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DISO vs. YMAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DISO and YMAG is 0.42, 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

DISO vs. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax DIS Option Income Strategy ETF (DISO) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DISO:

-0.10

YMAG:

0.45

Sortino Ratio

DISO:

0.06

YMAG:

0.75

Omega Ratio

DISO:

1.01

YMAG:

1.11

Calmar Ratio

DISO:

-0.07

YMAG:

0.42

Martin Ratio

DISO:

-0.20

YMAG:

1.23

Ulcer Index

DISO:

9.18%

YMAG:

8.99%

Daily Std Dev

DISO:

23.69%

YMAG:

25.25%

Max Drawdown

DISO:

-26.62%

YMAG:

-25.96%

Current Drawdown

DISO:

-12.55%

YMAG:

-13.54%

Returns By Period

The year-to-date returns for both stocks are quite close, with DISO having a -9.34% return and YMAG slightly lower at -9.66%.


DISO

YTD

-9.34%

1M

10.18%

6M

-0.47%

1Y

-2.37%

5Y*

N/A

10Y*

N/A

YMAG

YTD

-9.66%

1M

5.97%

6M

-6.57%

1Y

11.29%

5Y*

N/A

10Y*

N/A

*Annualized

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DISO vs. YMAG - Expense Ratio Comparison

DISO has a 1.01% expense ratio, which is lower than YMAG's 1.28% expense ratio.


Risk-Adjusted Performance

DISO vs. YMAG — Risk-Adjusted Performance Rank

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

DISO
The Risk-Adjusted Performance Rank of DISO is 1616
Overall Rank
The Sharpe Ratio Rank of DISO is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DISO is 1616
Sortino Ratio Rank
The Omega Ratio Rank of DISO is 1717
Omega Ratio Rank
The Calmar Ratio Rank of DISO is 1515
Calmar Ratio Rank
The Martin Ratio Rank of DISO is 1616
Martin Ratio Rank

YMAG
The Risk-Adjusted Performance Rank of YMAG is 5252
Overall Rank
The Sharpe Ratio Rank of YMAG is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAG is 5353
Sortino Ratio Rank
The Omega Ratio Rank of YMAG is 5353
Omega Ratio Rank
The Calmar Ratio Rank of YMAG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of YMAG is 4646
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.

DISO vs. YMAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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 DISO Sharpe Ratio is -0.10, which is lower than the YMAG Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of DISO and YMAG, 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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Dividends

DISO vs. YMAG - Dividend Comparison

DISO's dividend yield for the trailing twelve months is around 33.01%, less than YMAG's 50.06% yield.


Drawdowns

DISO vs. YMAG - Drawdown Comparison

The maximum DISO drawdown since its inception was -26.62%, roughly equal to the maximum YMAG drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for DISO and YMAG. For additional features, visit the drawdowns tool.


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Volatility

DISO vs. YMAG - Volatility Comparison


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