PortfoliosLab logoPortfoliosLab logo
CVNY vs. OILK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVNY vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax CVNA Option Income Strategy ETF (CVNY) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CVNY achieves a -18.76% return, which is significantly lower than OILK's 61.09% return.


CVNY

1D
3.85%
1M
-11.51%
YTD
-18.76%
6M
-14.07%
1Y
-2.56%
3Y*
5Y*
10Y*

OILK

1D
-1.91%
1M
-2.15%
YTD
61.09%
6M
56.40%
1Y
56.95%
3Y*
18.39%
5Y*
17.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVNY vs. OILK - Yearly Performance Comparison


Correlation

The correlation between CVNY and OILK is -0.24, 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

-0.24

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2025

-0.10

The correlation between CVNY and OILK shifts across timeframes, from -0.24 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CVNY vs. OILK — Risk / Return Rank

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

CVNY
CVNY Risk / Return Rank: 99
Overall Rank
CVNY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CVNY Sortino Ratio Rank: 1010
Sortino Ratio Rank
CVNY Omega Ratio Rank: 1111
Omega Ratio Rank
CVNY Calmar Ratio Rank: 88
Calmar Ratio Rank
CVNY Martin Ratio Rank: 88
Martin Ratio Rank

OILK
OILK Risk / Return Rank: 5555
Overall Rank
OILK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 5353
Sortino Ratio Rank
OILK Omega Ratio Rank: 5454
Omega Ratio Rank
OILK Calmar Ratio Rank: 6868
Calmar Ratio Rank
OILK Martin Ratio Rank: 4242
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. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax CVNA Option Income Strategy ETF (CVNY) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). 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.


CVNYOILKDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.24

Omega ratioGain probability vs. loss probability

1.03

1.33

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.07

3.30

-3.37

Martin ratioReturn relative to average drawdown

-0.16

6.67

-6.83

CVNY vs. OILK - Sharpe Ratio Comparison

The current CVNY Sharpe Ratio is -0.05, which is lower than the OILK Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CVNY and OILK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CVNYOILKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

1.99

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.11

+0.20

Drawdowns

CVNY vs. OILK - Drawdown Comparison

The maximum CVNY drawdown since its inception was -43.27%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for CVNY and OILK.


Loading charts...

Drawdown Indicators


CVNYOILKDifference

Max Drawdown

Largest peak-to-trough decline

-43.27%

-83.76%

+40.49%

Max Drawdown (1Y)

Largest decline over 1 year

-36.27%

-17.35%

-18.92%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

Current Drawdown

Current decline from peak

-26.89%

-5.49%

-21.40%

Average Drawdown

Average peak-to-trough decline

-13.47%

-32.60%

+19.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.02%

8.57%

+7.45%

Volatility

CVNY vs. OILK - Volatility Comparison

YieldMax CVNA Option Income Strategy ETF (CVNY) has a higher volatility of 14.45% compared to ProShares K-1 Free Crude Oil Strategy ETF (OILK) at 10.52%. This indicates that CVNY's price experiences larger fluctuations and is considered to be riskier than OILK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CVNYOILKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.45%

10.52%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

36.98%

23.32%

+13.66%

Volatility (1Y)

Calculated over the trailing 1-year period

49.51%

28.82%

+20.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.27%

30.13%

+28.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.27%

35.97%

+22.30%

CVNY vs. OILK - Expense Ratio Comparison

CVNY has a 0.99% expense ratio, which is higher than OILK's 0.68% expense ratio.


Dividends

CVNY vs. OILK - Dividend Comparison

CVNY's dividend yield for the trailing twelve months is around 108.47%, more than OILK's 8.34% yield.


PositionTTM202520242023202220212020201920182017
CVNY
YieldMax CVNA Option Income Strategy ETF
108.47%80.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OILK
ProShares K-1 Free Crude Oil Strategy ETF
8.34%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%

Frequently Asked Questions


CVNY and OILK have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVNY has higher volatility (14.45%) compared to OILK (10.52%). In terms of maximum drawdown, CVNY dropped -43.27% vs OILK's -83.76%.

On 1-year performance, OILK leads with 56.95% vs -2.56% for CVNY. On fees, OILK is cheaper at 0.68% per year. On volatility, OILK has been the lower-risk option at 10.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OILK has performed better with a 56.95% return vs -2.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILK is cheaper with a 0.68% expense ratio, compared with 0.99% for CVNY.

CVNY has the higher dividend yield at 108.47%, compared with 8.34% for OILK.

CVNY is categorized as Derivative Income, while OILK is Oil & Gas. They also come from different issuers: YieldMax and ProShares. Their fees differ too: 0.99% for CVNY and 0.68% for OILK.

OILK currently has the higher Sharpe Ratio (1.99 vs -0.05), 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 OILK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer