 40.23% |
YMAX YieldMax Universe Fund of Option Income ETFs | 73.00% | 78.70% | 44.20% | 0.00% | 0.00% |
Frequently Asked Questions
CICOY and YMAX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CICOY has higher volatility (8.05%) compared to YMAX (6.33%). In terms of maximum drawdown, CICOY dropped -83.95% vs YMAX's -26.13%.
CICOY currently has the higher Sharpe Ratio (0.52 vs -0.29), 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.
Find the right allocation for CICOY and YMAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer