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CVNY vs. CVNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVNY vs. CVNA - Performance Comparison

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

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Returns By Period

In the year-to-date period, CVNY achieves a -17.17% return, which is significantly higher than CVNA's -21.01% return.


CVNY

1D
-0.12%
1M
-0.57%
YTD
-17.17%
6M
-19.03%
1Y
6.92%
3Y*
5Y*
10Y*

CVNA

1D
0.17%
1M
-2.36%
YTD
-21.01%
6M
-23.12%
1Y
4.21%
3Y*
149.71%
5Y*
1.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVNY vs. CVNA - Yearly Performance Comparison


2026 (YTD)2025
CVNY
YieldMax CVNA Option Income Strategy ETF
-17.17%52.13%
CVNA
Carvana Co.
-21.01%71.93%

Correlation

The correlation between CVNY and CVNA is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2025

0.98

The correlation between CVNY and CVNA has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

CVNY vs. CVNA — Risk / Return Rank

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

CVNY
CVNY Risk / Return Rank: 1111
Overall Rank
CVNY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CVNY Sortino Ratio Rank: 1212
Sortino Ratio Rank
CVNY Omega Ratio Rank: 1212
Omega Ratio Rank
CVNY Calmar Ratio Rank: 1010
Calmar Ratio Rank
CVNY Martin Ratio Rank: 1010
Martin Ratio Rank

CVNA
CVNA Risk / Return Rank: 4444
Overall Rank
CVNA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CVNA Sortino Ratio Rank: 4343
Sortino Ratio Rank
CVNA Omega Ratio Rank: 4343
Omega Ratio Rank
CVNA Calmar Ratio Rank: 4444
Calmar Ratio Rank
CVNA Martin Ratio Rank: 4444
Martin Ratio Rank
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.

CVNY vs. CVNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax CVNA Option Income Strategy ETF (CVNY) and Carvana Co. (CVNA). 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.


CVNYCVNADifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.07

1.07

0.00

Calmar ratioReturn relative to maximum drawdown

0.19

0.10

+0.09

Martin ratioReturn relative to average drawdown

0.41

0.22

+0.19

CVNY vs. CVNA - Sharpe Ratio Comparison

The current CVNY Sharpe Ratio is 0.14, which is higher than the CVNA Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of CVNY and CVNA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CVNY vs. CVNA - Drawdown Comparison

The maximum CVNY drawdown since its inception was -43.27%, smaller than the maximum CVNA drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for CVNY and CVNA.


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Drawdown Indicators


CVNYCVNADifference

Max Drawdown

Largest peak-to-trough decline

-43.27%

-98.99%

+55.72%

Max Drawdown (1Y)

Largest decline over 1 year

-36.27%

-41.21%

+4.94%

Max Drawdown (3Y)

Largest decline over 3 years

-53.47%

Max Drawdown (5Y)

Largest decline over 5 years

-98.99%

Current Drawdown

Current decline from peak

-25.46%

-30.33%

+4.87%

Average Drawdown

Average peak-to-trough decline

-13.80%

-38.22%

+24.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.76%

19.24%

-2.48%

Volatility

CVNY vs. CVNA - Volatility Comparison

The current volatility for YieldMax CVNA Option Income Strategy ETF (CVNY) is 16.12%, while Carvana Co. (CVNA) has a volatility of 21.04%. This indicates that CVNY experiences smaller price fluctuations and is considered to be less risky than CVNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVNYCVNADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.12%

21.04%

-4.92%

Volatility (6M)

Calculated over the trailing 6-month period

36.95%

44.18%

-7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

49.79%

60.70%

-10.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.03%

111.39%

-53.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.03%

99.32%

-41.29%

Dividends

CVNY vs. CVNA - Dividend Comparison

CVNY's dividend yield for the trailing twelve months is around 112.21%, while CVNA has not paid dividends to shareholders.


PositionTTM2025
CVNA
Carvana Co.
0.00%0.00%
CVNY
YieldMax CVNA Option Income Strategy ETF
112.21%80.86%

Frequently Asked Questions


With a correlation of 0.98, CVNY and CVNA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CVNA has higher volatility (21.04%) compared to CVNY (16.12%). In terms of maximum drawdown, CVNY dropped -43.27% vs CVNA's -98.99%.

CVNY currently has the higher Sharpe Ratio (0.14 vs 0.07), 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.

Portfolio Optimizer

Find the right allocation for CVNY and CVNA

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