CME vs. CHPY
CME (CME Group Inc.) is a stock, while CHPY (YieldMax Semiconductor Portfolio Option Income ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, CME returned -11.31% vs 127.37% for CHPY. At a correlation of -0.28, they often move in opposite directions.
Performance
CME vs. CHPY - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a -12.68% return, which is significantly lower than CHPY's 80.95% return.
CME
- 1D
- -4.37%
- 1M
- -20.04%
- YTD
- -12.68%
- 6M
- -13.72%
- 1Y
- -11.31%
- 3Y*
- 13.19%
- 5Y*
- 5.56%
- 10Y*
- 13.40%
CHPY
- 1D
- -0.95%
- 1M
- 9.84%
- YTD
- 80.95%
- 6M
- 79.34%
- 1Y
- 127.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CME vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CME CME Group Inc. | -12.68% | 5.47% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 80.95% | 56.76% |
Correlation
The correlation between CME and CHPY is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | -0.28 |
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Return for Risk
CME vs. CHPY — Risk / Return Rank
CME
CHPY
CME vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.
| CME | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.46 | ||
| Sortino ratioReturn per unit of downside risk | -4.72 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.61 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 10.53 | -10.95 |
| Martin ratioReturn relative to average drawdown | -1.49 | 36.72 | -38.20 |
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Drawdowns
CME vs. CHPY - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than CHPY's maximum drawdown of -12.19%. Use the drawdown chart below to compare losses from any high point for CME and CHPY.
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Drawdown Indicators
| CME | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -12.19% | -65.31% |
Max Drawdown (1Y)Largest decline over 1 year | -26.96% | -12.17% | -14.79% |
Max Drawdown (3Y)Largest decline over 3 years | -26.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | — | — |
Current DrawdownCurrent decline from peak | -26.96% | -7.85% | -19.11% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -2.15% | -18.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.61% | 3.48% | +4.13% |
Volatility
CME vs. CHPY - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 10.55%, while YieldMax Semiconductor Portfolio Option Income ETF (CHPY) has a volatility of 19.71%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.55% | 19.71% | -9.16% |
Volatility (6M)Calculated over the trailing 6-month period | 18.23% | 27.92% | -9.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 32.59% | -10.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 36.33% | -16.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.01% | 36.33% | -12.32% |
Dividends
CME vs. CHPY - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.86%, less than CHPY's 29.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 29.92% | 28.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CME CME Group Inc. | 4.86% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Frequently Asked Questions
CME and CHPY have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPY has higher volatility (19.71%) compared to CME (10.55%). In terms of maximum drawdown, CME dropped -77.50% vs CHPY's -12.19%.
CHPY currently has the higher Sharpe Ratio (3.94 vs -0.52), 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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