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CVNY vs. EINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVNY vs. EINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax CVNA Option Income Strategy ETF (CVNY) and VanEck Energy Income ETF (EINC). 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 lower than EINC's 24.27% return.


CVNY

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

EINC

1D
1.33%
1M
-5.79%
YTD
24.27%
6M
25.77%
1Y
27.21%
3Y*
29.77%
5Y*
20.86%
10Y*
11.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVNY vs. EINC - Yearly Performance Comparison


2026 (YTD)2025
CVNY
YieldMax CVNA Option Income Strategy ETF
-17.17%52.13%
EINC
VanEck Energy Income ETF
24.27%2.41%

Correlation

The correlation between CVNY and EINC is -0.21, 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

-0.21

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

-0.00

Over the past year, the inverse relationship between CVNY and EINC has strengthened: their correlation has moved from -0.00 to -0.21, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

CVNY vs. EINC — 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

EINC
EINC Risk / Return Rank: 5757
Overall Rank
EINC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EINC Sortino Ratio Rank: 5252
Sortino Ratio Rank
EINC Omega Ratio Rank: 5252
Omega Ratio Rank
EINC Calmar Ratio Rank: 7171
Calmar Ratio Rank
EINC Martin Ratio Rank: 5353
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. EINC - Risk-Adjusted Trends Comparison

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


CVNYEINCDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.07

1.32

-0.25

Calmar ratioReturn relative to maximum drawdown

0.19

3.47

-3.27

Martin ratioReturn relative to average drawdown

0.41

8.82

-8.41

CVNY vs. EINC - Sharpe Ratio Comparison

The current CVNY Sharpe Ratio is 0.14, which is lower than the EINC Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of CVNY and EINC, 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. EINC - Drawdown Comparison

The maximum CVNY drawdown since its inception was -43.27%, smaller than the maximum EINC drawdown of -87.55%. Use the drawdown chart below to compare losses from any high point for CVNY and EINC.


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Drawdown Indicators


CVNYEINCDifference

Max Drawdown

Largest peak-to-trough decline

-43.27%

-87.55%

+44.28%

Max Drawdown (1Y)

Largest decline over 1 year

-36.27%

-7.89%

-28.38%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

Current Drawdown

Current decline from peak

-25.46%

-5.79%

-19.67%

Average Drawdown

Average peak-to-trough decline

-13.80%

-44.16%

+30.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.76%

3.09%

+13.67%

Volatility

CVNY vs. EINC - Volatility Comparison

YieldMax CVNA Option Income Strategy ETF (CVNY) has a higher volatility of 16.12% compared to VanEck Energy Income ETF (EINC) at 6.32%. This indicates that CVNY's price experiences larger fluctuations and is considered to be riskier than EINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVNYEINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.12%

6.32%

+9.80%

Volatility (6M)

Calculated over the trailing 6-month period

36.95%

11.86%

+25.09%

Volatility (1Y)

Calculated over the trailing 1-year period

49.79%

15.07%

+34.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.03%

19.54%

+38.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.03%

25.43%

+32.60%

CVNY vs. EINC - Expense Ratio Comparison

CVNY has a 0.99% expense ratio, which is higher than EINC's 0.45% expense ratio.


Dividends

CVNY vs. EINC - Dividend Comparison

CVNY's dividend yield for the trailing twelve months is around 112.21%, more than EINC's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
CVNY
YieldMax CVNA Option Income Strategy ETF
112.21%80.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EINC
VanEck Energy Income ETF
3.56%4.51%3.33%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%

Frequently Asked Questions


CVNY and EINC have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVNY has higher volatility (16.12%) compared to EINC (6.32%). In terms of maximum drawdown, CVNY dropped -43.27% vs EINC's -87.55%.

On 1-year performance, EINC leads with 27.21% vs 6.92% for CVNY. On fees, EINC is cheaper at 0.45% per year. On volatility, EINC has been the lower-risk option at 6.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EINC has performed better with a 27.21% return vs 6.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EINC is cheaper with a 0.45% expense ratio, compared with 0.99% for CVNY.

CVNY has the higher dividend yield at 112.21%, compared with 3.56% for EINC.

CVNY is categorized as Derivative Income, while EINC is Energy Equities. They also come from different issuers: YieldMax and VanEck. Their fees differ too: 0.99% for CVNY and 0.45% for EINC.

EINC currently has the higher Sharpe Ratio (1.82 vs 0.14), 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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