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 6.41% vs 4.62% for YMAX. At a 0.09 correlation, their price movements are largely independent.
Performance
CICOY vs. YMAX - Performance Comparison
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Returns By Period
In the year-to-date period, CICOY achieves a 0.95% return, which is significantly lower than YMAX's 2.93% return.
CICOY
- 1D
- 1.38%
- 1M
- -6.12%
- YTD
- 0.95%
- 6M
- 3.51%
- 1Y
- 6.41%
- 3Y*
- 38.59%
- 5Y*
- 15.59%
- 10Y*
- 30.59%
YMAX
- 1D
- -0.86%
- 1M
- -0.16%
- YTD
- 2.93%
- 6M
- 0.53%
- 1Y
- 4.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CICOY vs. YMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CICOY COSCO SHIPPING Holdings Co., Ltd. | 0.95% | 24.88% | 69.50% |
YMAX YieldMax Universe Fund of Option Income ETFs | 2.93% | 6.04% | 26.90% |
Correlation
The correlation between CICOY and YMAX 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 Jan 17, 2024 | 0.09 |
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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 | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.06 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 0.18 | +0.15 |
| Martin ratioReturn relative to average drawdown | 0.81 | 0.41 | +0.40 |
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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.
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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 | -19.79% | -26.13% | +6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -35.47% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -53.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.37% | — | — |
Current DrawdownCurrent decline from peak | -13.03% | -8.75% | -4.28% |
Average DrawdownAverage peak-to-trough decline | -49.54% | -6.39% | -43.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.90% | 11.22% | -3.32% |
Volatility
CICOY vs. YMAX - Volatility Comparison
COSCO SHIPPING Holdings Co., Ltd. (CICOY) has a higher volatility of 13.95% compared to YieldMax Universe Fund of Option Income ETFs (YMAX) at 10.76%. 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.
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Volatility by Period
| CICOY | YMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.95% | 10.76% | +3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 23.76% | 19.54% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.82% | 23.51% | +8.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.09% | 23.59% | +22.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.07% | 23.59% | +28.48% |
Dividends
CICOY vs. YMAX - Dividend Comparison
CICOY's dividend yield for the trailing twelve months is around 8.24%, less than YMAX's 72.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CICOY COSCO SHIPPING Holdings Co., Ltd. | 8.24% | 12.09% | 6.51% | 26.39% | 40.23% |
YMAX YieldMax Universe Fund of Option Income ETFs | 72.45% | 78.70% | 44.20% | 0.00% | 0.00% |
Frequently Asked Questions
CICOY and YMAX 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.
CICOY has higher volatility (13.95%) compared to YMAX (10.76%). In terms of maximum drawdown, CICOY dropped -83.95% vs YMAX's -26.13%.
CICOY currently has the higher Sharpe Ratio (0.20 vs 0.20), 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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