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CRSH vs. YBIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRSH and YBIT is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CRSH vs. YBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short TSLA Option Income Strategy ETF (CRSH) and YieldMax Bitcoin Option Income Strategy ETF (YBIT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CRSH:

-0.85

YBIT:

0.26

Sortino Ratio

CRSH:

-1.10

YBIT:

0.59

Omega Ratio

CRSH:

0.86

YBIT:

1.08

Calmar Ratio

CRSH:

-0.82

YBIT:

0.34

Martin Ratio

CRSH:

-1.31

YBIT:

0.71

Ulcer Index

CRSH:

36.83%

YBIT:

13.76%

Daily Std Dev

CRSH:

57.09%

YBIT:

41.57%

Max Drawdown

CRSH:

-58.87%

YBIT:

-29.01%

Current Drawdown

CRSH:

-50.47%

YBIT:

-4.35%

Returns By Period

In the year-to-date period, CRSH achieves a 9.02% return, which is significantly lower than YBIT's 11.90% return.


CRSH

YTD

9.02%

1M

-16.63%

6M

-7.57%

1Y

-48.48%

3Y*

N/A

5Y*

N/A

10Y*

N/A

YBIT

YTD

11.90%

1M

5.53%

6M

5.61%

1Y

11.16%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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CRSH vs. YBIT - Expense Ratio Comparison

Both CRSH and YBIT have an expense ratio of 0.99%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CRSH vs. YBIT — Risk-Adjusted Performance Rank

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

CRSH
The Risk-Adjusted Performance Rank of CRSH is 11
Overall Rank
The Sharpe Ratio Rank of CRSH is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of CRSH is 11
Sortino Ratio Rank
The Omega Ratio Rank of CRSH is 11
Omega Ratio Rank
The Calmar Ratio Rank of CRSH is 00
Calmar Ratio Rank
The Martin Ratio Rank of CRSH is 22
Martin Ratio Rank

YBIT
The Risk-Adjusted Performance Rank of YBIT is 3030
Overall Rank
The Sharpe Ratio Rank of YBIT is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of YBIT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of YBIT is 3030
Omega Ratio Rank
The Calmar Ratio Rank of YBIT is 3737
Calmar Ratio Rank
The Martin Ratio Rank of YBIT is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRSH vs. YBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short TSLA Option Income Strategy ETF (CRSH) and YieldMax Bitcoin Option Income Strategy ETF (YBIT). 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.


The current CRSH Sharpe Ratio is -0.85, which is lower than the YBIT Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of CRSH and YBIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CRSH vs. YBIT - Dividend Comparison

CRSH's dividend yield for the trailing twelve months is around 166.34%, more than YBIT's 99.24% yield.


Drawdowns

CRSH vs. YBIT - Drawdown Comparison

The maximum CRSH drawdown since its inception was -58.87%, which is greater than YBIT's maximum drawdown of -29.01%. Use the drawdown chart below to compare losses from any high point for CRSH and YBIT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CRSH vs. YBIT - Volatility Comparison

YieldMax Short TSLA Option Income Strategy ETF (CRSH) has a higher volatility of 13.38% compared to YieldMax Bitcoin Option Income Strategy ETF (YBIT) at 7.06%. This indicates that CRSH's price experiences larger fluctuations and is considered to be riskier than YBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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