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CONY vs. SQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CONY vs. SQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax COIN Option Income Strategy ETF (CONY) and YieldMax SQ Option Income Strategy ETF (SQY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CONY

1D
-0.87%
1M
-2.31%
6M
-32.20%
YTD
-27.89%
1Y
-56.86%
3Y*
5Y*
10Y*

SQY

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CONY vs. SQY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CONY
CONY Risk / Return Rank: 11
Overall Rank
CONY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CONY Sortino Ratio Rank: 11
Sortino Ratio Rank
CONY Omega Ratio Rank: 11
Omega Ratio Rank
CONY Calmar Ratio Rank: 11
Calmar Ratio Rank
CONY Martin Ratio Rank: 22
Martin Ratio Rank

SQY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CONY vs. SQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax COIN Option Income Strategy ETF (CONY) and YieldMax SQ Option Income Strategy ETF (SQY). 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.


CONYSQYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.82

Calmar ratioReturn relative to maximum drawdown

-0.90

Martin ratioReturn relative to average drawdown

-1.35

CONY vs. SQY - Sharpe Ratio Comparison


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Drawdowns

CONY vs. SQY - Drawdown Comparison


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Drawdown Indicators


CONYSQYDifference

Max Drawdown

Largest peak-to-trough decline

-63.57%

Max Drawdown (1Y)

Largest decline over 1 year

-63.39%

Current Drawdown

Current decline from peak

-59.15%

Average Drawdown

Average peak-to-trough decline

-23.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.09%

Volatility

CONY vs. SQY - Volatility Comparison


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Volatility by Period


CONYSQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.98%

Volatility (6M)

Calculated over the trailing 6-month period

45.20%

Volatility (1Y)

Calculated over the trailing 1-year period

57.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.76%

CONY vs. SQY - Expense Ratio Comparison

CONY has a 0.99% expense ratio, which is lower than SQY's 1.01% expense ratio.


Dividends

CONY vs. SQY - Dividend Comparison

CONY's dividend yield for the trailing twelve months is around 192.94%, while SQY has not paid dividends to shareholders.


PositionTTM202520242023
CONY
YieldMax COIN Option Income Strategy ETF
192.94%192.07%155.66%16.43%
SQY
YieldMax SQ Option Income Strategy ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, CONY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CONY is cheaper with a 0.99% expense ratio, compared with 1.01% for SQY.

CONY has the higher dividend yield at 192.94%, compared with 0.00% for SQY.

Their fees differ too: 0.99% for CONY and 1.01% for SQY.

Portfolio Optimizer

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